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VT vs. SSAC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VT vs. SSAC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total World Stock ETF (VT) and iShares MSCI ACWI UCITS ETF (Acc) (SSAC.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VT is traded in USD, while SSAC.L is traded in GBp. To make them comparable, the SSAC.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with VT having a 9.20% return and SSAC.L slightly higher at 9.59%. Both investments have delivered pretty close results over the past 10 years, with VT having a 12.30% annualized return and SSAC.L not far ahead at 12.37%.


VT

1D
-3.07%
1M
-0.89%
YTD
9.20%
6M
9.69%
1Y
25.79%
3Y*
19.73%
5Y*
10.38%
10Y*
12.30%

SSAC.L

1D
-1.79%
1M
0.65%
YTD
9.59%
6M
10.60%
1Y
26.21%
3Y*
20.39%
5Y*
10.99%
10Y*
12.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VT vs. SSAC.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VT
Vanguard Total World Stock ETF
9.20%22.43%16.49%22.02%-18.00%18.27%16.59%26.81%-9.76%24.50%
SSAC.L
iShares MSCI ACWI UCITS ETF (Acc)
9.59%22.55%17.64%22.27%-18.33%19.26%15.23%26.99%-10.15%24.05%

Correlation

The correlation between VT and SSAC.L is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.76

Correlation (3Y)
Calculated over the trailing 3-year period

0.71

Correlation (5Y)
Calculated over the trailing 5-year period

0.71

Correlation (10Y)
Calculated over the trailing 10-year period

0.69

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2011

0.69

The correlation between VT and SSAC.L has been stable across timeframes, ranging from 0.69 to 0.76 - a consistent structural relationship.

VT vs. SSAC.L - Sectors Allocation Comparison


Sectors
VT
SSAC.L

Technology

27.8%
31.1%

Financial Services

15.9%
15.7%

Industrials

12.0%
10.4%

Consumer Cyclical

9.5%
9.1%

Communication Services

8.3%
8.9%

Healthcare

8.1%
8.0%

Consumer Defensive

4.8%
5.0%

Energy

4.3%
4.2%

Basic Materials

4.2%
3.6%

Utilities

2.7%
2.4%

Real Estate

2.4%
1.7%

Technology

VT
27.8%
SSAC.L
31.1%

Financial Services

VT
15.9%
SSAC.L
15.7%

Industrials

VT
12.0%
SSAC.L
10.4%

Consumer Cyclical

VT
9.5%
SSAC.L
9.1%

Communication Services

VT
8.3%
SSAC.L
8.9%

Healthcare

VT
8.1%
SSAC.L
8.0%

Consumer Defensive

VT
4.8%
SSAC.L
5.0%

Energy

VT
4.3%
SSAC.L
4.2%

Basic Materials

VT
4.2%
SSAC.L
3.6%

Utilities

VT
2.7%
SSAC.L
2.4%

Real Estate

VT
2.4%
SSAC.L
1.7%

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Return for Risk

VT vs. SSAC.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VT
VT Risk / Return Rank: 6060
Overall Rank
VT Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
VT Sortino Ratio Rank: 5858
Sortino Ratio Rank
VT Omega Ratio Rank: 6060
Omega Ratio Rank
VT Calmar Ratio Rank: 5555
Calmar Ratio Rank
VT Martin Ratio Rank: 6666
Martin Ratio Rank

SSAC.L
SSAC.L Risk / Return Rank: 8585
Overall Rank
SSAC.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SSAC.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
SSAC.L Omega Ratio Rank: 8787
Omega Ratio Rank
SSAC.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
SSAC.L Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VT vs. SSAC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Stock ETF (VT) and iShares MSCI ACWI UCITS ETF (Acc) (SSAC.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.


VTSSAC.LDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.46

Omega ratioGain probability vs. loss probability

1.36

1.39

-0.03

Calmar ratioReturn relative to maximum drawdown

2.68

2.87

-0.19

Martin ratioReturn relative to average drawdown

11.87

12.46

-0.59

VT vs. SSAC.L - Sharpe Ratio Comparison

The current VT Sharpe Ratio is 1.98, which is comparable to the SSAC.L Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of VT and SSAC.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VTSSAC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

2.17

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.54

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.67

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.38

+0.04

Drawdowns

VT vs. SSAC.L - Drawdown Comparison

The maximum VT drawdown since its inception was -50.27%, which is greater than SSAC.L's maximum drawdown of -45.37%. Use the drawdown chart below to compare losses from any high point for VT and SSAC.L.


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Drawdown Indicators


VTSSAC.LDifference

Max Drawdown

Largest peak-to-trough decline

-50.27%

-45.37%

-4.90%

Max Drawdown (1Y)

Largest decline over 1 year

-9.67%

-9.08%

-0.59%

Max Drawdown (3Y)

Largest decline over 3 years

-16.51%

-19.02%

+2.51%

Max Drawdown (5Y)

Largest decline over 5 years

-26.38%

-26.76%

+0.38%

Max Drawdown (10Y)

Largest decline over 10 years

-34.24%

-33.53%

-0.71%

Current Drawdown

Current decline from peak

-3.56%

-2.48%

-1.08%

Average Drawdown

Average peak-to-trough decline

-7.02%

-11.52%

+4.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

2.10%

+0.08%

Volatility

VT vs. SSAC.L - Volatility Comparison

Vanguard Total World Stock ETF (VT) has a higher volatility of 4.60% compared to iShares MSCI ACWI UCITS ETF (Acc) (SSAC.L) at 3.45%. This indicates that VT's price experiences larger fluctuations and is considered to be riskier than SSAC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTSSAC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.60%

3.45%

+1.15%

Volatility (6M)

Calculated over the trailing 6-month period

10.66%

9.35%

+1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

13.09%

12.02%

+1.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.10%

20.41%

-4.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.26%

18.39%

-1.13%

VT vs. SSAC.L - Expense Ratio Comparison

VT has a 0.06% expense ratio, which is lower than SSAC.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%.


Dividends

VT vs. SSAC.L - Dividend Comparison

VT's dividend yield for the trailing twelve months is around 1.64%, while SSAC.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
SSAC.L
iShares MSCI ACWI UCITS ETF (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%
VT
Vanguard Total World Stock ETF
1.64%1.82%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%

Frequently Asked Questions


VT and SSAC.L have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VT is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VT is cheaper with a 0.06% expense ratio, compared with 0.20% for SSAC.L.

VT tracks FTSE Global All Cap Index, while SSAC.L tracks MSCI ACWI NR USD. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.06% for VT and 0.20% for SSAC.L.

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