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VWRA.L vs. ACIW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VWRA.L vs. ACIW - Performance Comparison

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

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Returns By Period

In the year-to-date period, VWRA.L achieves a 11.59% return, which is significantly higher than ACIW's -11.40% return.


VWRA.L

1D
-0.08%
1M
4.27%
YTD
11.59%
6M
13.04%
1Y
28.67%
3Y*
21.09%
5Y*
11.25%
10Y*

ACIW

1D
1.92%
1M
-4.08%
YTD
-11.40%
6M
-8.61%
1Y
-9.14%
3Y*
22.68%
5Y*
1.60%
10Y*
7.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWRA.L vs. ACIW - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VWRA.L
Vanguard FTSE All-World UCITS ETF USD Accumulating
11.59%22.45%17.65%22.28%-18.11%18.46%16.19%7.33%
ACIW
ACI Worldwide, Inc.
-11.40%-7.90%69.64%33.04%-33.72%-9.71%1.43%13.07%

Correlation

The correlation between VWRA.L and ACIW is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

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

0.27

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

0.31

Correlation (All Time)
Calculated using the full available price history since Jul 29, 2019

0.36

The correlation between VWRA.L and ACIW shifts across timeframes, from 0.20 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VWRA.L vs. ACIW — Risk / Return Rank

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

VWRA.L
VWRA.L Risk / Return Rank: 7272
Overall Rank
VWRA.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VWRA.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
VWRA.L Omega Ratio Rank: 7272
Omega Ratio Rank
VWRA.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
VWRA.L Martin Ratio Rank: 7474
Martin Ratio Rank

ACIW
ACIW Risk / Return Rank: 2929
Overall Rank
ACIW Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
ACIW Sortino Ratio Rank: 2727
Sortino Ratio Rank
ACIW Omega Ratio Rank: 2727
Omega Ratio Rank
ACIW Calmar Ratio Rank: 3131
Calmar Ratio Rank
ACIW Martin Ratio Rank: 3030
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.

VWRA.L vs. ACIW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) and ACI Worldwide, Inc. (ACIW). 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.


VWRA.LACIWDifference
Sharpe ratioReturn per unit of total volatility

+2.59

Sortino ratioReturn per unit of downside risk

+3.59

Omega ratioGain probability vs. loss probability

1.43

0.98

+0.45

Calmar ratioReturn relative to maximum drawdown

3.25

-0.32

+3.57

Martin ratioReturn relative to average drawdown

13.63

-0.61

+14.24

VWRA.L vs. ACIW - Sharpe Ratio Comparison

The current VWRA.L Sharpe Ratio is 2.31, which is higher than the ACIW Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of VWRA.L and ACIW, 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


VWRA.LACIWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.31

-0.28

+2.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.05

+0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.18

+0.60

Drawdowns

VWRA.L vs. ACIW - Drawdown Comparison

The maximum VWRA.L drawdown since its inception was -33.62%, smaller than the maximum ACIW drawdown of -90.10%. Use the drawdown chart below to compare losses from any high point for VWRA.L and ACIW.


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Drawdown Indicators


VWRA.LACIWDifference

Max Drawdown

Largest peak-to-trough decline

-33.62%

-90.10%

+56.48%

Max Drawdown (1Y)

Largest decline over 1 year

-8.78%

-28.25%

+19.47%

Max Drawdown (3Y)

Largest decline over 3 years

-16.26%

-35.02%

+18.76%

Max Drawdown (5Y)

Largest decline over 5 years

-26.06%

-49.80%

+23.74%

Max Drawdown (10Y)

Largest decline over 10 years

-54.18%

Current Drawdown

Current decline from peak

-0.75%

-28.45%

+27.70%

Average Drawdown

Average peak-to-trough decline

-5.39%

-33.87%

+28.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

15.09%

-12.99%

Volatility

VWRA.L vs. ACIW - Volatility Comparison

The current volatility for Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) is 3.87%, while ACI Worldwide, Inc. (ACIW) has a volatility of 14.57%. This indicates that VWRA.L experiences smaller price fluctuations and is considered to be less risky than ACIW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWRA.LACIWDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.87%

14.57%

-10.70%

Volatility (6M)

Calculated over the trailing 6-month period

9.78%

26.96%

-17.18%

Volatility (1Y)

Calculated over the trailing 1-year period

12.36%

32.66%

-20.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.36%

35.19%

-19.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.28%

35.67%

-18.39%

Dividends

VWRA.L vs. ACIW - Dividend Comparison

Neither VWRA.L nor ACIW has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


VWRA.L and ACIW have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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