VWRL.AS vs. VEUR.AS
Compare and contrast key facts about Vanguard FTSE All-World UCITS ETF (VWRL.AS) and Vanguard FTSE Developed Europe UCITS ETF (VEUR.AS).
VWRL.AS and VEUR.AS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VEUR.AS is a passively managed fund by Vanguard that tracks the performance of the MSCI Europe NR EUR. It was launched on May 21, 2013. Both VWRL.AS and VEUR.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: VWRL.AS or VEUR.AS.
Key characteristics
| VWRL.AS | VEUR.AS | |
|---|---|---|
| YTD Return | 15.01% | 10.73% |
| 1Y Return | 17.74% | 15.30% |
| 3Y Return (Ann) | 7.79% | 6.50% |
| 5Y Return (Ann) | 10.89% | 8.29% |
| 10Y Return (Ann) | 10.32% | 6.94% |
| Sharpe Ratio | 1.84 | 1.56 |
| Daily Std Dev | 10.60% | 10.49% |
| Max Drawdown | -33.27% | -35.63% |
| Current Drawdown | -1.79% | -1.82% |
Correlation
The correlation between VWRL.AS and VEUR.AS 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
VWRL.AS vs. VEUR.AS - Performance Comparison
In the year-to-date period, VWRL.AS achieves a 15.01% return, which is significantly higher than VEUR.AS's 10.73% return. Over the past 10 years, VWRL.AS has outperformed VEUR.AS with an annualized return of 10.32%, while VEUR.AS has yielded a comparatively lower 6.94% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VWRL.AS vs. VEUR.AS - Expense Ratio Comparison
VWRL.AS has a 0.22% expense ratio, which is higher than VEUR.AS's 0.10% expense ratio. However, 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
VWRL.AS vs. VEUR.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF (VWRL.AS) and Vanguard FTSE Developed Europe UCITS ETF (VEUR.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
VWRL.AS vs. VEUR.AS - Dividend Comparison
VWRL.AS's dividend yield for the trailing twelve months is around 1.56%, less than VEUR.AS's 2.96% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VWRL.AS Vanguard FTSE All-World UCITS ETF | 1.56% | 1.74% | 2.10% | 1.43% | 1.56% | 1.89% | 2.24% | 1.93% | 1.95% | 2.03% | 2.06% | 1.57% |
VEUR.AS Vanguard FTSE Developed Europe UCITS ETF | 2.96% | 3.00% | 3.32% | 2.66% | 2.24% | 3.24% | 3.62% | 3.05% | 3.19% | 3.13% | 3.79% | 0.94% |
Drawdowns
VWRL.AS vs. VEUR.AS - Drawdown Comparison
The maximum VWRL.AS drawdown since its inception was -33.27%, smaller than the maximum VEUR.AS drawdown of -35.63%. Use the drawdown chart below to compare losses from any high point for VWRL.AS and VEUR.AS. For additional features, visit the drawdowns tool.
Volatility
VWRL.AS vs. VEUR.AS - Volatility Comparison
Vanguard FTSE All-World UCITS ETF (VWRL.AS) has a higher volatility of 3.99% compared to Vanguard FTSE Developed Europe UCITS ETF (VEUR.AS) at 3.42%. This indicates that VWRL.AS's price experiences larger fluctuations and is considered to be riskier than VEUR.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.