VWRA.L vs. META

Last updated Jun 12, 2026

VWRA.L (Vanguard FTSE All-World UCITS ETF USD Accumulating) is Global Equities fund tracking the FTSE All-World Index, while META (Meta Platforms, Inc.) is a stock. Over the past 5 years, VWRA.L returned 10.40%/yr vs 11.58%/yr for META. At a 0.38 correlation, their price movements are largely independent.

Performance

VWRA.L vs. META - 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 Meta Platforms, Inc. (META). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VWRA.L achieves a 7.71% return, which is significantly higher than META's -13.81% return.

VWRA.L

• 1D: -0.16%
• 1M: -0.23%
• YTD: 7.71%
• 6M: 8.53%
• 1Y: 22.70%
• 3Y*: 19.39%
• 5Y*: 10.40%
• 10Y*: —

META

• 1D: -0.45%
• 1M: -5.73%
• YTD: -13.81%
• 6M: -12.77%
• 1Y: -17.85%
• 3Y*: 28.33%
• 5Y*: 11.58%
• 10Y*: 17.53%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VWRA.L vs. META - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
VWRA.L Vanguard FTSE All-World UCITS ETF USD Accumulating	7.71%	22.45%	17.65%	22.28%	-18.11%	18.46%	16.19%	7.42%
META Meta Platforms, Inc.	-13.81%	13.09%	66.05%	194.13%	-64.22%	23.13%	33.09%	1.45%

Correlation

The correlation between VWRA.L and META is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.42
Correlation (3Y) Calculated over the trailing 3-year period	0.37
Correlation (5Y) Calculated over the trailing 5-year period	0.40
Correlation (All Time) Calculated using the full available price history since Jul 23, 2019	0.38

Return for Risk

VWRA.L vs. META — 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: 68
VWRA.L Sharpe Ratio Rank: 67
VWRA.L Sortino Ratio Rank: 73
VWRA.L Omega Ratio Rank: 67
VWRA.L Calmar Ratio Rank: 62
VWRA.L Martin Ratio Rank: 69

META

META Risk / Return Rank: 21
META Sharpe Ratio Rank: 21
META Sortino Ratio Rank: 21
META Omega Ratio Rank: 21
META Calmar Ratio Rank: 24
META Martin Ratio Rank: 19

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. META - 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 Meta Platforms, Inc. (META). 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	META	Difference
Sharpe ratio: Return per unit of total volatility	1.80	-0.50	+2.31
Sortino ratio: Return per unit of downside risk	2.69	-0.54	+3.23
Omega ratio: Gain probability vs. loss probability	1.33	0.93	+0.40
Calmar ratio: Return relative to maximum drawdown	2.57	-0.54	+3.11
Martin ratio: Return relative to average drawdown	10.51	-1.12	+11.63

VWRA.L vs. META - Sharpe Ratio Comparison

The current VWRA.L Sharpe Ratio is 1.80, which is higher than the META Sharpe Ratio of -0.50. The chart below compares the historical Sharpe Ratios of VWRA.L and META, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VWRA.L vs. META - Drawdown Comparison

The maximum VWRA.L drawdown since its inception was -33.62%, smaller than the maximum META drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for VWRA.L and META.

Drawdown Indicators

	VWRA.L	META	Difference
Max Drawdown Largest peak-to-trough decline	-33.62%	-76.74%	+43.12%
Max Drawdown (1Y) Largest decline over 1 year	-8.78%	-33.30%	+24.52%
Max Drawdown (3Y) Largest decline over 3 years	-16.26%	-34.15%	+17.89%
Max Drawdown (5Y) Largest decline over 5 years	-26.06%	-76.74%	+50.68%
Max Drawdown (10Y) Largest decline over 10 years	—	-76.74%	—
Current Drawdown Current decline from peak	-4.20%	-27.88%	+23.68%
Average Drawdown Average peak-to-trough decline	-5.37%	-15.82%	+10.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.16%	15.96%	-13.80%

Volatility

VWRA.L vs. META - Volatility Comparison

The current volatility for Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) is 3.90%, while Meta Platforms, Inc. (META) has a volatility of 10.50%. This indicates that VWRA.L experiences smaller price fluctuations and is considered to be less risky than META based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VWRA.L	META	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.90%	10.50%	-6.60%
Volatility (6M) Calculated over the trailing 6-month period	10.02%	26.93%	-16.91%
Volatility (1Y) Calculated over the trailing 1-year period	12.56%	35.54%	-22.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.36%	44.06%	-28.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.23%	38.68%	-21.45%

Dividends

VWRA.L vs. META - Dividend Comparison

VWRA.L has not paid dividends to shareholders, while META's dividend yield for the trailing twelve months is around 0.37%.

Position	TTM	2025	2024
META Meta Platforms, Inc.	0.37%	0.32%	0.34%
VWRA.L Vanguard FTSE All-World UCITS ETF USD Accumulating	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both VWRA.L and META in my portfolio?

VWRA.L and META have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.