VWRA.L vs. VDST.L
VWRA.L (Vanguard FTSE All-World UCITS ETF USD Accumulating) and VDST.L (Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating) are both exchange-traded funds - VWRA.L is a Global Equities fund tracking the FTSE All-World Index, while VDST.L is a Government Bonds fund tracking the Bloomberg Short Treasury Index. Both are passively managed. Over the past 5 years, VWRA.L returned 11.25%/yr vs 3.36%/yr for VDST.L. At a 0.00 correlation, their price movements are largely independent. VWRA.L charges 0.22%/yr vs 0.05%/yr for VDST.L.
Performance
VWRA.L vs. VDST.L - Performance Comparison
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Returns By Period
In the year-to-date period, VWRA.L achieves a 11.59% return, which is significantly higher than VDST.L's 1.46% return.
VWRA.L
- 1D
- -0.08%
- 1M
- 2.49%
- YTD
- 11.59%
- 6M
- 12.74%
- 1Y
- 28.27%
- 3Y*
- 21.09%
- 5Y*
- 11.25%
- 10Y*
- —
VDST.L
- 1D
- 0.04%
- 1M
- 0.30%
- YTD
- 1.46%
- 6M
- 1.77%
- 1Y
- 3.95%
- 3Y*
- 4.71%
- 5Y*
- 3.36%
- 10Y*
- —
VWRA.L vs. VDST.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VWRA.L Vanguard FTSE All-World UCITS ETF USD Accumulating | 11.59% | 22.45% | 17.65% | 22.28% | -18.11% | 18.46% | 13.05% |
VDST.L Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating | 1.46% | 4.26% | 5.24% | 4.98% | 0.95% | 0.01% | 0.03% |
Correlation
The correlation between VWRA.L and VDST.L is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2020 | 0.00 |
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Return for Risk
VWRA.L vs. VDST.L — Risk / Return Rank
VWRA.L
VDST.L
VWRA.L vs. VDST.L - 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 U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating (VDST.L). 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 | VDST.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -7.00 | ||
| Sortino ratioReturn per unit of downside risk | -18.76 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 4.88 | -3.46 |
| Calmar ratioReturn relative to maximum drawdown | 3.25 | 36.06 | -32.81 |
| Martin ratioReturn relative to average drawdown | 13.63 | 244.57 | -230.94 |
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 | VDST.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.31 | 9.31 | -7.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 8.05 | -7.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 7.83 | -7.05 |
Drawdowns
VWRA.L vs. VDST.L - Drawdown Comparison
The maximum VWRA.L drawdown since its inception was -33.62%, which is greater than VDST.L's maximum drawdown of -0.36%. Use the drawdown chart below to compare losses from any high point for VWRA.L and VDST.L.
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Drawdown Indicators
| VWRA.L | VDST.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.62% | -0.36% | -33.26% |
Max Drawdown (1Y)Largest decline over 1 year | -8.78% | -0.11% | -8.67% |
Max Drawdown (3Y)Largest decline over 3 years | -16.26% | -0.15% | -16.11% |
Max Drawdown (5Y)Largest decline over 5 years | -26.06% | -0.36% | -25.70% |
Current DrawdownCurrent decline from peak | -0.75% | 0.00% | -0.75% |
Average DrawdownAverage peak-to-trough decline | -5.39% | -0.03% | -5.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.10% | 0.02% | +2.08% |
Volatility
VWRA.L vs. VDST.L - Volatility Comparison
Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) has a higher volatility of 3.87% compared to Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating (VDST.L) at 0.12%. This indicates that VWRA.L's price experiences larger fluctuations and is considered to be riskier than VDST.L 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 | VDST.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.87% | 0.12% | +3.75% |
Volatility (6M)Calculated over the trailing 6-month period | 9.78% | 0.33% | +9.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.36% | 0.42% | +11.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.36% | 0.47% | +14.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.28% | 0.46% | +16.82% |
VWRA.L vs. VDST.L - Expense Ratio Comparison
VWRA.L has a 0.22% expense ratio, which is higher than VDST.L's 0.05% 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. VDST.L - Dividend Comparison
Neither VWRA.L nor VDST.L has paid dividends to shareholders.
Frequently Asked Questions
VWRA.L and VDST.L have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VDST.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VDST.L is cheaper with a 0.05% expense ratio, compared with 0.22% for VWRA.L.
VWRA.L is categorized as Global Equities, while VDST.L is Government Bonds. VWRA.L tracks FTSE All-World Index, while VDST.L tracks Bloomberg Short Treasury Index. Their fees differ too: 0.22% for VWRA.L and 0.05% for VDST.L.
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