PortfoliosLab logoPortfoliosLab logo
VWRA.L vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VWRA.L vs. IBIT - 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 Bitcoin Trust ETF (IBIT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, VWRA.L achieves a 10.21% return, which is significantly higher than IBIT's -27.41% 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*

IBIT

1D
-0.03%
1M
-20.12%
YTD
-27.41%
6M
-29.61%
1Y
-40.63%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWRA.L vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
VWRA.L
Vanguard FTSE All-World UCITS ETF USD Accumulating
10.21%22.45%18.75%
IBIT
iShares Bitcoin Trust ETF
-27.41%-6.41%89.87%

Correlation

The correlation between VWRA.L and IBIT is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2024

0.29

Compare stocks, funds, or ETFs

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


Return for Risk

VWRA.L vs. IBIT — 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

IBIT
IBIT Risk / Return Rank: 33
Overall Rank
IBIT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 33
Sortino Ratio Rank
IBIT Omega Ratio Rank: 33
Omega Ratio Rank
IBIT Calmar Ratio Rank: 33
Calmar Ratio Rank
IBIT Martin Ratio Rank: 22
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. IBIT - 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 Bitcoin Trust ETF (IBIT). 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.LIBITDifference
Sharpe ratioReturn per unit of total volatility

+2.93

Sortino ratioReturn per unit of downside risk

+4.30

Omega ratioGain probability vs. loss probability

1.37

0.85

+0.51

Calmar ratioReturn relative to maximum drawdown

2.91

-0.78

+3.70

Martin ratioReturn relative to average drawdown

11.88

-1.37

+13.25

VWRA.L vs. IBIT - Sharpe Ratio Comparison

The current VWRA.L Sharpe Ratio is 2.01, which is higher than the IBIT Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of VWRA.L and IBIT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

VWRA.L vs. IBIT - Drawdown Comparison

The maximum VWRA.L drawdown since its inception was -33.62%, smaller than the maximum IBIT drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for VWRA.L and IBIT.


Loading charts...

Drawdown Indicators


VWRA.LIBITDifference

Max Drawdown

Largest peak-to-trough decline

-33.62%

-52.11%

+18.49%

Max Drawdown (1Y)

Largest decline over 1 year

-8.78%

-52.11%

+43.33%

Max Drawdown (3Y)

Largest decline over 3 years

-16.26%

Max Drawdown (5Y)

Largest decline over 5 years

-26.06%

Current Drawdown

Current decline from peak

-1.98%

-49.45%

+47.47%

Average Drawdown

Average peak-to-trough decline

-5.36%

-16.53%

+11.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

29.64%

-27.48%

Volatility

VWRA.L vs. IBIT - Volatility Comparison

The current volatility for Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) is 4.38%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 12.07%. This indicates that VWRA.L experiences smaller price fluctuations and is considered to be less risky than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VWRA.LIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.38%

12.07%

-7.69%

Volatility (6M)

Calculated over the trailing 6-month period

10.27%

34.45%

-24.18%

Volatility (1Y)

Calculated over the trailing 1-year period

12.74%

44.10%

-31.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.39%

50.26%

-34.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.25%

50.26%

-33.01%

VWRA.L vs. IBIT - Expense Ratio Comparison

VWRA.L has a 0.22% expense ratio, which is lower than IBIT's 0.25% expense ratio. Despite the difference, 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. IBIT - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


VWRA.L and IBIT have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VWRA.L is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VWRA.L is cheaper with a 0.22% expense ratio, compared with 0.25% for IBIT.

VWRA.L is categorized as Global Equities, while IBIT is Cryptocurrency. VWRA.L tracks FTSE All-World Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.22% for VWRA.L and 0.25% for IBIT.

Portfolio Optimizer

Find the right allocation for VWRA.L and IBIT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer