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RR.L vs. V3PL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RR.L vs. V3PL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Rolls-Royce Holdings PLC (RR.L) and Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Distributing (V3PL.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

RR.L is traded in GBp, while V3PL.DE is traded in EUR. To make them comparable, the V3PL.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, RR.L achieves a 14.24% return, which is significantly lower than V3PL.DE's 30.43% return.


RR.L

1D
4.41%
1M
8.55%
YTD
14.24%
6M
19.81%
1Y
48.66%
3Y*
106.71%
5Y*
64.05%
10Y*
20.98%

V3PL.DE

1D
-1.71%
1M
4.67%
YTD
30.43%
6M
33.08%
1Y
53.12%
3Y*
19.16%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RR.L vs. V3PL.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
RR.L
Rolls-Royce Holdings PLC
14.24%104.79%89.72%221.57%40.70%
V3PL.DE
Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Distributing
30.43%22.44%2.73%8.11%6.27%

Correlation

The correlation between RR.L and V3PL.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

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

0.36

Correlation (All Time)
Calculated using the full available price history since Oct 13, 2022

0.35

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Return for Risk

RR.L vs. V3PL.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RR.L
RR.L Risk / Return Rank: 7979
Overall Rank
RR.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
RR.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
RR.L Omega Ratio Rank: 7575
Omega Ratio Rank
RR.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
RR.L Martin Ratio Rank: 8383
Martin Ratio Rank

V3PL.DE
V3PL.DE Risk / Return Rank: 8686
Overall Rank
V3PL.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
V3PL.DE Sortino Ratio Rank: 8787
Sortino Ratio Rank
V3PL.DE Omega Ratio Rank: 8686
Omega Ratio Rank
V3PL.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
V3PL.DE Martin Ratio Rank: 8484
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.

RR.L vs. V3PL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rolls-Royce Holdings PLC (RR.L) and Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Distributing (V3PL.DE). 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.


RR.LV3PL.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.76

Sortino ratioReturn per unit of downside risk

-2.09

Omega ratioGain probability vs. loss probability

1.25

1.58

-0.34

Calmar ratioReturn relative to maximum drawdown

2.54

4.67

-2.12

Martin ratioReturn relative to average drawdown

7.03

16.88

-9.85

RR.L vs. V3PL.DE - Sharpe Ratio Comparison

The current RR.L Sharpe Ratio is 1.34, which is lower than the V3PL.DE Sharpe Ratio of 3.10. The chart below compares the historical Sharpe Ratios of RR.L and V3PL.DE, 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

RR.L vs. V3PL.DE - Drawdown Comparison

The maximum RR.L drawdown since its inception was -90.25%, which is greater than V3PL.DE's maximum drawdown of -15.48%. Use the drawdown chart below to compare losses from any high point for RR.L and V3PL.DE.


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Drawdown Indicators


RR.LV3PL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-90.25%

-15.48%

-74.77%

Max Drawdown (1Y)

Largest decline over 1 year

-19.04%

-11.58%

-7.46%

Max Drawdown (3Y)

Largest decline over 3 years

-21.78%

-15.48%

-6.30%

Max Drawdown (5Y)

Largest decline over 5 years

-55.09%

Max Drawdown (10Y)

Largest decline over 10 years

-89.41%

Current Drawdown

Current decline from peak

-3.61%

-1.75%

-1.86%

Average Drawdown

Average peak-to-trough decline

-28.29%

-2.91%

-25.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.91%

3.21%

+3.70%

Volatility

RR.L vs. V3PL.DE - Volatility Comparison

Rolls-Royce Holdings PLC (RR.L) has a higher volatility of 11.80% compared to Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Distributing (V3PL.DE) at 6.79%. This indicates that RR.L's price experiences larger fluctuations and is considered to be riskier than V3PL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RR.LV3PL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.80%

6.79%

+5.01%

Volatility (6M)

Calculated over the trailing 6-month period

31.08%

15.07%

+16.01%

Volatility (1Y)

Calculated over the trailing 1-year period

36.24%

17.45%

+18.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.06%

14.65%

+27.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.60%

14.65%

+33.95%

Dividends

RR.L vs. V3PL.DE - Dividend Comparison

RR.L's dividend yield for the trailing twelve months is around 0.73%, less than V3PL.DE's 1.42% yield.


PositionTTM20252024202320222021202020192018201720162015
RR.L
Rolls-Royce Holdings PLC
0.73%0.91%0.00%0.00%0.00%0.00%0.00%1.71%1.41%0.54%1.75%4.06%
V3PL.DE
Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Distributing
1.42%1.90%2.16%2.13%0.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


RR.L and V3PL.DE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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