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VWCE.DE vs. RR.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VWCE.DE vs. RR.L

Last updated Jun 13, 2026

VWCE.DE (Vanguard FTSE All-World UCITS ETF) is Global Equities fund tracking the FTSE All-World Index, while RR.L (Rolls-Royce Holdings PLC) is a stock. Over the past 5 years, VWCE.DE returned 11.89%/yr vs 63.84%/yr for RR.L. At a 0.45 correlation, their price movements are largely independent.

Performance

VWCE.DE vs. RR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE All-World UCITS ETF (VWCE.DE) and Rolls-Royce Holdings PLC (RR.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VWCE.DE is traded in EUR, while RR.L is traded in GBp. To make them comparable, the RR.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, VWCE.DE achieves a 11.72% return, which is significantly lower than RR.L's 15.47% return.

VWCE.DE

1D
1.82%
1M
1.89%
YTD
11.72%
6M
13.39%
1Y
26.35%
3Y*
17.02%
5Y*
11.89%
10Y*
—

RR.L

1D
4.32%
1M
15.98%
YTD
15.47%
6M
21.86%
1Y
49.56%
3Y*
106.06%
5Y*
63.84%
10Y*
19.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWCE.DE vs. RR.L - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
VWCE.DE
Vanguard FTSE All-World UCITS ETF		11.72%9.16%24.41%18.18%-13.47%28.62%5.36%7.08%
RR.L
Rolls-Royce Holdings PLC		15.47%94.10%98.88%228.38%-28.06%17.64%-55.13%-17.00%

Correlation

The correlation between VWCE.DE and RR.L is 0.51, 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

0.51

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

0.44

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

0.45

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2019

0.45

The correlation between VWCE.DE and RR.L has been stable across timeframes, ranging from 0.44 to 0.51 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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

Vanguard FTSE All-World UCITS ETF

Rolls-Royce Holdings PLC

Often compared with VWCE.DE:
VWCE.DE vs. IWDA.LVWCE.DE vs. VTVWCE.DE vs. VUAA.LVWCE.DE vs. EUNL.DEVWCE.DE vs. WEBN.DEVWCE.DE vs. ACWI.LVWCE.DE vs. SXR8.DE
Often compared with RR.L:
RR.L vs. RYCEYRR.L vs. RNMBYRR.L vs. COST.LRR.L vs. LUG.TORR.L vs. AVIO.MIRR.L vs. SAABYRR.L vs. BTC-USD

Return for Risk

VWCE.DE vs. RR.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VWCE.DE
VWCE.DE Risk / Return Rank: 8282
Overall Rank
VWCE.DE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VWCE.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
VWCE.DE Omega Ratio Rank: 8080
Omega Ratio Rank
VWCE.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
VWCE.DE Martin Ratio Rank: 8787
Martin Ratio Rank
RR.L
RR.L Risk / Return Rank: 7979
Overall Rank
RR.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
RR.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
RR.L Omega Ratio Rank: 7575
Omega Ratio Rank
RR.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
RR.L Martin Ratio Rank: 8383
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.

VWCE.DE vs. RR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF (VWCE.DE) and Rolls-Royce Holdings PLC (RR.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

VWCE.DERR.LDifference
Sharpe ratioReturn per unit of total volatility
2.21
1.26

+0.95

Sortino ratioReturn per unit of downside risk
3.10
1.96

+1.14

Omega ratioGain probability vs. loss probability

1.41

1.23

+0.18

Calmar ratioReturn relative to maximum drawdown

3.92

2.47

+1.44

Martin ratioReturn relative to average drawdown

16.07

6.73

+9.34

VWCE.DE vs. RR.L - Sharpe Ratio Comparison

The current VWCE.DE Sharpe Ratio is 2.21, which is higher than the RR.L Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of VWCE.DE and RR.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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Drawdowns

VWCE.DE vs. RR.L - Drawdown Comparison

The maximum VWCE.DE drawdown since its inception was -33.43%, smaller than the maximum RR.L drawdown of -91.10%. Use the drawdown chart below to compare losses from any high point for VWCE.DE and RR.L.

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Drawdown Indicators

VWCE.DERR.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.43%

-91.10%

+57.67%

Max Drawdown (1Y)

Largest decline over 1 year

-6.55%

-18.74%

+12.19%

Max Drawdown (3Y)

Largest decline over 3 years

-21.07%

-23.57%

+2.50%

Max Drawdown (5Y)

Largest decline over 5 years

-21.07%

-56.76%

+35.69%

Max Drawdown (10Y)

Largest decline over 10 years

—

-89.60%

—

Current Drawdown

Current decline from peak

-1.47%

-2.90%

+1.43%

Average Drawdown

Average peak-to-trough decline

-4.68%

-31.91%

+27.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

6.89%

-5.29%

Volatility

VWCE.DE vs. RR.L - Volatility Comparison

The current volatility for Vanguard FTSE All-World UCITS ETF (VWCE.DE) is 3.40%, while Rolls-Royce Holdings PLC (RR.L) has a volatility of 11.90%. This indicates that VWCE.DE experiences smaller price fluctuations and is considered to be less risky than RR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VWCE.DERR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.40%

11.90%

-8.50%

Volatility (6M)

Calculated over the trailing 6-month period

8.51%

31.49%

-22.98%

Volatility (1Y)

Calculated over the trailing 1-year period

11.63%

36.77%

-25.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.79%

42.68%

-28.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.16%

49.47%

-33.31%

Dividends

VWCE.DE vs. RR.L - Dividend Comparison

VWCE.DE has not paid dividends to shareholders, while RR.L's dividend yield for the trailing twelve months is around 0.73%.

PositionTTM20252024202320222021202020192018201720162015
RR.L
Rolls-Royce Holdings PLC		0.73%0.91%0.00%0.00%0.00%0.00%0.00%1.71%1.41%0.54%1.75%4.06%
VWCE.DE
Vanguard FTSE All-World UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

VWCE.DE and RR.L have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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