VUKE.L vs. VWRL.L
Compare and contrast key facts about Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L) and Vanguard FTSE All-World UCITS ETF Distributing (VWRL.L).
VUKE.L and VWRL.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VUKE.L is a passively managed fund by Vanguard that tracks the performance of the FTSE AllSh TR GBP. It was launched on May 22, 2012. VWRL.L is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on May 22, 2012. Both VUKE.L and VWRL.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VUKE.L or VWRL.L.
Key characteristics
| VUKE.L | VWRL.L | |
|---|---|---|
| YTD Return | 10.24% | 11.24% |
| 1Y Return | 11.80% | 15.57% |
| 3Y Return (Ann) | 9.35% | 7.93% |
| 5Y Return (Ann) | 5.98% | 10.38% |
| 10Y Return (Ann) | 5.82% | 11.76% |
| Sharpe Ratio | 1.12 | 1.61 |
| Daily Std Dev | 10.24% | 10.00% |
| Max Drawdown | -34.27% | -24.98% |
| Current Drawdown | -1.14% | -1.67% |
Correlation
The correlation between VUKE.L and VWRL.L is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
VUKE.L vs. VWRL.L - Performance Comparison
In the year-to-date period, VUKE.L achieves a 10.24% return, which is significantly lower than VWRL.L's 11.24% return. Over the past 10 years, VUKE.L has underperformed VWRL.L with an annualized return of 5.82%, while VWRL.L has yielded a comparatively higher 11.76% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VUKE.L vs. VWRL.L - Expense Ratio Comparison
VUKE.L has a 0.09% expense ratio, which is lower than VWRL.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%.
Risk-Adjusted Performance
VUKE.L vs. VWRL.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L) 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.
Dividends
VUKE.L vs. VWRL.L - Dividend Comparison
VUKE.L's dividend yield for the trailing twelve months is around 3.71%, more than VWRL.L's 1.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VUKE.L Vanguard FTSE 100 UCITS ETF Distributing | 3.71% | 3.82% | 3.94% | 3.90% | 3.02% | 4.65% | 4.64% | 3.99% | 3.75% | 4.25% | 6.86% | 3.46% |
VWRL.L Vanguard FTSE All-World UCITS ETF Distributing | 1.20% | 1.73% | 2.04% | 1.45% | 1.58% | 1.95% | 2.23% | 1.90% | 1.85% | 1.98% | 2.14% | 1.95% |
Drawdowns
VUKE.L vs. VWRL.L - Drawdown Comparison
The maximum VUKE.L drawdown since its inception was -34.27%, which is greater than VWRL.L's maximum drawdown of -24.98%. Use the drawdown chart below to compare losses from any high point for VUKE.L and VWRL.L. For additional features, visit the drawdowns tool.
Volatility
VUKE.L vs. VWRL.L - Volatility Comparison
Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L) and Vanguard FTSE All-World UCITS ETF Distributing (VWRL.L) have volatilities of 3.57% and 3.75%, 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.