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

VTI vs. VWRL.L

Last updated Jun 9, 2026

VTI (Vanguard Total Stock Market ETF) and VWRL.L (Vanguard FTSE All-World UCITS ETF Distributing) are both exchange-traded funds - VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index, while VWRL.L is a Global Equities fund tracking the FTSE All-World Index. Both are passively managed. Over the past 10 years, VTI returned 14.84%/yr vs 12.64%/yr for VWRL.L. A 0.63 correlation means they provide meaningful diversification when combined. VTI charges 0.03%/yr vs 0.19%/yr for VWRL.L.

Performance

VTI vs. VWRL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Stock Market ETF (VTI) 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

VTI 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

In the year-to-date period, VTI achieves a 9.05% return, which is significantly lower than VWRL.L's 9.58% return. Over the past 10 years, VTI has outperformed VWRL.L with an annualized return of 14.84%, while VWRL.L has yielded a comparatively lower 12.64% annualized return.

VTI

1D
0.30%
1M
0.44%
YTD
9.05%
6M
8.94%
1Y
24.96%
3Y*
21.05%
5Y*
12.25%
10Y*
14.84%

VWRL.L

1D
0.00%
1M
0.31%
YTD
9.58%
6M
10.87%
1Y
25.94%
3Y*
20.13%
5Y*
10.81%
10Y*
12.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTI vs. VWRL.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VTI
Vanguard Total Stock Market ETF		9.05%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-5.23%21.21%
VWRL.L
Vanguard FTSE All-World UCITS ETF Distributing		9.41%22.59%17.61%21.71%-18.22%18.96%15.56%26.94%-10.10%23.98%

Correlation

The correlation between VTI and VWRL.L is 0.72, 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

0.72

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

0.66

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

0.67

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

0.64

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

0.63

The correlation between VTI and VWRL.L has been stable across timeframes, ranging from 0.63 to 0.72 - a consistent structural relationship.

VTI vs. VWRL.L - Sectors Allocation Comparison

Sectors
VTI
VWRL.L

Technology

33.5%
29.5%

Financial Services

12.0%
16.2%

Communication Services

10.3%
8.7%

Consumer Cyclical

10.0%
9.2%

Industrials

9.8%
10.4%

Healthcare

9.2%
8.0%

Consumer Defensive

4.7%
5.0%

Energy

3.7%
4.2%

Real Estate

2.4%
1.8%

Utilities

2.3%
2.9%

Basic Materials

2.0%
3.8%

Technology

VTI
33.5%
VWRL.L
29.5%

Financial Services

VTI
12.0%
VWRL.L
16.2%

Communication Services

VTI
10.3%
VWRL.L
8.7%

Consumer Cyclical

VTI
10.0%
VWRL.L
9.2%

Industrials

VTI
9.8%
VWRL.L
10.4%

Healthcare

VTI
9.2%
VWRL.L
8.0%

Consumer Defensive

VTI
4.7%
VWRL.L
5.0%

Energy

VTI
3.7%
VWRL.L
4.2%

Real Estate

VTI
2.4%
VWRL.L
1.8%

Utilities

VTI
2.3%
VWRL.L
2.9%

Basic Materials

VTI
2.0%
VWRL.L
3.8%

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 Stock Market ETF

Vanguard FTSE All-World UCITS ETF Distributing

Often compared with VTI:
VTI vs. VOOVTI vs. VXUSVTI vs. SPYVTI vs. VTVTI vs. SCHDVTI vs. FZROXVTI vs. QQQ
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

VTI vs. VWRL.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VTI
VTI Risk / Return Rank: 6868
Overall Rank
VTI Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6666
Sortino Ratio Rank
VTI Omega Ratio Rank: 6868
Omega Ratio Rank
VTI Calmar Ratio Rank: 6262
Calmar Ratio Rank
VTI Martin Ratio Rank: 7575
Martin Ratio Rank
VWRL.L
VWRL.L Risk / Return Rank: 8686
Overall Rank
VWRL.L Sharpe Ratio Rank: 8888
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.

VTI vs. VWRL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market ETF (VTI) 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.

VTIVWRL.LDifference
Sharpe ratioReturn per unit of total volatility
2.02
2.17

-0.15

Sortino ratioReturn per unit of downside risk
2.73
3.17

-0.44

Omega ratioGain probability vs. loss probability

1.36

1.39

-0.03

Calmar ratioReturn relative to maximum drawdown

2.81

2.84

-0.02

Martin ratioReturn relative to average drawdown

12.85

12.31

+0.54

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

VTI vs. VWRL.L - Sharpe Ratio Comparison

The current VTI Sharpe Ratio is 2.02, which is comparable to the VWRL.L Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of VTI 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

VTIVWRL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.02

2.17

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.72

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

0.81

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.79

-0.28

Drawdowns

VTI vs. VWRL.L - Drawdown Comparison

The maximum VTI drawdown since its inception was -55.45%, 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 VTI and VWRL.L.

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Drawdown Indicators

VTIVWRL.LDifference

Max Drawdown

Largest peak-to-trough decline

-55.45%

-33.11%

-22.34%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

-9.11%

+0.19%

Max Drawdown (3Y)

Largest decline over 3 years

-19.30%

-16.28%

-3.02%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

-26.74%

+1.38%

Max Drawdown (10Y)

Largest decline over 10 years

-35.00%

-33.11%

-1.89%

Current Drawdown

Current decline from peak

-2.64%

-2.59%

-0.05%

Average Drawdown

Average peak-to-trough decline

-8.02%

-4.53%

-3.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

2.10%

-0.15%

Volatility

VTI vs. VWRL.L - Volatility Comparison

Vanguard Total Stock Market ETF (VTI) has a higher volatility of 3.88% compared to Vanguard FTSE All-World UCITS ETF Distributing (VWRL.L) at 3.54%. This indicates that VTI'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

VTIVWRL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

3.54%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

9.55%

9.29%

+0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

12.44%

11.92%

+0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.44%

15.08%

+2.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.33%

15.56%

+2.77%

VTI vs. VWRL.L - Expense Ratio Comparison

VTI has a 0.03% 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

VTI vs. VWRL.L - Dividend Comparison

VTI's dividend yield for the trailing twelve months is around 1.03%, less than VWRL.L's 1.26% yield.

PositionTTM20252024202320222021202020192018201720162015
VTI
Vanguard Total Stock Market ETF		1.03%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%
VWRL.L
Vanguard FTSE All-World UCITS ETF Distributing		1.26%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

VTI and VWRL.L have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VTI is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VTI is cheaper with a 0.03% expense ratio, compared with 0.19% for VWRL.L.

VTI is categorized as Large Cap Blend Equities, while VWRL.L is Global Equities. VTI tracks CRSP US Total Market Index, while VWRL.L tracks FTSE All-World Index. Their fees differ too: 0.03% for VTI and 0.19% for VWRL.L.

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