VNRT.L vs. SWDA.L
Compare and contrast key facts about Vanguard FTSE North America UCITS ETF Distributing (VNRT.L) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L).
VNRT.L and SWDA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VNRT.L is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 TR USD. It was launched on Sep 30, 2014. SWDA.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 25, 2009. Both VNRT.L and SWDA.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: VNRT.L or SWDA.L.
Key characteristics
| VNRT.L | SWDA.L | |
|---|---|---|
| YTD Return | 24.07% | 18.94% |
| 1Y Return | 31.29% | 25.90% |
| 3Y Return (Ann) | 11.08% | 8.93% |
| 5Y Return (Ann) | 15.50% | 12.38% |
| 10Y Return (Ann) | 15.47% | 12.48% |
| Sharpe Ratio | 2.77 | 2.57 |
| Sortino Ratio | 3.92 | 3.60 |
| Omega Ratio | 1.53 | 1.49 |
| Calmar Ratio | 4.86 | 4.26 |
| Martin Ratio | 20.18 | 18.81 |
| Ulcer Index | 1.53% | 1.38% |
| Daily Std Dev | 11.08% | 10.04% |
| Max Drawdown | -26.17% | -25.58% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between VNRT.L and SWDA.L is 0.97, 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
VNRT.L vs. SWDA.L - Performance Comparison
In the year-to-date period, VNRT.L achieves a 24.07% return, which is significantly higher than SWDA.L's 18.94% return. Over the past 10 years, VNRT.L has outperformed SWDA.L with an annualized return of 15.47%, while SWDA.L has yielded a comparatively lower 12.48% 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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VNRT.L vs. SWDA.L - Expense Ratio Comparison
VNRT.L has a 0.10% expense ratio, which is lower than SWDA.L'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%.
Risk-Adjusted Performance
VNRT.L vs. SWDA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE North America UCITS ETF Distributing (VNRT.L) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.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
VNRT.L vs. SWDA.L - Dividend Comparison
VNRT.L's dividend yield for the trailing twelve months is around 0.75%, while SWDA.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
VNRT.L Vanguard FTSE North America UCITS ETF Distributing | 0.75% | 1.25% | 1.41% | 1.02% | 1.45% | 1.48% | 1.75% | 1.61% | 1.50% | 1.67% | 0.35% |
SWDA.L 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% |
Drawdowns
VNRT.L vs. SWDA.L - Drawdown Comparison
The maximum VNRT.L drawdown since its inception was -26.17%, roughly equal to the maximum SWDA.L drawdown of -25.58%. Use the drawdown chart below to compare losses from any high point for VNRT.L and SWDA.L. For additional features, visit the drawdowns tool.
Volatility
VNRT.L vs. SWDA.L - Volatility Comparison
Vanguard FTSE North America UCITS ETF Distributing (VNRT.L) has a higher volatility of 3.30% compared to iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) at 2.92%. This indicates that VNRT.L's price experiences larger fluctuations and is considered to be riskier than SWDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.