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IWV vs. VWRD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IWV vs. VWRD.L

Last updated Jun 13, 2026

IWV (iShares Russell 3000 ETF) and VWRD.L (Vanguard FTSE All-World UCITS ETF) are both exchange-traded funds - IWV is a Large Cap Blend Equities fund tracking the Russell 3000 Index, while VWRD.L is a Global Equities fund tracking the FTSE All-World Index. Both are passively managed. Over the past 10 years, IWV returned 14.84%/yr vs 12.94%/yr for VWRD.L. A 0.59 correlation means they provide meaningful diversification when combined. IWV charges 0.20%/yr vs 0.22%/yr for VWRD.L.

Performance

IWV vs. VWRD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 3000 ETF (IWV) and Vanguard FTSE All-World UCITS ETF (VWRD.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IWV achieves a 9.30% return, which is significantly lower than VWRD.L's 10.27% return. Over the past 10 years, IWV has outperformed VWRD.L with an annualized return of 14.84%, while VWRD.L has yielded a comparatively lower 12.94% annualized return.

IWV

1D
0.53%
1M
-0.32%
YTD
9.30%
6M
9.38%
1Y
25.70%
3Y*
20.32%
5Y*
12.07%
10Y*
14.84%

VWRD.L

1D
2.38%
1M
0.88%
YTD
10.27%
6M
11.90%
1Y
25.73%
3Y*
19.78%
5Y*
10.91%
10Y*
12.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWV vs. VWRD.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IWV
iShares Russell 3000 ETF		9.30%16.96%23.49%25.82%-19.28%25.54%20.55%30.66%-5.43%20.97%
VWRD.L
Vanguard FTSE All-World UCITS ETF		10.27%22.39%17.65%22.31%-18.19%18.52%16.13%25.67%-9.70%24.35%

Correlation

The correlation between IWV and VWRD.L is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.69

Correlation (3Y)
Calculated over the trailing 3-year period

0.60

Correlation (5Y)
Calculated over the trailing 5-year period

0.60

Correlation (10Y)
Calculated over the trailing 10-year period

0.60

Correlation (All Time)
Calculated using the full available price history since May 22, 2012

0.59

The correlation between IWV and VWRD.L shifts across timeframes, from 0.59 (all time) to 0.69 (1 year), reflecting how their relationship changes across market environments.

IWV vs. VWRD.L - Sectors Allocation Comparison

Sectors
IWV
VWRD.L

Technology

33.1%
30.2%

Financial Services

12.2%
16.1%

Communication Services

10.5%
8.9%

Consumer Cyclical

10.2%
9.1%

Industrials

9.6%
10.2%

Healthcare

9.1%
8.1%

Consumer Defensive

4.7%
4.9%

Energy

3.8%
4.3%

Real Estate

2.4%
1.6%

Utilities

2.3%
2.9%

Basic Materials

2.2%
3.6%

Technology

IWV
33.1%
VWRD.L
30.2%

Financial Services

IWV
12.2%
VWRD.L
16.1%

Communication Services

IWV
10.5%
VWRD.L
8.9%

Consumer Cyclical

IWV
10.2%
VWRD.L
9.1%

Industrials

IWV
9.6%
VWRD.L
10.2%

Healthcare

IWV
9.1%
VWRD.L
8.1%

Consumer Defensive

IWV
4.7%
VWRD.L
4.9%

Energy

IWV
3.8%
VWRD.L
4.3%

Real Estate

IWV
2.4%
VWRD.L
1.6%

Utilities

IWV
2.3%
VWRD.L
2.9%

Basic Materials

IWV
2.2%
VWRD.L
3.6%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Russell 3000 ETF

Vanguard FTSE All-World UCITS ETF

Often compared with IWV:
IWV vs. SPYIWV vs. VTIIWV vs. IWMIWV vs. ACWXIWV vs. VTHRIWV vs. IVVIWV vs. RSP
Often compared with VWRD.L:
VWRD.L vs. VWRP.LVWRD.L vs. IWDA.LVWRD.L vs. VOOVWRD.L vs. JEPQVWRD.L vs. JEPG.LVWRD.L vs. EGLN.LVWRD.L vs. JEPI

