SWLD.L vs. VWRL.L
Compare and contrast key facts about SPDR MSCI World UCITS ETF (SWLD.L) and Vanguard FTSE All-World UCITS ETF Distributing (VWRL.L).
SWLD.L and VWRL.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SWLD.L is a passively managed fund by State Street that tracks the performance of the MSCI ACWI NR USD. It was launched on Feb 28, 2019. VWRL.L is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on May 22, 2012. Both SWLD.L and VWRL.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWLD.L or VWRL.L.
Performance
SWLD.L vs. VWRL.L - Performance Comparison
Returns By Period
In the year-to-date period, SWLD.L achieves a 19.63% return, which is significantly higher than VWRL.L's 17.98% return.
SWLD.L
19.63%
2.65%
8.45%
0.62%
12.52%
N/A
VWRL.L
17.98%
1.97%
7.10%
23.24%
11.69%
12.05%
Key characteristics
| SWLD.L | VWRL.L | |
|---|---|---|
| Sharpe Ratio | 2.45 | 2.36 |
| Sortino Ratio | 3.44 | 3.27 |
| Omega Ratio | 1.47 | 1.45 |
| Calmar Ratio | 1.23 | 3.68 |
| Martin Ratio | 17.24 | 16.66 |
| Ulcer Index | 1.43% | 1.35% |
| Daily Std Dev | 32.33% | 9.53% |
| Max Drawdown | -32.06% | -24.98% |
| Current Drawdown | -0.91% | -0.74% |
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SWLD.L vs. VWRL.L - Expense Ratio Comparison
SWLD.L has a 0.12% expense ratio, which is lower than VWRL.L's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between SWLD.L and VWRL.L is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
SWLD.L vs. VWRL.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World UCITS ETF (SWLD.L) and Vanguard FTSE All-World UCITS ETF Distributing (VWRL.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.
Dividends
SWLD.L vs. VWRL.L - Dividend Comparison
SWLD.L has not paid dividends to shareholders, while VWRL.L's dividend yield for the trailing twelve months is around 1.14%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWLD.L SPDR MSCI World UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VWRL.L Vanguard FTSE All-World UCITS ETF Distributing | 1.14% | 1.73% | 2.04% | 1.45% | 1.58% | 1.95% | 2.23% | 1.90% | 1.85% | 1.98% | 2.14% | 1.95% |
Drawdowns
SWLD.L vs. VWRL.L - Drawdown Comparison
The maximum SWLD.L drawdown since its inception was -32.06%, which is greater than VWRL.L's maximum drawdown of -24.98%. Use the drawdown chart below to compare losses from any high point for SWLD.L and VWRL.L. For additional features, visit the drawdowns tool.
Volatility
SWLD.L vs. VWRL.L - Volatility Comparison
SPDR MSCI World UCITS ETF (SWLD.L) and Vanguard FTSE All-World UCITS ETF Distributing (VWRL.L) have volatilities of 3.05% and 2.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.