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VWRA.L vs. CEMU.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VWRA.L vs. CEMU.AS - 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 iShares Core MSCI EMU UCITS ETF EUR (Acc) (CEMU.AS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VWRA.L is traded in USD, while CEMU.AS is traded in EUR. To make them comparable, the CEMU.AS values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VWRA.L achieves a 10.21% return, which is significantly higher than CEMU.AS's 7.43% return.


VWRA.L

1D
2.32%
1M
0.88%
YTD
10.21%
6M
11.90%
1Y
25.71%
3Y*
19.80%
5Y*
10.91%
10Y*

CEMU.AS

1D
0.71%
1M
3.19%
YTD
7.43%
6M
9.39%
1Y
18.96%
3Y*
19.28%
5Y*
9.59%
10Y*
10.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWRA.L vs. CEMU.AS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VWRA.L
Vanguard FTSE All-World UCITS ETF USD Accumulating
10.21%22.45%17.65%22.28%-18.11%18.46%16.19%7.42%
CEMU.AS
iShares Core MSCI EMU UCITS ETF EUR (Acc)
7.43%41.13%3.27%22.39%-17.01%14.73%8.27%6.86%

Correlation

The correlation between VWRA.L and CEMU.AS is 0.79, 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

0.79

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

0.77

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

0.81

Correlation (All Time)
Calculated using the full available price history since Jul 23, 2019

0.81

The correlation between VWRA.L and CEMU.AS has been stable across timeframes, ranging from 0.77 to 0.81 - a consistent structural relationship.

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Return for Risk

VWRA.L vs. CEMU.AS — 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: 7373
Overall Rank
VWRA.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VWRA.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
VWRA.L Omega Ratio Rank: 7373
Omega Ratio Rank
VWRA.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
VWRA.L Martin Ratio Rank: 7373
Martin Ratio Rank

CEMU.AS
CEMU.AS Risk / Return Rank: 3737
Overall Rank
CEMU.AS Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
CEMU.AS Sortino Ratio Rank: 3636
Sortino Ratio Rank
CEMU.AS Omega Ratio Rank: 3636
Omega Ratio Rank
CEMU.AS Calmar Ratio Rank: 3636
Calmar Ratio Rank
CEMU.AS Martin Ratio Rank: 4141
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. CEMU.AS - 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 iShares Core MSCI EMU UCITS ETF EUR (Acc) (CEMU.AS). 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.


VWRA.LCEMU.ASDifference
Sharpe ratioReturn per unit of total volatility

+0.80

Sortino ratioReturn per unit of downside risk

+1.18

Omega ratioGain probability vs. loss probability

1.37

1.22

+0.14

Calmar ratioReturn relative to maximum drawdown

2.91

1.61

+1.31

Martin ratioReturn relative to average drawdown

11.88

5.72

+6.16

VWRA.L vs. CEMU.AS - Sharpe Ratio Comparison

The current VWRA.L Sharpe Ratio is 2.01, which is higher than the CEMU.AS Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of VWRA.L and CEMU.AS, 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

VWRA.L vs. CEMU.AS - Drawdown Comparison

The maximum VWRA.L drawdown since its inception was -33.62%, smaller than the maximum CEMU.AS drawdown of -40.14%. Use the drawdown chart below to compare losses from any high point for VWRA.L and CEMU.AS.


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Drawdown Indicators


VWRA.LCEMU.ASDifference

Max Drawdown

Largest peak-to-trough decline

-33.62%

-40.14%

+6.52%

Max Drawdown (1Y)

Largest decline over 1 year

-8.78%

-12.28%

+3.50%

Max Drawdown (3Y)

Largest decline over 3 years

-16.26%

-15.10%

-1.16%

Max Drawdown (5Y)

Largest decline over 5 years

-26.06%

-35.94%

+9.88%

Max Drawdown (10Y)

Largest decline over 10 years

-40.14%

Current Drawdown

Current decline from peak

-1.98%

-0.83%

-1.15%

Average Drawdown

Average peak-to-trough decline

-5.36%

-8.32%

+2.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

3.47%

-1.31%

Volatility

VWRA.L vs. CEMU.AS - Volatility Comparison

The current volatility for Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) is 4.38%, while iShares Core MSCI EMU UCITS ETF EUR (Acc) (CEMU.AS) has a volatility of 5.10%. This indicates that VWRA.L experiences smaller price fluctuations and is considered to be less risky than CEMU.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWRA.LCEMU.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.38%

5.10%

-0.72%

Volatility (6M)

Calculated over the trailing 6-month period

10.27%

13.64%

-3.37%

Volatility (1Y)

Calculated over the trailing 1-year period

12.74%

16.36%

-3.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.39%

19.55%

-4.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.25%

19.46%

-2.21%

VWRA.L vs. CEMU.AS - Expense Ratio Comparison

VWRA.L has a 0.22% expense ratio, which is higher than CEMU.AS's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VWRA.L vs. CEMU.AS - Dividend Comparison

Neither VWRA.L nor CEMU.AS has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


VWRA.L and CEMU.AS have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CEMU.AS is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CEMU.AS is cheaper with a 0.12% expense ratio, compared with 0.22% for VWRA.L.

VWRA.L is categorized as Global Equities, while CEMU.AS is Europe Equities. VWRA.L tracks FTSE All-World Index, while CEMU.AS tracks MSCI EMU NR EUR. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.22% for VWRA.L and 0.12% for CEMU.AS.

Portfolio Optimizer

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