NESF.L vs. VWRL.AS
Compare and contrast key facts about NextEnergy Solar Fund Ltd (NESF.L) and Vanguard FTSE All-World UCITS ETF (VWRL.AS).
VWRL.AS is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on May 22, 2012.
Performance
NESF.L vs. VWRL.AS - Performance Comparison
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NESF.L vs. VWRL.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NESF.L NextEnergy Solar Fund Ltd | -8.63% | -13.31% | -20.88% | -9.80% | 17.08% | 2.32% | -8.41% | 14.14% | 7.98% | 11.09% |
VWRL.AS Vanguard FTSE All-World UCITS ETF | 0.16% | 14.20% | 19.87% | 15.71% | -9.19% | 20.90% | 12.32% | 20.51% | -3.73% | 13.60% |
Different Trading Currencies
NESF.L is traded in GBp, while VWRL.AS is traded in EUR. To make them comparable, the VWRL.AS values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, NESF.L achieves a -8.63% return, which is significantly lower than VWRL.AS's 0.16% return. Over the past 10 years, NESF.L has underperformed VWRL.AS with an annualized return of -0.07%, while VWRL.AS has yielded a comparatively higher 12.38% annualized return.
NESF.L
- 1D
- -1.12%
- 1M
- -15.15%
- YTD
- -8.63%
- 6M
- -24.26%
- 1Y
- -26.36%
- 3Y*
- -16.14%
- 5Y*
- -6.78%
- 10Y*
- -0.07%
VWRL.AS
- 1D
- 2.27%
- 1M
- -3.02%
- YTD
- 0.16%
- 6M
- 3.60%
- 1Y
- 18.90%
- 3Y*
- 14.78%
- 5Y*
- 10.61%
- 10Y*
- 12.38%
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Return for Risk
NESF.L vs. VWRL.AS — Risk / Return Rank
NESF.L
VWRL.AS
NESF.L vs. VWRL.AS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NextEnergy Solar Fund Ltd (NESF.L) and Vanguard FTSE All-World UCITS ETF (VWRL.AS). 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.
| NESF.L | VWRL.AS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.89 | 1.26 | -2.15 |
Sortino ratioReturn per unit of downside risk | -1.05 | 1.75 | -2.80 |
Omega ratioGain probability vs. loss probability | 0.84 | 1.27 | -0.43 |
Calmar ratioReturn relative to maximum drawdown | -0.72 | 4.09 | -4.81 |
Martin ratioReturn relative to average drawdown | -1.30 | 16.38 | -17.68 |
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
| NESF.L | VWRL.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.89 | 1.26 | -2.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.32 | 0.78 | -1.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.00 | 0.83 | -0.83 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.02 | 0.75 | -0.73 |
Correlation
The correlation between NESF.L and VWRL.AS is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
NESF.L vs. VWRL.AS - Dividend Comparison
NESF.L's dividend yield for the trailing twelve months is around 19.18%, more than VWRL.AS's 1.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NESF.L NextEnergy Solar Fund Ltd | 19.18% | 16.86% | 12.81% | 8.58% | 6.60% | 6.99% | 6.53% | 5.45% | 5.68% | 5.63% | 5.83% | 5.50% |
VWRL.AS Vanguard FTSE All-World UCITS ETF | 1.40% | 1.42% | 1.47% | 1.74% | 2.10% | 1.43% | 1.56% | 1.89% | 2.24% | 1.93% | 1.95% | 2.03% |
Drawdowns
NESF.L vs. VWRL.AS - Drawdown Comparison
The maximum NESF.L drawdown since its inception was -47.81%, which is greater than VWRL.AS's maximum drawdown of -25.81%. Use the drawdown chart below to compare losses from any high point for NESF.L and VWRL.AS.
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Drawdown Indicators
| NESF.L | VWRL.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.81% | -33.27% | -14.54% |
Max Drawdown (1Y)Largest decline over 1 year | -37.44% | -13.16% | -24.28% |
Max Drawdown (5Y)Largest decline over 5 years | -47.81% | -21.00% | -26.81% |
Max Drawdown (10Y)Largest decline over 10 years | -47.81% | -33.27% | -14.54% |
Current DrawdownCurrent decline from peak | -47.81% | -3.97% | -43.84% |
Average DrawdownAverage peak-to-trough decline | -10.39% | -4.43% | -5.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.81% | 1.62% | +19.19% |
Volatility
NESF.L vs. VWRL.AS - Volatility Comparison
NextEnergy Solar Fund Ltd (NESF.L) has a higher volatility of 21.19% compared to Vanguard FTSE All-World UCITS ETF (VWRL.AS) at 4.59%. This indicates that NESF.L's price experiences larger fluctuations and is considered to be riskier than VWRL.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NESF.L | VWRL.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.19% | 4.59% | +16.60% |
Volatility (6M)Calculated over the trailing 6-month period | 27.18% | 8.45% | +18.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.58% | 14.87% | +14.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.22% | 13.31% | +7.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.54% | 14.67% | +3.87% |