VWRD.L vs. 4I1.DE

Last updated Jun 5, 2026

VWRD.L (Vanguard FTSE All-World UCITS ETF) is Global Equities fund tracking the FTSE All-World Index, while 4I1.DE (Philip Morris International Inc) is a stock. Over the past 5 years, VWRD.L returned 11.25%/yr vs 17.22%/yr for 4I1.DE. At a 0.23 correlation, their price movements are largely independent.

Performance

VWRD.L vs. 4I1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE All-World UCITS ETF (VWRD.L) and Philip Morris International Inc (4I1.DE). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

VWRD.L is traded in USD, while 4I1.DE is traded in EUR. To make them comparable, the 4I1.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VWRD.L achieves a 11.63% return, which is significantly higher than 4I1.DE's 10.31% return.

VWRD.L

• 1D: -0.10%
• 1M: 4.28%
• YTD: 11.63%
• 6M: 13.01%
• 1Y: 28.61%
• 3Y*: 21.10%
• 5Y*: 11.25%
• 10Y*: 12.64%

4I1.DE

• 1D: -0.01%
• 1M: 6.49%
• YTD: 10.31%
• 6M: 22.33%
• 1Y: 0.76%
• 3Y*: 29.86%
• 5Y*: 17.22%
• 10Y*: —

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

VWRD.L vs. 4I1.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
VWRD.L Vanguard FTSE All-World UCITS ETF	11.63%	22.38%	17.65%	22.31%	-18.19%	18.52%	16.13%	3.73%
4I1.DE Philip Morris International Inc	10.31%	38.42%	33.50%	-1.89%	11.31%	19.01%	3.72%	1.30%

Correlation

The correlation between VWRD.L and 4I1.DE is -0.09, 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	-0.09
Correlation (3Y) Calculated over the trailing 3-year period	0.06
Correlation (5Y) Calculated over the trailing 5-year period	0.17
Correlation (All Time) Calculated using the full available price history since Nov 21, 2019	0.23

The correlation between VWRD.L and 4I1.DE shifts across timeframes, from -0.09 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.

Return for Risk

VWRD.L vs. 4I1.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VWRD.L

VWRD.L Risk / Return Rank: 72
VWRD.L Sharpe Ratio Rank: 72
VWRD.L Sortino Ratio Rank: 77
VWRD.L Omega Ratio Rank: 73
VWRD.L Calmar Ratio Rank: 66
VWRD.L Martin Ratio Rank: 73

4I1.DE

4I1.DE Risk / Return Rank: 37
4I1.DE Sharpe Ratio Rank: 40
4I1.DE Sortino Ratio Rank: 34
4I1.DE Omega Ratio Rank: 34
4I1.DE Calmar Ratio Rank: 39
4I1.DE Martin Ratio Rank: 39

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.

VWRD.L vs. 4I1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF (VWRD.L) and Philip Morris International Inc (4I1.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.

	VWRD.L	4I1.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.30	0.03	+2.27
Sortino ratio: Return per unit of downside risk	3.40	0.24	+3.17
Omega ratio: Gain probability vs. loss probability	1.43	1.03	+0.40
Calmar ratio: Return relative to maximum drawdown	3.24	0.04	+3.20
Martin ratio: Return relative to average drawdown	13.61	0.07	+13.54
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VWRD.L vs. 4I1.DE - Sharpe Ratio Comparison

The current VWRD.L Sharpe Ratio is 2.30, which is higher than the 4I1.DE Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of VWRD.L and 4I1.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.

Sharpe Ratios by Period

	VWRD.L	4I1.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.30	0.03	+2.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.73	0.76	-0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.80	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.82	0.71	+0.11

Drawdowns

VWRD.L vs. 4I1.DE - Drawdown Comparison

The maximum VWRD.L drawdown since its inception was -33.83%, which is greater than 4I1.DE's maximum drawdown of -29.67%. Use the drawdown chart below to compare losses from any high point for VWRD.L and 4I1.DE.

Drawdown Indicators

	VWRD.L	4I1.DE	Difference
Max Drawdown Largest peak-to-trough decline	-33.83%	-29.67%	-4.16%
Max Drawdown (1Y) Largest decline over 1 year	-8.80%	-21.05%	+12.25%
Max Drawdown (3Y) Largest decline over 3 years	-16.25%	-21.05%	+4.80%
Max Drawdown (5Y) Largest decline over 5 years	-26.02%	-21.83%	-4.19%
Max Drawdown (10Y) Largest decline over 10 years	-33.83%	—	—
Current Drawdown Current decline from peak	-0.78%	-8.06%	+7.28%
Average Drawdown Average peak-to-trough decline	-4.62%	-7.56%	+2.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.10%	10.81%	-8.71%

Volatility

VWRD.L vs. 4I1.DE - Volatility Comparison

The current volatility for Vanguard FTSE All-World UCITS ETF (VWRD.L) is 3.88%, while Philip Morris International Inc (4I1.DE) has a volatility of 9.29%. This indicates that VWRD.L experiences smaller price fluctuations and is considered to be less risky than 4I1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VWRD.L	4I1.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.88%	9.29%	-5.41%
Volatility (6M) Calculated over the trailing 6-month period	9.80%	21.05%	-11.25%
Volatility (1Y) Calculated over the trailing 1-year period	12.39%	28.94%	-16.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.32%	23.00%	-7.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.72%	24.74%	-9.02%

Dividends

VWRD.L vs. 4I1.DE - Dividend Comparison

VWRD.L's dividend yield for the trailing twelve months is around 1.24%, less than 4I1.DE's 2.79% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
4I1.DE Philip Morris International Inc	2.79%	3.07%	3.66%	4.81%	4.46%	4.33%	5.32%	1.20%	0.00%	0.00%	0.00%	0.00%
VWRD.L Vanguard FTSE All-World UCITS ETF	1.24%	1.38%	1.52%	1.69%	2.05%	1.48%	1.47%	1.88%	2.29%	1.82%	2.04%	2.07%

Frequently Asked Questions

Can I hold both VWRD.L and 4I1.DE in my portfolio?

VWRD.L and 4I1.DE have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.