Return for Risk

IWV vs. VWRD.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IWV
IWV Risk / Return Rank: 6868
Overall Rank
IWV Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
IWV Sortino Ratio Rank: 6767
Sortino Ratio Rank
IWV Omega Ratio Rank: 6868
Omega Ratio Rank
IWV Calmar Ratio Rank: 6262
Calmar Ratio Rank
IWV Martin Ratio Rank: 7575
Martin Ratio Rank
VWRD.L
VWRD.L Risk / Return Rank: 7272
Overall Rank
VWRD.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VWRD.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
VWRD.L Omega Ratio Rank: 7272
Omega Ratio Rank
VWRD.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
VWRD.L Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IWV vs. VWRD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 3000 ETF (IWV) and Vanguard FTSE All-World UCITS ETF (VWRD.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

IWVVWRD.LDifference
Sharpe ratioReturn per unit of total volatility
1.94
2.01

-0.07

Sortino ratioReturn per unit of downside risk
2.64
3.00

-0.36

Omega ratioGain probability vs. loss probability

1.35

1.37

-0.02

Calmar ratioReturn relative to maximum drawdown

2.74

2.91

-0.18

Martin ratioReturn relative to average drawdown

12.28

11.88

+0.40

IWV vs. VWRD.L - Sharpe Ratio Comparison

The current IWV Sharpe Ratio is 1.94, which is comparable to the VWRD.L Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of IWV and VWRD.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

IWV vs. VWRD.L - Drawdown Comparison

The maximum IWV drawdown since its inception was -55.61%, which is greater than VWRD.L's maximum drawdown of -33.83%. Use the drawdown chart below to compare losses from any high point for IWV and VWRD.L.

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Drawdown Indicators

IWVVWRD.LDifference

Max Drawdown

Largest peak-to-trough decline

-55.61%

-33.83%

-21.78%

Max Drawdown (1Y)

Largest decline over 1 year

-8.89%

-8.80%

-0.09%

Max Drawdown (3Y)

Largest decline over 3 years

-19.28%

-16.25%

-3.03%

Max Drawdown (5Y)

Largest decline over 5 years

-25.11%

-26.02%

+0.91%

Max Drawdown (10Y)

Largest decline over 10 years

-35.22%

-33.83%

-1.39%

Current Drawdown

Current decline from peak

-2.09%

-1.99%

-0.10%

Average Drawdown

Average peak-to-trough decline

-10.58%

-4.51%

-6.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

2.16%

-0.18%

Volatility

IWV vs. VWRD.L - Volatility Comparison

iShares Russell 3000 ETF (IWV) and Vanguard FTSE All-World UCITS ETF (VWRD.L) have volatilities of 4.44% and 4.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IWVVWRD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.44%

4.40%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

9.75%

10.29%

-0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

12.57%

12.77%

-0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.30%

15.38%

+1.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.43%

15.73%

+2.70%

IWV vs. VWRD.L - Expense Ratio Comparison

IWV has a 0.20% expense ratio, which is lower than VWRD.L's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

IWV vs. VWRD.L - Dividend Comparison

IWV's dividend yield for the trailing twelve months is around 0.87%, less than VWRD.L's 1.25% yield.

PositionTTM20252024202320222021202020192018201720162015
IWV
iShares Russell 3000 ETF		0.87%0.96%1.08%1.30%1.56%1.04%1.30%1.69%1.97%1.58%1.79%1.99%
VWRD.L
Vanguard FTSE All-World UCITS ETF		1.25%1.38%1.52%1.69%2.05%1.48%1.47%1.88%2.29%1.82%2.04%2.07%

Frequently Asked Questions

IWV and VWRD.L have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IWV is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IWV is cheaper with a 0.20% expense ratio, compared with 0.22% for VWRD.L.

IWV is categorized as Large Cap Blend Equities, while VWRD.L is Global Equities. IWV tracks Russell 3000 Index, while VWRD.L tracks FTSE All-World Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for IWV and 0.22% for VWRD.L.

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