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

Performance

VPLS vs. ACWI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Core-Plus Bond ETF (VPLS) and iShares MSCI ACWI ETF (ACWI). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.91%
8.73%
VPLS
ACWI

Returns By Period

In the year-to-date period, VPLS achieves a 3.04% return, which is significantly lower than ACWI's 19.34% return.


VPLS

YTD

3.04%

1M

-0.37%

6M

3.91%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

ACWI

YTD

19.34%

1M

1.18%

6M

8.73%

1Y

25.26%

5Y (annualized)

11.19%

10Y (annualized)

9.26%

Key characteristics


VPLSACWI
Daily Std Dev5.12%11.55%
Max Drawdown-3.08%-56.00%
Current Drawdown-2.84%-0.97%

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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%

Correlation

-0.50.00.51.00.3

The correlation between VPLS and ACWI is 0.27, 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.

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.


Sharpe ratio
No data
VPLS
ACWI

Chart placeholderNot enough data

Dividends

VPLS vs. ACWI - Dividend Comparison

VPLS's dividend yield for the trailing twelve months is around 3.85%, more than ACWI's 1.58% yield.


TTM20232022202120202019201820172016201520142013
VPLS
Vanguard Core-Plus Bond ETF
3.85%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
1.58%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 -3.08%, 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
-2.84%
-0.97%
VPLS
ACWI

Volatility

VPLS vs. ACWI - Volatility Comparison

The current volatility for Vanguard Core-Plus Bond ETF (VPLS) is 1.26%, while iShares MSCI ACWI ETF (ACWI) has a volatility of 3.12%. 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
1.26%
3.12%
VPLS
ACWI