VWRA.L vs. I500.DE
VWRA.L (Vanguard FTSE All-World UCITS ETF USD Accumulating) and I500.DE (iShares S&P 500 Swap UCITS ETF USD (Acc)) are both exchange-traded funds - VWRA.L is a Global Equities fund tracking the FTSE All-World Index, while I500.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, VWRA.L returned 10.91%/yr vs 13.93%/yr for I500.DE. Their correlation of 0.88 suggests significant overlap in exposure. VWRA.L charges 0.22%/yr vs 0.07%/yr for I500.DE.
Performance
VWRA.L vs. I500.DE - Performance Comparison
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Different Trading Currencies
VWRA.L is traded in USD, while I500.DE is traded in EUR. To make them comparable, the I500.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
The year-to-date returns for both stocks are quite close, with VWRA.L having a 10.21% return and I500.DE slightly lower at 10.15%.
VWRA.L
- 1D
- 2.32%
- 1M
- 0.88%
- YTD
- 10.21%
- 6M
- 11.90%
- 1Y
- 25.71%
- 3Y*
- 19.80%
- 5Y*
- 10.91%
- 10Y*
- —
I500.DE
- 1D
- -0.02%
- 1M
- 2.06%
- YTD
- 10.15%
- 6M
- 11.49%
- 1Y
- 26.67%
- 3Y*
- 22.32%
- 5Y*
- 13.93%
- 10Y*
- —
VWRA.L vs. I500.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VWRA.L Vanguard FTSE All-World UCITS ETF USD Accumulating | 10.21% | 22.45% | 17.65% | 22.28% | -18.11% | 18.46% | 14.42% |
I500.DE iShares S&P 500 Swap UCITS ETF USD (Acc) | 10.15% | 18.47% | 24.92% | 26.70% | -18.81% | 29.92% | 11.31% |
Correlation
The correlation between VWRA.L and I500.DE is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2020 | 0.88 |
The correlation between VWRA.L and I500.DE has been stable across timeframes, ranging from 0.84 to 0.88 - a consistent structural relationship.
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Return for Risk
VWRA.L vs. I500.DE — Risk / Return Rank
VWRA.L
I500.DE
VWRA.L vs. I500.DE - 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 S&P 500 Swap UCITS ETF USD (Acc) (I500.DE). 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.L | I500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.42 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | 3.26 | -0.34 |
| Martin ratioReturn relative to average drawdown | 11.88 | 13.83 | -1.95 |
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Drawdowns
VWRA.L vs. I500.DE - Drawdown Comparison
The maximum VWRA.L drawdown since its inception was -33.62%, which is greater than I500.DE's maximum drawdown of -24.15%. Use the drawdown chart below to compare losses from any high point for VWRA.L and I500.DE.
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Drawdown Indicators
| VWRA.L | I500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.62% | -24.15% | -9.47% |
Max Drawdown (1Y)Largest decline over 1 year | -8.78% | -8.53% | -0.25% |
Max Drawdown (3Y)Largest decline over 3 years | -16.26% | -19.39% | +3.13% |
Max Drawdown (5Y)Largest decline over 5 years | -26.06% | -24.15% | -1.91% |
Current DrawdownCurrent decline from peak | -1.98% | -0.63% | -1.35% |
Average DrawdownAverage peak-to-trough decline | -5.36% | -5.02% | -0.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 2.01% | +0.15% |
Volatility
VWRA.L vs. I500.DE - Volatility Comparison
Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) has a higher volatility of 4.38% compared to iShares S&P 500 Swap UCITS ETF USD (Acc) (I500.DE) at 2.83%. This indicates that VWRA.L's price experiences larger fluctuations and is considered to be riskier than I500.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VWRA.L | I500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.38% | 2.83% | +1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 10.27% | 8.11% | +2.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.74% | 11.62% | +1.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.39% | 15.90% | -0.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.25% | 15.89% | +1.36% |
VWRA.L vs. I500.DE - Expense Ratio Comparison
VWRA.L has a 0.22% expense ratio, which is higher than I500.DE's 0.07% 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. I500.DE - Dividend Comparison
Neither VWRA.L nor I500.DE has paid dividends to shareholders.
Frequently Asked Questions
VWRA.L and I500.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, I500.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
I500.DE is cheaper with a 0.07% expense ratio, compared with 0.22% for VWRA.L.
VWRA.L is categorized as Global Equities, while I500.DE is S&P 500. VWRA.L tracks FTSE All-World Index, while I500.DE tracks S&P 500 Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.22% for VWRA.L and 0.07% for I500.DE.
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