VWRD.L vs. IB01.L
VWRD.L (Vanguard FTSE All-World UCITS ETF) and IB01.L (iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)) are both exchange-traded funds - VWRD.L is a Global Equities fund tracking the FTSE All-World Index, while IB01.L is a Government Bonds fund tracking the ICE U.S. Treasury Short Bond Index. Both are passively managed. Over the past 5 years, VWRD.L returned 11.25%/yr vs 3.39%/yr for IB01.L. At a 0.03 correlation, their price movements are largely independent. VWRD.L charges 0.22%/yr vs 0.07%/yr for IB01.L.
Performance
VWRD.L vs. IB01.L - Performance Comparison
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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*
- —
VWRD.L vs. IB01.L - 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% | 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 |
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Return for Risk
VWRD.L vs. IB01.L — Risk / Return Rank
VWRD.L
IB01.L
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.L | IB01.L | Difference | |
|---|---|---|---|
| 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 |
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
| VWRD.L | IB01.L | Difference | |
|---|---|---|---|
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.
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Drawdown Indicators
| VWRD.L | IB01.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.78% | 0.00% | -0.78% |
Average DrawdownAverage peak-to-trough decline | -4.62% | -0.08% | -4.54% |
Ulcer IndexDepth 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.
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Volatility by Period
| VWRD.L | IB01.L | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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