VDTA.L vs. VWRP.L
VDTA.L (Vanguard USD Treasury Bond UCITS ETF Accumulating) and VWRP.L (Vanguard FTSE All-World UCITS ETF (USD) Accumulating) are both exchange-traded funds - VDTA.L is a Government Bonds fund tracking the Bloomberg Global Aggregate US Treasury Float Adjusted index, while VWRP.L is a Global Equities fund tracking the FTSE All-World Index. Both are passively managed. Over the past 5 years, VDTA.L returned -0.41%/yr vs 11.28%/yr for VWRP.L. At a correlation of -0.04, they often move in opposite directions. VDTA.L charges 0.05%/yr vs 0.22%/yr for VWRP.L.
Performance
VDTA.L vs. VWRP.L - Performance Comparison
Loading charts...
Different Trading Currencies
VDTA.L is traded in USD, while VWRP.L is traded in GBP. To make them comparable, the VWRP.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, VDTA.L achieves a -0.23% return, which is significantly lower than VWRP.L's 11.65% return.
VDTA.L
- 1D
- 0.21%
- 1M
- 0.17%
- YTD
- -0.23%
- 6M
- 0.10%
- 1Y
- 3.61%
- 3Y*
- 2.87%
- 5Y*
- -0.41%
- 10Y*
- —
VWRP.L
- 1D
- 0.02%
- 1M
- 4.42%
- YTD
- 11.65%
- 6M
- 13.23%
- 1Y
- 28.68%
- 3Y*
- 21.03%
- 5Y*
- 11.28%
- 10Y*
- —
VDTA.L vs. VWRP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VDTA.L Vanguard USD Treasury Bond UCITS ETF Accumulating | -0.23% | 6.25% | 0.93% | 3.71% | -12.37% | -2.33% | 7.64% | 2.15% |
VWRP.L Vanguard FTSE All-World UCITS ETF (USD) Accumulating | 11.65% | 22.54% | 17.61% | 21.74% | -18.20% | 18.91% | 15.71% | 8.28% |
Correlation
The correlation between VDTA.L and VWRP.L is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2019 | -0.04 |
The correlation between VDTA.L and VWRP.L shifts across timeframes, from -0.04 (all time) to 0.27 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VDTA.L vs. VWRP.L — Risk / Return Rank
VDTA.L
VWRP.L
VDTA.L vs. VWRP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Treasury Bond UCITS ETF Accumulating (VDTA.L) and Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.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.
| VDTA.L | VWRP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.41 | ||
| Sortino ratioReturn per unit of downside risk | -2.04 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.44 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.23 | 3.15 | -1.91 |
| Martin ratioReturn relative to average drawdown | 3.80 | 13.73 | -9.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| VDTA.L | VWRP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 2.43 | -1.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.07 | 0.75 | -0.82 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.80 | -0.57 |
Drawdowns
VDTA.L vs. VWRP.L - Drawdown Comparison
The maximum VDTA.L drawdown since its inception was -18.82%, smaller than the maximum VWRP.L drawdown of -33.23%. Use the drawdown chart below to compare losses from any high point for VDTA.L and VWRP.L.
Loading charts...
Drawdown Indicators
| VDTA.L | VWRP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.82% | -33.23% | +14.41% |
Max Drawdown (1Y)Largest decline over 1 year | -2.90% | -9.07% | +6.17% |
Max Drawdown (3Y)Largest decline over 3 years | -5.15% | -16.33% | +11.18% |
Max Drawdown (5Y)Largest decline over 5 years | -16.41% | -26.82% | +10.41% |
Current DrawdownCurrent decline from peak | -6.97% | -0.78% | -6.19% |
Average DrawdownAverage peak-to-trough decline | -8.11% | -5.40% | -2.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 2.08% | -1.14% |
Volatility
VDTA.L vs. VWRP.L - Volatility Comparison
The current volatility for Vanguard USD Treasury Bond UCITS ETF Accumulating (VDTA.L) is 1.37%, while Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) has a volatility of 3.45%. This indicates that VDTA.L experiences smaller price fluctuations and is considered to be less risky than VWRP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VDTA.L | VWRP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.37% | 3.45% | -2.08% |
Volatility (6M)Calculated over the trailing 6-month period | 2.55% | 9.10% | -6.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.51% | 11.76% | -8.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.57% | 15.04% | -9.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.35% | 16.94% | -11.59% |
VDTA.L vs. VWRP.L - Expense Ratio Comparison
VDTA.L has a 0.05% expense ratio, which is lower than VWRP.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%.
Dividends
VDTA.L vs. VWRP.L - Dividend Comparison
Neither VDTA.L nor VWRP.L has paid dividends to shareholders.
Frequently Asked Questions
VDTA.L and VWRP.L have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VDTA.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VDTA.L is cheaper with a 0.05% expense ratio, compared with 0.22% for VWRP.L.
VDTA.L is categorized as Government Bonds, while VWRP.L is Global Equities. VDTA.L tracks Bloomberg Global Aggregate US Treasury Float Adjusted index, while VWRP.L tracks FTSE All-World Index. Their fees differ too: 0.05% for VDTA.L and 0.22% for VWRP.L.
Find the right allocation for VDTA.L and VWRP.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer