VWRA.L vs. V3AA.DE
VWRA.L (Vanguard FTSE All-World UCITS ETF USD Accumulating) and V3AA.DE (Vanguard ESG Global All Cap UCITS ETF (USD) Acc) are both Global Equities funds from Vanguard - VWRA.L tracks the FTSE All-World Index while V3AA.DE tracks the FTSE Global All Cap Choice Index. Both are passively managed. Over the past 5 years, VWRA.L returned 11.25%/yr vs 10.30%/yr for V3AA.DE. Their correlation of 0.92 suggests significant overlap in exposure. VWRA.L charges 0.22%/yr vs 0.24%/yr for V3AA.DE.
Performance
VWRA.L vs. V3AA.DE - Performance Comparison
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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*
- —
VWRA.L vs. V3AA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
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
VWRA.L
V3AA.DE
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.L | V3AA.DE | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VWRA.L | V3AA.DE | Difference | |
|---|---|---|---|
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.L | V3AA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.75% | -0.91% | +0.16% |
Average DrawdownAverage peak-to-trough decline | -5.39% | -7.42% | +2.03% |
Ulcer IndexDepth 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.L | V3AA.DE | Difference | |
|---|---|---|---|
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.
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.
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