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VWRA.L vs. V3AA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VWRA.L vs. V3AA.DE - 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 Vanguard ESG Global All Cap UCITS ETF (USD) Acc (V3AA.DE). 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 V3AA.DE is traded in EUR. To make them comparable, the V3AA.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 11.59% return and V3AA.DE slightly lower at 11.47%.


VWRA.L

1D
-0.08%
1M
4.27%
YTD
11.59%
6M
13.04%
1Y
28.67%
3Y*
21.09%
5Y*
11.25%
10Y*

V3AA.DE

1D
0.02%
1M
5.13%
YTD
11.47%
6M
13.32%
1Y
29.23%
3Y*
20.83%
5Y*
10.30%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWRA.L vs. V3AA.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VWRA.L
Vanguard FTSE All-World UCITS ETF USD Accumulating
11.59%22.45%17.65%22.28%-18.11%14.70%
V3AA.DE
Vanguard ESG Global All Cap UCITS ETF (USD) Acc
11.47%21.47%17.30%24.44%-22.56%15.69%

Correlation

The correlation between VWRA.L and V3AA.DE is 0.90, 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

0.90

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

0.90

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

0.92

Correlation (All Time)
Calculated using the full available price history since Mar 26, 2021

0.92

The correlation between VWRA.L and V3AA.DE has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.

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Return for Risk

VWRA.L vs. V3AA.DE — 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: 7272
Overall Rank
VWRA.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VWRA.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
VWRA.L Omega Ratio Rank: 7272
Omega Ratio Rank
VWRA.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
VWRA.L Martin Ratio Rank: 7474
Martin Ratio Rank

V3AA.DE
V3AA.DE Risk / Return Rank: 6868
Overall Rank
V3AA.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
V3AA.DE Sortino Ratio Rank: 6868
Sortino Ratio Rank
V3AA.DE Omega Ratio Rank: 6767
Omega Ratio Rank
V3AA.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
V3AA.DE Martin Ratio Rank: 7272
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. V3AA.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 Vanguard ESG Global All Cap UCITS ETF (USD) Acc (V3AA.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.


VWRA.LV3AA.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.24

Omega ratioGain probability vs. loss probability

1.43

1.39

+0.04

Calmar ratioReturn relative to maximum drawdown

3.25

2.83

+0.42

Martin ratioReturn relative to average drawdown

13.63

11.76

+1.87

VWRA.L vs. V3AA.DE - Sharpe Ratio Comparison

The current VWRA.L Sharpe Ratio is 2.31, which is comparable to the V3AA.DE Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of VWRA.L and V3AA.DE, 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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Sharpe Ratios by Period


VWRA.LV3AA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.31

2.20

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.64

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.73

+0.05

Drawdowns

VWRA.L vs. V3AA.DE - Drawdown Comparison

The maximum VWRA.L drawdown since its inception was -33.62%, which is greater than V3AA.DE's maximum drawdown of -29.60%. Use the drawdown chart below to compare losses from any high point for VWRA.L and V3AA.DE.


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Drawdown Indicators


VWRA.LV3AA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.62%

-29.60%

-4.02%

Max Drawdown (1Y)

Largest decline over 1 year

-8.78%

-10.30%

+1.52%

Max Drawdown (3Y)

Largest decline over 3 years

-16.26%

-18.70%

+2.44%

Max Drawdown (5Y)

Largest decline over 5 years

-26.06%

-29.60%

+3.54%

Current Drawdown

Current decline from peak

-0.75%

-0.91%

+0.16%

Average Drawdown

Average peak-to-trough decline

-5.39%

-7.42%

+2.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

2.48%

-0.38%

Volatility

VWRA.L vs. V3AA.DE - Volatility Comparison

Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) and Vanguard ESG Global All Cap UCITS ETF (USD) Acc (V3AA.DE) have volatilities of 3.87% and 3.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWRA.LV3AA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.87%

3.81%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

9.78%

10.18%

-0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

12.36%

13.20%

-0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.36%

15.92%

-0.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.28%

15.87%

+1.41%

VWRA.L vs. V3AA.DE - Expense Ratio Comparison

VWRA.L has a 0.22% expense ratio, which is lower than V3AA.DE's 0.24% 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. V3AA.DE - Dividend Comparison

Neither VWRA.L nor V3AA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.90, VWRA.L and V3AA.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.24% for V3AA.DE.

VWRA.L tracks FTSE All-World Index, while V3AA.DE tracks FTSE Global All Cap Choice Index. Their fees differ too: 0.22% for VWRA.L and 0.24% for V3AA.DE.

Portfolio Optimizer

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