MSCI vs. VWRP.L
Compare and contrast key facts about MSCI Inc. (MSCI) and Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L).
VWRP.L is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on Jul 23, 2019.
Performance
MSCI vs. VWRP.L - Performance Comparison
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MSCI vs. VWRP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
MSCI MSCI Inc. | -5.68% | -3.17% | 7.31% | 22.90% | -23.34% | 38.14% | 74.38% | 11.99% |
VWRP.L Vanguard FTSE All-World UCITS ETF (USD) Accumulating | -4.65% | 22.54% | 17.61% | 21.74% | -18.20% | 18.91% | 15.71% | 8.28% |
Different Trading Currencies
MSCI is traded in USD, while VWRP.L is traded in GBP. To make them comparable, the VWRP.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, MSCI achieves a -5.68% return, which is significantly lower than VWRP.L's -4.65% return.
MSCI
- 1D
- 1.34%
- 1M
- -5.74%
- YTD
- -5.68%
- 6M
- -4.33%
- 1Y
- -3.40%
- 3Y*
- -0.04%
- 5Y*
- 5.82%
- 10Y*
- 23.21%
VWRP.L
- 1D
- 0.31%
- 1M
- -8.39%
- YTD
- -4.65%
- 6M
- -0.65%
- 1Y
- 19.34%
- 3Y*
- 16.34%
- 5Y*
- 9.15%
- 10Y*
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Return for Risk
MSCI vs. VWRP.L — Risk / Return Rank
MSCI
VWRP.L
MSCI vs. VWRP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MSCI Inc. (MSCI) and Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.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.
| MSCI | VWRP.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.11 | 1.20 | -1.32 |
Sortino ratioReturn per unit of downside risk | 0.05 | 1.68 | -1.63 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.24 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | -0.12 | 1.66 | -1.78 |
Martin ratioReturn relative to average drawdown | -0.34 | 7.91 | -8.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MSCI | VWRP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.11 | 1.20 | -1.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.61 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.66 | -0.13 |
Correlation
The correlation between MSCI and VWRP.L is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
MSCI vs. VWRP.L - Dividend Comparison
MSCI's dividend yield for the trailing twelve months is around 1.38%, while VWRP.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSCI MSCI Inc. | 1.38% | 1.25% | 1.07% | 0.98% | 0.98% | 0.59% | 0.65% | 0.98% | 1.30% | 1.04% | 1.27% | 1.11% |
VWRP.L Vanguard FTSE All-World UCITS ETF (USD) Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
MSCI vs. VWRP.L - Drawdown Comparison
The maximum MSCI drawdown since its inception was -69.06%, which is greater than VWRP.L's maximum drawdown of -33.23%. Use the drawdown chart below to compare losses from any high point for MSCI and VWRP.L.
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Drawdown Indicators
| MSCI | VWRP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.06% | -25.10% | -43.96% |
Max Drawdown (1Y)Largest decline over 1 year | -18.07% | -10.24% | -7.83% |
Max Drawdown (5Y)Largest decline over 5 years | -43.74% | -17.64% | -26.10% |
Max Drawdown (10Y)Largest decline over 10 years | -43.74% | — | — |
Current DrawdownCurrent decline from peak | -16.20% | -6.35% | -9.85% |
Average DrawdownAverage peak-to-trough decline | -13.12% | -3.45% | -9.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.48% | 2.36% | +4.12% |
Volatility
MSCI vs. VWRP.L - Volatility Comparison
MSCI Inc. (MSCI) has a higher volatility of 6.58% compared to Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) at 4.82%. This indicates that MSCI's price experiences larger fluctuations and is considered to be riskier than VWRP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSCI | VWRP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.58% | 4.82% | +1.76% |
Volatility (6M)Calculated over the trailing 6-month period | 21.10% | 8.68% | +12.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.07% | 15.23% | +14.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.55% | 14.99% | +15.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.03% | 17.01% | +14.02% |