RSBT vs. VWRA.L

Last updated Jun 14, 2026

RSBT (Return Stacked Bonds & Managed Futures ETF) and VWRA.L (Vanguard FTSE All-World UCITS ETF USD Accumulating) are both exchange-traded funds - RSBT is a Nontraditional Bonds fund actively managed by Return Stacked, while VWRA.L is a Global Equities fund tracking the FTSE All-World Index. RSBT is actively managed, while VWRA.L is passively managed. Over the past 3 years, RSBT returned 3.21%/yr vs 19.80%/yr for VWRA.L. At a 0.32 correlation, their price movements are largely independent. RSBT charges 0.97%/yr vs 0.22%/yr for VWRA.L.

Performance

RSBT vs. VWRA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Return Stacked Bonds & Managed Futures ETF (RSBT) and Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RSBT achieves a 6.42% return, which is significantly lower than VWRA.L's 10.21% return.

RSBT

• 1D: 0.37%
• 1M: -3.00%
• YTD: 6.42%
• 6M: 8.27%
• 1Y: 23.51%
• 3Y*: 3.21%
• 5Y*: —
• 10Y*: —

VWRA.L

• 1D: 2.32%
• 1M: -0.01%
• YTD: 10.21%
• 6M: 11.90%
• 1Y: 26.42%
• 3Y*: 19.80%
• 5Y*: 10.91%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

RSBT vs. VWRA.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
RSBT Return Stacked Bonds & Managed Futures ETF	6.42%	10.31%	-2.90%	-11.85%
VWRA.L Vanguard FTSE All-World UCITS ETF USD Accumulating	10.21%	22.45%	17.65%	14.06%

Correlation

The correlation between RSBT and VWRA.L is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.45
Correlation (3Y) Calculated over the trailing 3-year period	0.31
Correlation (All Time) Calculated using the full available price history since Feb 8, 2023	0.32

The correlation between RSBT and VWRA.L shifts across timeframes, from 0.31 (3 years) to 0.45 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

RSBT vs. VWRA.L — Risk / Return Rank

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

RSBT

RSBT Risk / Return Rank: 56
RSBT Sharpe Ratio Rank: 50
RSBT Sortino Ratio Rank: 44
RSBT Omega Ratio Rank: 52
RSBT Calmar Ratio Rank: 78
RSBT Martin Ratio Rank: 59

VWRA.L

VWRA.L Risk / Return Rank: 73
VWRA.L Sharpe Ratio Rank: 72
VWRA.L Sortino Ratio Rank: 78
VWRA.L Omega Ratio Rank: 73
VWRA.L Calmar Ratio Rank: 67
VWRA.L Martin Ratio Rank: 73

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.

RSBT vs. VWRA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Return Stacked Bonds & Managed Futures ETF (RSBT) and Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.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.

	RSBT	VWRA.L	Difference
Sharpe ratio: Return per unit of total volatility	1.52	2.01	-0.49
Sortino ratio: Return per unit of downside risk	1.97	3.00	-1.03
Omega ratio: Gain probability vs. loss probability	1.28	1.37	-0.08
Calmar ratio: Return relative to maximum drawdown	3.53	2.91	+0.61
Martin ratio: Return relative to average drawdown	9.11	11.88	-2.77

RSBT vs. VWRA.L - Sharpe Ratio Comparison

The current RSBT Sharpe Ratio is 1.52, which is comparable to the VWRA.L Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of RSBT and VWRA.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.

Drawdowns

RSBT vs. VWRA.L - Drawdown Comparison

The maximum RSBT drawdown since its inception was -23.60%, smaller than the maximum VWRA.L drawdown of -33.62%. Use the drawdown chart below to compare losses from any high point for RSBT and VWRA.L.

Drawdown Indicators

	RSBT	VWRA.L	Difference
Max Drawdown Largest peak-to-trough decline	-23.60%	-33.62%	+10.02%
Max Drawdown (1Y) Largest decline over 1 year	-6.33%	-8.78%	+2.45%
Max Drawdown (3Y) Largest decline over 3 years	-18.98%	-16.26%	-2.72%
Max Drawdown (5Y) Largest decline over 5 years	—	-26.06%	—
Current Drawdown Current decline from peak	-3.83%	-1.98%	-1.85%
Average Drawdown Average peak-to-trough decline	-12.55%	-5.36%	-7.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.45%	2.16%	+0.29%

Volatility

RSBT vs. VWRA.L - Volatility Comparison

Return Stacked Bonds & Managed Futures ETF (RSBT) has a higher volatility of 5.71% compared to Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) at 4.38%. This indicates that RSBT's price experiences larger fluctuations and is considered to be riskier than VWRA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RSBT	VWRA.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.71%	4.38%	+1.33%
Volatility (6M) Calculated over the trailing 6-month period	11.07%	10.27%	+0.80%
Volatility (1Y) Calculated over the trailing 1-year period	14.74%	12.74%	+2.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.88%	15.39%	-1.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.88%	17.25%	-3.37%

RSBT vs. VWRA.L - Expense Ratio Comparison

RSBT has a 0.97% expense ratio, which is higher than VWRA.L's 0.22% expense ratio.

Dividends

RSBT vs. VWRA.L - Dividend Comparison

RSBT's dividend yield for the trailing twelve months is around 3.01%, while VWRA.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023
RSBT Return Stacked Bonds & Managed Futures ETF	3.01%	3.20%	0.00%	2.38%
VWRA.L Vanguard FTSE All-World UCITS ETF USD Accumulating	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both RSBT and VWRA.L in my portfolio?

RSBT and VWRA.L have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, RSBT or VWRA.L?

On fees, VWRA.L is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, RSBT or VWRA.L?

VWRA.L is cheaper with a 0.22% expense ratio, compared with 0.97% for RSBT.

What is the main difference between RSBT and VWRA.L?

RSBT is categorized as Nontraditional Bonds, while VWRA.L is Global Equities. They also come from different issuers: Return Stacked and Vanguard. Their fees differ too: 0.97% for RSBT and 0.22% for VWRA.L.