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VT vs. VWRA.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VT vs. VWRA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total World Stock ETF (VT) and Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VT:

0.78

VWRA.L:

0.84

Sortino Ratio

VT:

1.27

VWRA.L:

1.14

Omega Ratio

VT:

1.18

VWRA.L:

1.16

Calmar Ratio

VT:

0.90

VWRA.L:

0.79

Martin Ratio

VT:

3.95

VWRA.L:

3.50

Ulcer Index

VT:

3.77%

VWRA.L:

3.65%

Daily Std Dev

VT:

17.94%

VWRA.L:

16.10%

Max Drawdown

VT:

-50.27%

VWRA.L:

-33.62%

Current Drawdown

VT:

-0.50%

VWRA.L:

-0.60%

Returns By Period

In the year-to-date period, VT achieves a 10.90% return, which is significantly higher than VWRA.L's 10.13% return.


VT

YTD
10.90%
1M
3.07%
6M
12.16%
1Y
13.91%
3Y*
17.39%
5Y*
13.09%
10Y*
9.91%

VWRA.L

YTD
10.13%
1M
2.46%
6M
12.13%
1Y
13.64%
3Y*
17.16%
5Y*
13.08%
10Y*
N/A
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VT vs. VWRA.L - Expense Ratio Comparison

VT has a 0.07% expense ratio, which is lower than VWRA.L's 0.22% 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%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

VT vs. VWRA.L — Risk-Adjusted Performance Rank

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

VT
The Risk-Adjusted Performance Rank of VT is 6767
Overall Rank
The Sharpe Ratio Rank of VT is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VT is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VT is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VT is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VT is 7474
Martin Ratio Rank

VWRA.L
The Risk-Adjusted Performance Rank of VWRA.L is 6363
Overall Rank
The Sharpe Ratio Rank of VWRA.L is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VWRA.L is 5757
Sortino Ratio Rank
The Omega Ratio Rank of VWRA.L is 6060
Omega Ratio Rank
The Calmar Ratio Rank of VWRA.L is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VWRA.L is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VT vs. VWRA.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Stock ETF (VT) and Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.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.


The current VT Sharpe Ratio is 0.78, which is comparable to the VWRA.L Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of VT and VWRA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Correlation

The correlation between VT and VWRA.L is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VT vs. VWRA.L - Dividend Comparison

VT's dividend yield for the trailing twelve months is around 1.76%, while VWRA.L has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
VT
Vanguard Total World Stock ETF
1.76%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%
VWRA.L
Vanguard FTSE All-World UCITS ETF USD Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VT vs. VWRA.L - Drawdown Comparison

The maximum VT drawdown since its inception was -50.27%, which is greater than VWRA.L's maximum drawdown of -33.62%. Use the drawdown chart below to compare losses from any high point for VT and VWRA.L.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

VT vs. VWRA.L - Volatility Comparison

Vanguard Total World Stock ETF (VT) and Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) have volatilities of 3.08% and 3.11%, 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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