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VPLS vs. ACWI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VPLSACWI
YTD Return3.52%20.34%
Daily Std Dev5.18%11.68%
Max Drawdown-3.05%-56.00%
Current Drawdown-2.38%-0.14%

Correlation

-0.50.00.51.00.3

The correlation between VPLS and ACWI is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

VPLS vs. ACWI - Performance Comparison

In the year-to-date period, VPLS achieves a 3.52% return, which is significantly lower than ACWI's 20.34% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.22%
10.47%
VPLS
ACWI

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VPLS vs. ACWI - Expense Ratio Comparison

VPLS has a 0.20% expense ratio, which is lower than ACWI's 0.32% expense ratio.


ACWI
iShares MSCI ACWI ETF
Expense ratio chart for ACWI: current value at 0.32% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.32%
Expense ratio chart for VPLS: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

VPLS vs. ACWI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Core-Plus Bond ETF (VPLS) and iShares MSCI ACWI ETF (ACWI). 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.


VPLS
Sharpe ratio
No data
ACWI
Sharpe ratio
The chart of Sharpe ratio for ACWI, currently valued at 2.79, compared to the broader market-2.000.002.004.006.002.79
Sortino ratio
The chart of Sortino ratio for ACWI, currently valued at 3.79, compared to the broader market0.005.0010.003.79
Omega ratio
The chart of Omega ratio for ACWI, currently valued at 1.51, compared to the broader market1.001.502.002.503.001.51
Calmar ratio
The chart of Calmar ratio for ACWI, currently valued at 3.67, compared to the broader market0.005.0010.0015.003.67
Martin ratio
The chart of Martin ratio for ACWI, currently valued at 18.23, compared to the broader market0.0020.0040.0060.0080.00100.00120.0018.23

VPLS vs. ACWI - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

VPLS vs. ACWI - Dividend Comparison

VPLS's dividend yield for the trailing twelve months is around 3.83%, more than ACWI's 1.56% yield.


TTM20232022202120202019201820172016201520142013
VPLS
Vanguard Core-Plus Bond ETF
3.83%0.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ACWI
iShares MSCI ACWI ETF
1.56%1.88%1.79%1.71%1.43%2.33%2.25%1.94%2.19%2.56%2.26%1.89%

Drawdowns

VPLS vs. ACWI - Drawdown Comparison

The maximum VPLS drawdown since its inception was -3.05%, smaller than the maximum ACWI drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for VPLS and ACWI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.38%
-0.14%
VPLS
ACWI

Volatility

VPLS vs. ACWI - Volatility Comparison

The current volatility for Vanguard Core-Plus Bond ETF (VPLS) is 1.47%, while iShares MSCI ACWI ETF (ACWI) has a volatility of 3.24%. This indicates that VPLS experiences smaller price fluctuations and is considered to be less risky than ACWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
1.47%
3.24%
VPLS
ACWI