PortfoliosLab logoPortfoliosLab logo
VWRD.L vs. IB01.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VWRD.L vs. IB01.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE All-World UCITS ETF (VWRD.L) and iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, VWRD.L achieves a 11.63% return, which is significantly higher than IB01.L's 1.45% 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%

IB01.L

1D
0.03%
1M
0.28%
YTD
1.45%
6M
1.75%
1Y
3.98%
3Y*
4.73%
5Y*
3.39%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWRD.L vs. IB01.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VWRD.L
Vanguard FTSE All-World UCITS ETF
11.63%22.38%17.65%22.31%-18.19%18.52%16.13%14.05%
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)
1.45%4.34%5.25%4.92%1.08%0.00%0.88%2.01%

Correlation

The correlation between VWRD.L and IB01.L is 0.02, 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

0.02

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

0.03

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

0.06

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2019

0.03

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VWRD.L vs. IB01.L — 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: 7272
Overall Rank
VWRD.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VWRD.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
VWRD.L Omega Ratio Rank: 7373
Omega Ratio Rank
VWRD.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
VWRD.L Martin Ratio Rank: 7373
Martin Ratio Rank

IB01.L
IB01.L Risk / Return Rank: 100100
Overall Rank
IB01.L Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
IB01.L Sortino Ratio Rank: 100100
Sortino Ratio Rank
IB01.L Omega Ratio Rank: 100100
Omega Ratio Rank
IB01.L Calmar Ratio Rank: 100100
Calmar Ratio Rank
IB01.L Martin Ratio Rank: 100100
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.

VWRD.L vs. IB01.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF (VWRD.L) and iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.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.


VWRD.LIB01.LDifference
Sharpe ratioReturn per unit of total volatility

-9.64

Sortino ratioReturn per unit of downside risk

-33.56

Omega ratioGain probability vs. loss probability

1.43

8.02

-6.59

Calmar ratioReturn relative to maximum drawdown

3.24

115.45

-112.21

Martin ratioReturn relative to average drawdown

13.61

569.86

-556.25

VWRD.L vs. IB01.L - Sharpe Ratio Comparison

The current VWRD.L Sharpe Ratio is 2.30, which is lower than the IB01.L Sharpe Ratio of 11.94. The chart below compares the historical Sharpe Ratios of VWRD.L and IB01.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


VWRD.LIB01.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.30

11.94

-9.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

9.24

-8.50

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

3.79

-2.97

Drawdowns

VWRD.L vs. IB01.L - Drawdown Comparison

The maximum VWRD.L drawdown since its inception was -33.83%, which is greater than IB01.L's maximum drawdown of -0.91%. Use the drawdown chart below to compare losses from any high point for VWRD.L and IB01.L.


Loading charts...

Drawdown Indicators


VWRD.LIB01.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.83%

-0.91%

-32.92%

Max Drawdown (1Y)

Largest decline over 1 year

-8.80%

-0.03%

-8.77%

Max Drawdown (3Y)

Largest decline over 3 years

-16.25%

-0.09%

-16.16%

Max Drawdown (5Y)

Largest decline over 5 years

-26.02%

-0.29%

-25.73%

Max Drawdown (10Y)

Largest decline over 10 years

-33.83%

Current Drawdown

Current decline from peak

-0.78%

0.00%

-0.78%

Average Drawdown

Average peak-to-trough decline

-4.62%

-0.08%

-4.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

0.01%

+2.09%

Volatility

VWRD.L vs. IB01.L - Volatility Comparison

Vanguard FTSE All-World UCITS ETF (VWRD.L) has a higher volatility of 3.88% compared to iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) at 0.10%. This indicates that VWRD.L's price experiences larger fluctuations and is considered to be riskier than IB01.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VWRD.LIB01.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

0.10%

+3.78%

Volatility (6M)

Calculated over the trailing 6-month period

9.80%

0.24%

+9.56%

Volatility (1Y)

Calculated over the trailing 1-year period

12.39%

0.33%

+12.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.32%

0.37%

+14.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.72%

0.72%

+15.00%

VWRD.L vs. IB01.L - Expense Ratio Comparison

VWRD.L has a 0.22% expense ratio, which is higher than IB01.L's 0.07% 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

VWRD.L vs. IB01.L - Dividend Comparison

VWRD.L's dividend yield for the trailing twelve months is around 1.24%, while IB01.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%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


VWRD.L and IB01.L have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IB01.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IB01.L is cheaper with a 0.07% expense ratio, compared with 0.22% for VWRD.L.

VWRD.L is categorized as Global Equities, while IB01.L is Government Bonds. VWRD.L tracks FTSE All-World Index, while IB01.L tracks ICE U.S. Treasury Short Bond Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.22% for VWRD.L and 0.07% for IB01.L.

Portfolio Optimizer

Find the right allocation for VWRD.L and IB01.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer