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TNOW.L vs. VWRL.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TNOW.L vs. VWRL.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyxor MSCI World Information Technology TR UCITS ETF - Acc (USD) (TNOW.L) and Vanguard FTSE All-World UCITS ETF (USD) Distributing (VWRL.AS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

TNOW.L is traded in USD, while VWRL.AS is traded in EUR. To make them comparable, the VWRL.AS values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, TNOW.L achieves a 26.74% return, which is significantly higher than VWRL.AS's 11.75% return. Over the past 10 years, TNOW.L has outperformed VWRL.AS with an annualized return of 24.35%, while VWRL.AS has yielded a comparatively lower 12.72% annualized return.


TNOW.L

1D
-0.61%
1M
17.43%
YTD
26.74%
6M
26.38%
1Y
55.01%
3Y*
33.44%
5Y*
21.51%
10Y*
24.35%

VWRL.AS

1D
-0.68%
1M
5.41%
YTD
11.75%
6M
13.24%
1Y
29.51%
3Y*
21.22%
5Y*
11.27%
10Y*
12.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TNOW.L vs. VWRL.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TNOW.L
Lyxor MSCI World Information Technology TR UCITS ETF - Acc (USD)
26.74%21.66%34.01%54.23%-31.79%29.94%43.80%46.26%-3.48%37.54%
VWRL.AS
Vanguard FTSE All-World UCITS ETF (USD) Distributing
11.75%22.96%17.81%21.80%-18.84%19.77%15.72%25.27%-9.12%24.36%

Correlation

The correlation between TNOW.L and VWRL.AS is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.77

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

0.74

Correlation (5Y)
Calculated over the trailing 5-year period

0.79

Correlation (10Y)
Calculated over the trailing 10-year period

0.78

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2013

0.78

The correlation between TNOW.L and VWRL.AS has been stable across timeframes, ranging from 0.74 to 0.79 - a consistent structural relationship.

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Return for Risk

TNOW.L vs. VWRL.AS — Risk / Return Rank

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

TNOW.L
TNOW.L Risk / Return Rank: 7171
Overall Rank
TNOW.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
TNOW.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
TNOW.L Omega Ratio Rank: 7373
Omega Ratio Rank
TNOW.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
TNOW.L Martin Ratio Rank: 5555
Martin Ratio Rank

VWRL.AS
VWRL.AS Risk / Return Rank: 7575
Overall Rank
VWRL.AS Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VWRL.AS Sortino Ratio Rank: 7272
Sortino Ratio Rank
VWRL.AS Omega Ratio Rank: 7474
Omega Ratio Rank
VWRL.AS Calmar Ratio Rank: 7878
Calmar Ratio Rank
VWRL.AS Martin Ratio Rank: 8282
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.

TNOW.L vs. VWRL.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI World Information Technology TR UCITS ETF - Acc (USD) (TNOW.L) and Vanguard FTSE All-World UCITS ETF (USD) Distributing (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.


TNOW.LVWRL.ASDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.44

1.44

0.00

Calmar ratioReturn relative to maximum drawdown

3.21

3.27

-0.06

Martin ratioReturn relative to average drawdown

9.55

14.11

-4.55

TNOW.L vs. VWRL.AS - Sharpe Ratio Comparison

The current TNOW.L Sharpe Ratio is 2.67, which is comparable to the VWRL.AS Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of TNOW.L and VWRL.AS, 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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Sharpe Ratios by Period


TNOW.LVWRL.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.67

2.43

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.73

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.12

0.80

+0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

0.70

+0.35

Drawdowns

TNOW.L vs. VWRL.AS - Drawdown Comparison

The maximum TNOW.L drawdown since its inception was -36.17%, which is greater than VWRL.AS's maximum drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for TNOW.L and VWRL.AS.


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Drawdown Indicators


TNOW.LVWRL.ASDifference

Max Drawdown

Largest peak-to-trough decline

-36.17%

-33.75%

-2.42%

Max Drawdown (1Y)

Largest decline over 1 year

-17.03%

-8.89%

-8.14%

Max Drawdown (3Y)

Largest decline over 3 years

-26.15%

-17.19%

-8.96%

Max Drawdown (5Y)

Largest decline over 5 years

-36.17%

-26.23%

-9.94%

Max Drawdown (10Y)

Largest decline over 10 years

-36.17%

-33.75%

-2.42%

Current Drawdown

Current decline from peak

-0.61%

-0.68%

+0.07%

Average Drawdown

Average peak-to-trough decline

-5.62%

-4.79%

-0.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.74%

2.08%

+3.66%

Volatility

TNOW.L vs. VWRL.AS - Volatility Comparison

Lyxor MSCI World Information Technology TR UCITS ETF - Acc (USD) (TNOW.L) has a higher volatility of 7.27% compared to Vanguard FTSE All-World UCITS ETF (USD) Distributing (VWRL.AS) at 3.79%. This indicates that TNOW.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


TNOW.LVWRL.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.27%

3.79%

+3.48%

Volatility (6M)

Calculated over the trailing 6-month period

15.66%

9.18%

+6.48%

Volatility (1Y)

Calculated over the trailing 1-year period

20.54%

11.98%

+8.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.56%

15.24%

+8.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.74%

15.70%

+6.04%

TNOW.L vs. VWRL.AS - Expense Ratio Comparison

TNOW.L has a 0.30% expense ratio, which is higher than VWRL.AS's 0.19% expense ratio.


Dividends

TNOW.L vs. VWRL.AS - Dividend Comparison

TNOW.L has not paid dividends to shareholders, while VWRL.AS's dividend yield for the trailing twelve months is around 1.24%.


PositionTTM20252024202320222021202020192018201720162015
TNOW.L
Lyxor MSCI World Information Technology TR UCITS ETF - Acc (USD)
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.AS
Vanguard FTSE All-World UCITS ETF (USD) Distributing
1.24%1.42%1.47%1.74%2.10%1.43%1.56%1.89%2.24%1.93%1.95%2.03%

Frequently Asked Questions


TNOW.L and VWRL.AS have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VWRL.AS is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VWRL.AS is cheaper with a 0.19% expense ratio, compared with 0.30% for TNOW.L.

TNOW.L is categorized as Technology Equities, while VWRL.AS is Global Equities. TNOW.L tracks MSCI World/Information Tech NR USD, while VWRL.AS tracks FTSE All-World Index. They also come from different issuers: Amundi and Vanguard. Their fees differ too: 0.30% for TNOW.L and 0.19% for VWRL.AS.

Portfolio Optimizer

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