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VWRD.L vs. IDIN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VWRD.L vs. IDIN.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 Global Infrastructure UCITS ETF USD (Dist) (IDIN.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VWRD.L achieves a 9.73% return, which is significantly lower than IDIN.L's 13.89% return. Over the past 10 years, VWRD.L has outperformed IDIN.L with an annualized return of 12.31%, while IDIN.L has yielded a comparatively lower 7.27% annualized return.


VWRD.L

1D
-1.19%
1M
-1.94%
6M
7.66%
YTD
9.73%
1Y
21.37%
3Y*
18.36%
5Y*
10.72%
10Y*
12.31%

IDIN.L

1D
0.73%
1M
3.57%
6M
12.60%
YTD
13.89%
1Y
19.00%
3Y*
12.53%
5Y*
6.83%
10Y*
7.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
VWRD.L
Vanguard FTSE All-World UCITS ETF
9.73%22.39%17.65%22.31%-18.19%18.52%16.13%25.67%-9.70%24.35%
IDIN.L
iShares Global Infrastructure UCITS ETF USD (Dist)
13.89%12.97%8.79%-0.03%-5.92%17.16%-1.96%23.97%-2.04%14.86%

Correlation

The correlation between VWRD.L and IDIN.L is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

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

0.36

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

0.52

Correlation (10Y)
Calculated over the trailing 10-year period

0.59

Correlation (All Time)
Calculated using the full available price history since May 22, 2012

0.64

Over the past year, the correlation between VWRD.L and IDIN.L has dropped to 0.17 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.

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Return for Risk

VWRD.L vs. IDIN.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: 6565
Overall Rank
VWRD.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
VWRD.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
VWRD.L Omega Ratio Rank: 6363
Omega Ratio Rank
VWRD.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
VWRD.L Martin Ratio Rank: 6868
Martin Ratio Rank

IDIN.L
IDIN.L Risk / Return Rank: 7676
Overall Rank
IDIN.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IDIN.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
IDIN.L Omega Ratio Rank: 7070
Omega Ratio Rank
IDIN.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
IDIN.L Martin Ratio Rank: 7272
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. IDIN.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 Global Infrastructure UCITS ETF USD (Dist) (IDIN.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.

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.LIDIN.LDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.30

1.31

-0.01

Calmar ratioReturn relative to maximum drawdown

2.42

3.72

-1.30

Martin ratioReturn relative to average drawdown

9.62

9.70

-0.09

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

The current VWRD.L Sharpe Ratio is 1.65, which is comparable to the IDIN.L Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of VWRD.L and IDIN.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.


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Drawdowns

VWRD.L vs. IDIN.L - Drawdown Comparison

The maximum VWRD.L drawdown since its inception was -33.83%, smaller than the maximum IDIN.L drawdown of -49.57%. Use the drawdown chart below to compare losses from any high point for VWRD.L and IDIN.L.


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Drawdown Indicators


VWRD.LIDIN.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.83%

-49.57%

+15.74%

Max Drawdown (1Y)

Largest decline over 1 year

-8.80%

-5.08%

-3.72%

Max Drawdown (3Y)

Largest decline over 3 years

-16.25%

-14.86%

-1.39%

Max Drawdown (5Y)

Largest decline over 5 years

-26.02%

-22.69%

-3.33%

Max Drawdown (10Y)

Largest decline over 10 years

-33.83%

-34.86%

+1.03%

Current Drawdown

Current decline from peak

-2.47%

0.00%

-2.47%

Average Drawdown

Average peak-to-trough decline

-4.49%

-11.72%

+7.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

1.95%

+0.27%

Volatility

VWRD.L vs. IDIN.L - Volatility Comparison

Vanguard FTSE All-World UCITS ETF (VWRD.L) has a higher volatility of 3.41% compared to iShares Global Infrastructure UCITS ETF USD (Dist) (IDIN.L) at 2.45%. This indicates that VWRD.L's price experiences larger fluctuations and is considered to be riskier than IDIN.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.LIDIN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.41%

2.45%

+0.96%

Volatility (6M)

Calculated over the trailing 6-month period

10.68%

8.83%

+1.85%

Volatility (1Y)

Calculated over the trailing 1-year period

12.95%

10.60%

+2.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.42%

13.51%

+1.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.58%

14.39%

+1.19%

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

VWRD.L has a 0.22% expense ratio, which is lower than IDIN.L's 0.65% expense ratio.


Dividends

VWRD.L vs. IDIN.L - Dividend Comparison

VWRD.L's dividend yield for the trailing twelve months is around 1.29%, less than IDIN.L's 2.01% yield.


PositionTTM20252024202320222021202020192018201720162015
IDIN.L
iShares Global Infrastructure UCITS ETF USD (Dist)
2.01%2.20%2.36%2.37%2.11%1.93%2.08%2.05%2.34%2.60%2.80%3.20%
VWRD.L
Vanguard FTSE All-World UCITS ETF
1.29%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 IDIN.L have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VWRD.L is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VWRD.L is cheaper with a 0.22% expense ratio, compared with 0.65% for IDIN.L.

VWRD.L is categorized as Global Equities, while IDIN.L is Mid Cap Value Equities. VWRD.L tracks FTSE All-World Index, while IDIN.L tracks FTSE Global Core Infrastructure Index (USD). They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.22% for VWRD.L and 0.65% for IDIN.L.

Portfolio Optimizer

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