VERG.L vs. VWRP.L
Compare and contrast key facts about Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating (VERG.L) and Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L).
VERG.L and VWRP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VERG.L is a passively managed fund by Vanguard that tracks the performance of the MSCI Europe Ex UK NR EUR. It was launched on Jul 23, 2019. VWRP.L is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on Jul 23, 2019. Both VERG.L and VWRP.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: VERG.L or VWRP.L.
Key characteristics
| VERG.L | VWRP.L | |
|---|---|---|
| YTD Return | 5.64% | 15.26% |
| 1Y Return | 14.99% | 21.20% |
| 3Y Return (Ann) | 5.53% | 8.73% |
| 5Y Return (Ann) | 8.16% | 11.46% |
| Sharpe Ratio | 1.37 | 2.12 |
| Sortino Ratio | 1.96 | 2.93 |
| Omega Ratio | 1.23 | 1.39 |
| Calmar Ratio | 1.73 | 3.50 |
| Martin Ratio | 6.21 | 14.40 |
| Ulcer Index | 2.39% | 1.47% |
| Daily Std Dev | 10.79% | 9.97% |
| Max Drawdown | -27.55% | -25.10% |
| Current Drawdown | -3.55% | -0.76% |
Correlation
The correlation between VERG.L and VWRP.L is 0.88, 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
VERG.L vs. VWRP.L - Performance Comparison
In the year-to-date period, VERG.L achieves a 5.64% return, which is significantly lower than VWRP.L's 15.26% 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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VERG.L vs. VWRP.L - Expense Ratio Comparison
VERG.L has a 0.10% 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%.
Risk-Adjusted Performance
VERG.L vs. VWRP.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating (VERG.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.
Dividends
VERG.L vs. VWRP.L - Dividend Comparison
Neither VERG.L nor VWRP.L has paid dividends to shareholders.
Drawdowns
VERG.L vs. VWRP.L - Drawdown Comparison
The maximum VERG.L drawdown since its inception was -27.55%, which is greater than VWRP.L's maximum drawdown of -25.10%. Use the drawdown chart below to compare losses from any high point for VERG.L and VWRP.L. For additional features, visit the drawdowns tool.
Volatility
VERG.L vs. VWRP.L - Volatility Comparison
Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating (VERG.L) has a higher volatility of 4.11% compared to Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) at 2.72%. This indicates that VERG.L's price experiences larger fluctuations and is considered to be riskier than VWRP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.