VNRT.AS vs. IWDA.AS
VNRT.AS (Vanguard FTSE North America UCITS ETF) and IWDA.AS (iShares Core MSCI World UCITS ETF USD (Acc)) are both exchange-traded funds - VNRT.AS is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD, while IWDA.AS is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 10 years, VNRT.AS returned 14.82%/yr vs 12.88%/yr for IWDA.AS. Their correlation of 0.93 suggests significant overlap in exposure. VNRT.AS charges 0.10%/yr vs 0.20%/yr for IWDA.AS.
Performance
VNRT.AS vs. IWDA.AS - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with VNRT.AS having a 11.28% return and IWDA.AS slightly lower at 11.10%. Over the past 10 years, VNRT.AS has outperformed IWDA.AS with an annualized return of 14.82%, while IWDA.AS has yielded a comparatively lower 12.88% annualized return.
VNRT.AS
- 1D
- -0.22%
- 1M
- 6.09%
- YTD
- 11.28%
- 6M
- 11.69%
- 1Y
- 25.46%
- 3Y*
- 19.30%
- 5Y*
- 14.36%
- 10Y*
- 14.82%
IWDA.AS
- 1D
- -0.31%
- 1M
- 5.58%
- YTD
- 11.10%
- 6M
- 11.60%
- 1Y
- 23.84%
- 3Y*
- 17.67%
- 5Y*
- 12.89%
- 10Y*
- 12.88%
VNRT.AS vs. IWDA.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VNRT.AS Vanguard FTSE North America UCITS ETF | 11.28% | 5.05% | 33.00% | 21.72% | -14.59% | 38.18% | 9.34% | 33.03% | -1.13% | 6.64% |
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc) | 11.10% | 7.08% | 27.23% | 19.89% | -13.54% | 32.54% | 6.20% | 29.58% | -4.16% | 7.49% |
Correlation
The correlation between VNRT.AS and IWDA.AS is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2014 | 0.93 |
The correlation between VNRT.AS and IWDA.AS has been stable across timeframes, ranging from 0.89 to 0.94 - a consistent structural relationship.
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Return for Risk
VNRT.AS vs. IWDA.AS — Risk / Return Rank
VNRT.AS
IWDA.AS
VNRT.AS vs. IWDA.AS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE North America UCITS ETF (VNRT.AS) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.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.
| VNRT.AS | IWDA.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.41 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.55 | 3.65 | -0.09 |
| Martin ratioReturn relative to average drawdown | 12.73 | 14.56 | -1.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VNRT.AS | IWDA.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.23 | 2.16 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.90 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.85 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.82 | -0.35 |
Drawdowns
VNRT.AS vs. IWDA.AS - Drawdown Comparison
The maximum VNRT.AS drawdown since its inception was -34.35%, roughly equal to the maximum IWDA.AS drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for VNRT.AS and IWDA.AS.
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Drawdown Indicators
| VNRT.AS | IWDA.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.35% | -33.63% | -0.72% |
Max Drawdown (1Y)Largest decline over 1 year | -7.07% | -6.45% | -0.62% |
Max Drawdown (3Y)Largest decline over 3 years | -23.09% | -21.59% | -1.50% |
Max Drawdown (5Y)Largest decline over 5 years | -23.09% | -21.59% | -1.50% |
Max Drawdown (10Y)Largest decline over 10 years | -34.35% | -33.63% | -0.72% |
Current DrawdownCurrent decline from peak | -0.22% | -0.31% | +0.09% |
Average DrawdownAverage peak-to-trough decline | -5.94% | -4.25% | -1.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.98% | 1.63% | +0.35% |
Volatility
VNRT.AS vs. IWDA.AS - Volatility Comparison
Vanguard FTSE North America UCITS ETF (VNRT.AS) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) have volatilities of 2.68% and 2.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VNRT.AS | IWDA.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.68% | 2.79% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 7.63% | 7.61% | +0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.38% | 10.96% | +0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.13% | 14.08% | +1.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.27% | 15.00% | +2.27% |
VNRT.AS vs. IWDA.AS - Expense Ratio Comparison
VNRT.AS has a 0.10% expense ratio, which is lower than IWDA.AS's 0.20% 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
VNRT.AS vs. IWDA.AS - Dividend Comparison
VNRT.AS's dividend yield for the trailing twelve months is around 0.87%, while IWDA.AS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VNRT.AS Vanguard FTSE North America UCITS ETF | 0.87% | 0.98% | 0.99% | 1.25% | 1.45% | 1.00% | 1.42% | 1.44% | 1.77% | 1.64% | 1.58% | 1.70% |
Frequently Asked Questions
VNRT.AS and IWDA.AS have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VNRT.AS is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VNRT.AS is cheaper with a 0.10% expense ratio, compared with 0.20% for IWDA.AS.
VNRT.AS is categorized as Large Cap Blend Equities, while IWDA.AS is Global Equities. VNRT.AS tracks Russell 1000 TR USD, while IWDA.AS tracks MSCI ACWI NR USD. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.10% for VNRT.AS and 0.20% for IWDA.AS.
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