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

VT vs. VWRL.L

Last updated Jun 6, 2026

VT (Vanguard Total World Stock ETF) and VWRL.L (Vanguard FTSE All-World UCITS ETF Distributing) are both Global Equities funds from Vanguard - VT tracks the FTSE Global All Cap Index while VWRL.L tracks the FTSE All-World Index. Both are passively managed. Over the past 10 years, VT returned 12.30%/yr vs 12.38%/yr for VWRL.L. A 0.70 correlation means they provide meaningful diversification when combined. VT charges 0.06%/yr vs 0.19%/yr for VWRL.L.

Performance

VT vs. VWRL.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 Distributing (VWRL.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 VWRL.L is traded in GBP. To make them comparable, the VWRL.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 VWRL.L slightly higher at 9.58%. Both investments have delivered pretty close results over the past 10 years, with VT having a 12.30% annualized return and VWRL.L not far ahead at 12.38%.

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%

VWRL.L

1D
-1.81%
1M
0.62%
YTD
9.58%
6M
10.56%
1Y
26.05%
3Y*
20.25%
5Y*
10.86%
10Y*
12.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VT vs. VWRL.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%
VWRL.L
Vanguard FTSE All-World UCITS ETF Distributing		9.58%22.59%17.61%21.71%-18.22%18.96%15.56%26.94%-10.10%23.98%

Correlation

The correlation between VT and VWRL.L is 0.77, 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

0.77

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

0.72

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

0.72

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

0.70

Correlation (All Time)
Calculated using the full available price history since May 23, 2012

0.70

The correlation between VT and VWRL.L has been stable across timeframes, ranging from 0.70 to 0.77 - a consistent structural relationship.

VT vs. VWRL.L - Sectors Allocation Comparison

Sectors
VT
VWRL.L

Technology

27.8%
29.0%

Financial Services

15.9%
16.1%

Industrials

12.0%
11.0%

Consumer Cyclical

9.5%
9.4%

Communication Services

8.3%
8.8%

Healthcare

8.1%
8.0%

Consumer Defensive

4.8%
5.0%

Energy

4.3%
4.2%

Basic Materials

4.2%
3.8%

Utilities

2.7%
2.7%

Real Estate

2.4%
1.9%

Technology

VT
27.8%
VWRL.L
29.0%

Financial Services

VT
15.9%
VWRL.L
16.1%

Industrials

VT
12.0%
VWRL.L
11.0%

Consumer Cyclical

VT
9.5%
VWRL.L
9.4%

Communication Services

VT
8.3%
VWRL.L
8.8%

Healthcare

VT
8.1%
VWRL.L
8.0%

Consumer Defensive

VT
4.8%
VWRL.L
5.0%

Energy

VT
4.3%
VWRL.L
4.2%

Basic Materials

VT
4.2%
VWRL.L
3.8%

Utilities

VT
2.7%
VWRL.L
2.7%

Real Estate

VT
2.4%
VWRL.L
1.9%

Compare stocks, funds, or ETFs

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

Vanguard Total World Stock ETF

Vanguard FTSE All-World UCITS ETF Distributing

Often compared with VT:
VT vs. VOOVT vs. VTIVT vs. VXUSVT vs. SPYVT vs. ACWIVT vs. VWRA.LVT vs. VWCE.DE
Often compared with VWRL.L:
VWRL.L vs. ACWIVWRL.L vs. VHYL.ASVWRL.L vs. VHVG.LVWRL.L vs. VUSA.LVWRL.L vs. VOOVWRL.L vs. VHYG.LVWRL.L vs. VEVE.L

Return for Risk

VT vs. VWRL.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
VWRL.L
VWRL.L Risk / Return Rank: 8686
Overall Rank
VWRL.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
VWRL.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
VWRL.L Omega Ratio Rank: 8888
Omega Ratio Rank
VWRL.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
VWRL.L Martin Ratio Rank: 8484
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. VWRL.L - Risk-Adjusted Trends 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 Distributing (VWRL.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.

VTVWRL.LDifference
Sharpe ratioReturn per unit of total volatility
1.98
2.18

-0.20

Sortino ratioReturn per unit of downside risk
2.70
3.18

-0.47

Omega ratioGain probability vs. loss probability

1.36

1.39

-0.04

Calmar ratioReturn relative to maximum drawdown

2.68

2.85

-0.17

Martin ratioReturn relative to average drawdown

11.87

12.40

-0.53

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VT vs. VWRL.L - Sharpe Ratio Comparison

The current VT Sharpe Ratio is 1.98, which is comparable to the VWRL.L Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of VT and VWRL.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

VTVWRL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

2.18

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.72

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.79

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.79

-0.36

Drawdowns

VT vs. VWRL.L - Drawdown Comparison

The maximum VT drawdown since its inception was -50.27%, which is greater than VWRL.L's maximum drawdown of -33.11%. Use the drawdown chart below to compare losses from any high point for VT and VWRL.L.

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Drawdown Indicators

VTVWRL.LDifference

Max Drawdown

Largest peak-to-trough decline

-50.27%

-33.11%

-17.16%

Max Drawdown (1Y)

Largest decline over 1 year

-9.67%

-9.11%

-0.56%

Max Drawdown (3Y)

Largest decline over 3 years

-16.51%

-16.28%

-0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-26.38%

-26.74%

+0.36%

Max Drawdown (10Y)

Largest decline over 10 years

-34.24%

-33.11%

-1.13%

Current Drawdown

Current decline from peak

-3.56%

-2.59%

-0.97%

Average Drawdown

Average peak-to-trough decline

-7.02%

-4.53%

-2.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

2.10%

+0.08%

Volatility

VT vs. VWRL.L - Volatility Comparison

Vanguard Total World Stock ETF (VT) has a higher volatility of 4.60% compared to Vanguard FTSE All-World UCITS ETF Distributing (VWRL.L) at 3.55%. This indicates that VT's price experiences larger fluctuations and is considered to be riskier than VWRL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VTVWRL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.60%

3.55%

+1.05%

Volatility (6M)

Calculated over the trailing 6-month period

10.66%

9.30%

+1.36%

Volatility (1Y)

Calculated over the trailing 1-year period

13.09%

11.90%

+1.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.10%

15.08%

+1.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.26%

15.56%

+1.70%

VT vs. VWRL.L - Expense Ratio Comparison

VT has a 0.06% expense ratio, which is lower than VWRL.L's 0.19% 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. VWRL.L - Dividend Comparison

VT's dividend yield for the trailing twelve months is around 1.64%, more than VWRL.L's 1.25% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
VWRL.L
Vanguard FTSE All-World UCITS ETF Distributing		1.25%1.39%1.49%1.72%2.03%1.45%1.58%1.95%2.22%1.90%1.95%2.00%

Frequently Asked Questions

VT and VWRL.L have a correlation of 0.77, 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 0.19% for VWRL.L.

VT tracks FTSE Global All Cap Index, while VWRL.L tracks FTSE All-World Index. Their fees differ too: 0.06% for VT and 0.19% for VWRL.L.

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