VWRD.L vs. ^GSPC
VWRD.L (Vanguard FTSE All-World UCITS ETF) is Global Equities fund tracking the FTSE All-World Index, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, VWRD.L returned 12.94%/yr vs 13.61%/yr for ^GSPC. A 0.58 correlation means they provide meaningful diversification when combined.
Performance
VWRD.L vs. ^GSPC - Performance Comparison
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Returns By Period
In the year-to-date period, VWRD.L achieves a 10.27% return, which is significantly higher than ^GSPC's 8.56% return. Over the past 10 years, VWRD.L has underperformed ^GSPC with an annualized return of 12.94%, while ^GSPC has yielded a comparatively higher 13.61% annualized return.
VWRD.L
- 1D
- 2.38%
- 1M
- 0.88%
- YTD
- 10.27%
- 6M
- 11.90%
- 1Y
- 25.73%
- 3Y*
- 19.78%
- 5Y*
- 10.91%
- 10Y*
- 12.94%
^GSPC
- 1D
- 0.50%
- 1M
- -0.17%
- YTD
- 8.56%
- 6M
- 8.85%
- 1Y
- 22.93%
- 3Y*
- 19.37%
- 5Y*
- 11.84%
- 10Y*
- 13.61%
VWRD.L vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VWRD.L Vanguard FTSE All-World UCITS ETF | 10.27% | 22.39% | 17.65% | 22.31% | -18.19% | 18.52% | 16.13% | 25.67% | -9.70% | 24.35% |
^GSPC S&P 500 Index | 8.56% | 16.39% | 23.31% | 24.23% | -19.44% | 26.89% | 16.26% | 28.88% | -6.24% | 19.42% |
Correlation
The correlation between VWRD.L and ^GSPC is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since May 22, 2012 | 0.58 |
The correlation between VWRD.L and ^GSPC shifts across timeframes, from 0.58 (3 years) to 0.69 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VWRD.L vs. ^GSPC — Risk / Return Rank
VWRD.L
^GSPC
VWRD.L vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF (VWRD.L) and S&P 500 Index (^GSPC). 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.
| VWRD.L | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.34 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | 2.53 | +0.38 |
| Martin ratioReturn relative to average drawdown | 11.88 | 11.37 | +0.51 |
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Drawdowns
VWRD.L vs. ^GSPC - Drawdown Comparison
The maximum VWRD.L drawdown since its inception was -33.83%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for VWRD.L and ^GSPC.
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Drawdown Indicators
| VWRD.L | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.83% | -56.78% | +22.95% |
Max Drawdown (1Y)Largest decline over 1 year | -8.80% | -9.10% | +0.30% |
Max Drawdown (3Y)Largest decline over 3 years | -16.25% | -18.90% | +2.65% |
Max Drawdown (5Y)Largest decline over 5 years | -26.02% | -25.43% | -0.59% |
Max Drawdown (10Y)Largest decline over 10 years | -33.83% | -33.92% | +0.09% |
Current DrawdownCurrent decline from peak | -1.99% | -2.34% | +0.35% |
Average DrawdownAverage peak-to-trough decline | -4.51% | -10.72% | +6.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 2.02% | +0.14% |
Volatility
VWRD.L vs. ^GSPC - Volatility Comparison
Vanguard FTSE All-World UCITS ETF (VWRD.L) and S&P 500 Index (^GSPC) have volatilities of 4.40% and 4.43%, 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
| VWRD.L | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 4.43% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 10.29% | 9.70% | +0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.77% | 12.38% | +0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.38% | 16.97% | -1.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.73% | 18.09% | -2.36% |
Frequently Asked Questions
VWRD.L and ^GSPC have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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