TSWE.AS vs. VWRL.AS
Compare and contrast key facts about VanEck Sustainable World Equal Weight UCITS ETF (TSWE.AS) and Vanguard FTSE All-World UCITS ETF (VWRL.AS).
TSWE.AS and VWRL.AS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TSWE.AS is a passively managed fund by VanEck that tracks the performance of the MSCI ACWI NR USD. It was launched on May 3, 2013. VWRL.AS 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 TSWE.AS and VWRL.AS 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: TSWE.AS or VWRL.AS.
Key characteristics
| TSWE.AS | VWRL.AS | |
|---|---|---|
| YTD Return | 16.89% | 24.71% |
| 1Y Return | 24.09% | 30.21% |
| 3Y Return (Ann) | 6.17% | 8.56% |
| 5Y Return (Ann) | 10.24% | 11.89% |
| 10Y Return (Ann) | 9.86% | 10.94% |
| Sharpe Ratio | 2.36 | 2.87 |
| Sortino Ratio | 3.09 | 3.80 |
| Omega Ratio | 1.48 | 1.59 |
| Calmar Ratio | 2.89 | 3.72 |
| Martin Ratio | 13.77 | 18.20 |
| Ulcer Index | 1.75% | 1.65% |
| Daily Std Dev | 10.20% | 10.43% |
| Max Drawdown | -33.67% | -33.27% |
| Current Drawdown | -1.15% | -0.18% |
Correlation
The correlation between TSWE.AS and VWRL.AS is 0.94, 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.
Performance
TSWE.AS vs. VWRL.AS - Performance Comparison
In the year-to-date period, TSWE.AS achieves a 16.89% return, which is significantly lower than VWRL.AS's 24.71% return. Over the past 10 years, TSWE.AS has underperformed VWRL.AS with an annualized return of 9.86%, while VWRL.AS has yielded a comparatively higher 10.94% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TSWE.AS vs. VWRL.AS - Expense Ratio Comparison
TSWE.AS has a 0.20% expense ratio, which is lower than VWRL.AS'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%.
Risk-Adjusted Performance
TSWE.AS vs. VWRL.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Sustainable World Equal Weight UCITS ETF (TSWE.AS) and Vanguard FTSE All-World UCITS ETF (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.
Dividends
TSWE.AS vs. VWRL.AS - Dividend Comparison
TSWE.AS's dividend yield for the trailing twelve months is around 2.09%, more than VWRL.AS's 1.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSWE.AS VanEck Sustainable World Equal Weight UCITS ETF | 2.09% | 2.23% | 2.38% | 1.64% | 1.88% | 2.34% | 2.45% | 2.09% | 1.85% | 1.87% | 5.46% | 0.31% |
VWRL.AS Vanguard FTSE All-World UCITS ETF | 1.43% | 1.74% | 2.10% | 1.43% | 1.56% | 1.89% | 2.24% | 1.93% | 1.95% | 2.03% | 2.06% | 1.57% |
Drawdowns
TSWE.AS vs. VWRL.AS - Drawdown Comparison
The maximum TSWE.AS drawdown since its inception was -33.67%, roughly equal to the maximum VWRL.AS drawdown of -33.27%. Use the drawdown chart below to compare losses from any high point for TSWE.AS and VWRL.AS. For additional features, visit the drawdowns tool.
Volatility
TSWE.AS vs. VWRL.AS - Volatility Comparison
VanEck Sustainable World Equal Weight UCITS ETF (TSWE.AS) has a higher volatility of 3.20% compared to Vanguard FTSE All-World UCITS ETF (VWRL.AS) at 2.99%. This indicates that TSWE.AS'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.