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RSSB vs. VWRA.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


RSSBVWRA.L
YTD Return14.35%14.78%
Daily Std Dev14.39%11.99%
Max Drawdown-7.78%-33.62%
Current Drawdown-0.74%-0.67%

Correlation

-0.50.00.51.00.6

The correlation between RSSB and VWRA.L is 0.56, 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.

Performance

RSSB vs. VWRA.L - Performance Comparison

The year-to-date returns for both investments are quite close, with RSSB having a 14.35% return and VWRA.L slightly higher at 14.78%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
9.33%
7.84%
RSSB
VWRA.L

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RSSB vs. VWRA.L - Expense Ratio Comparison

RSSB has a 0.41% expense ratio, which is higher than VWRA.L's 0.22% expense ratio.


RSSB
Return Stacked Global Stocks & Bonds ETF
Expense ratio chart for RSSB: current value at 0.41% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.41%
Expense ratio chart for VWRA.L: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%

Risk-Adjusted Performance

RSSB vs. VWRA.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Return Stacked Global Stocks & Bonds ETF (RSSB) 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.


RSSB
Sharpe ratio
No data
VWRA.L
Sharpe ratio
The chart of Sharpe ratio for VWRA.L, currently valued at 1.93, compared to the broader market0.002.004.001.93
Sortino ratio
The chart of Sortino ratio for VWRA.L, currently valued at 2.75, compared to the broader market-2.000.002.004.006.008.0010.0012.002.75
Omega ratio
The chart of Omega ratio for VWRA.L, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.001.35
Calmar ratio
The chart of Calmar ratio for VWRA.L, currently valued at 1.69, compared to the broader market0.005.0010.0015.001.69
Martin ratio
The chart of Martin ratio for VWRA.L, currently valued at 12.09, compared to the broader market0.0020.0040.0060.0080.00100.0012.09

RSSB vs. VWRA.L - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

RSSB vs. VWRA.L - Dividend Comparison

RSSB's dividend yield for the trailing twelve months is around 0.53%, while VWRA.L has not paid dividends to shareholders.


TTM2023
RSSB
Return Stacked Global Stocks & Bonds ETF
0.53%0.61%
VWRA.L
Vanguard FTSE All-World UCITS ETF USD Accumulating
0.00%0.00%

Drawdowns

RSSB vs. VWRA.L - Drawdown Comparison

The maximum RSSB drawdown since its inception was -7.78%, smaller than the maximum VWRA.L drawdown of -33.62%. Use the drawdown chart below to compare losses from any high point for RSSB and VWRA.L. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-0.74%
-0.67%
RSSB
VWRA.L

Volatility

RSSB vs. VWRA.L - Volatility Comparison

Return Stacked Global Stocks & Bonds ETF (RSSB) has a higher volatility of 3.86% compared to Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) at 3.60%. This indicates that RSSB'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.


2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
3.86%
3.60%
RSSB
VWRA.L