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VWRA.L vs. ACWD.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VWRA.L and ACWD.L is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

VWRA.L vs. ACWD.L - 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 SSgA SPDR MSCI ACWI (ACWD.L). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VWRA.L:

0.84

ACWD.L:

0.83

Sortino Ratio

VWRA.L:

1.27

ACWD.L:

1.25

Omega Ratio

VWRA.L:

1.18

ACWD.L:

1.18

Calmar Ratio

VWRA.L:

0.88

ACWD.L:

0.88

Martin Ratio

VWRA.L:

3.95

ACWD.L:

3.87

Ulcer Index

VWRA.L:

3.64%

ACWD.L:

3.75%

Daily Std Dev

VWRA.L:

16.09%

ACWD.L:

16.47%

Max Drawdown

VWRA.L:

-33.62%

ACWD.L:

-33.64%

Current Drawdown

VWRA.L:

-0.59%

ACWD.L:

-0.76%

Returns By Period

The year-to-date returns for both stocks are quite close, with VWRA.L having a 4.62% return and ACWD.L slightly lower at 4.59%.


VWRA.L

YTD

4.62%

1M

3.57%

6M

2.68%

1Y

14.37%

3Y*

12.25%

5Y*

13.43%

10Y*

N/A

ACWD.L

YTD

4.59%

1M

3.63%

6M

2.49%

1Y

14.50%

3Y*

12.21%

5Y*

13.45%

10Y*

9.26%

*Annualized

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SSgA SPDR MSCI ACWI

VWRA.L vs. ACWD.L - Expense Ratio Comparison

VWRA.L has a 0.22% expense ratio, which is lower than ACWD.L's 0.40% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

VWRA.L vs. ACWD.L — Risk-Adjusted Performance Rank

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

VWRA.L
The Risk-Adjusted Performance Rank of VWRA.L is 7474
Overall Rank
The Sharpe Ratio Rank of VWRA.L is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of VWRA.L is 7171
Sortino Ratio Rank
The Omega Ratio Rank of VWRA.L is 7373
Omega Ratio Rank
The Calmar Ratio Rank of VWRA.L is 7676
Calmar Ratio Rank
The Martin Ratio Rank of VWRA.L is 7878
Martin Ratio Rank

ACWD.L
The Risk-Adjusted Performance Rank of ACWD.L is 7373
Overall Rank
The Sharpe Ratio Rank of ACWD.L is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of ACWD.L is 7171
Sortino Ratio Rank
The Omega Ratio Rank of ACWD.L is 7272
Omega Ratio Rank
The Calmar Ratio Rank of ACWD.L is 7676
Calmar Ratio Rank
The Martin Ratio Rank of ACWD.L is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VWRA.L vs. ACWD.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) and SSgA SPDR MSCI ACWI (ACWD.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.


The current VWRA.L Sharpe Ratio is 0.84, which is comparable to the ACWD.L Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of VWRA.L and ACWD.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

VWRA.L vs. ACWD.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

VWRA.L vs. ACWD.L - Drawdown Comparison

The maximum VWRA.L drawdown since its inception was -33.62%, roughly equal to the maximum ACWD.L drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for VWRA.L and ACWD.L.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

VWRA.L vs. ACWD.L - Volatility Comparison

The current volatility for Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) is 3.53%, while SSgA SPDR MSCI ACWI (ACWD.L) has a volatility of 3.84%. This indicates that VWRA.L experiences smaller price fluctuations and is considered to be less risky than ACWD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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