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

VWRD.L vs. IWV

Last updated Jun 13, 2026

VWRD.L (Vanguard FTSE All-World UCITS ETF) and IWV (iShares Russell 3000 ETF) are both exchange-traded funds - VWRD.L is a Global Equities fund tracking the FTSE All-World Index, while IWV is a Large Cap Blend Equities fund tracking the Russell 3000 Index. Both are passively managed. Over the past 10 years, VWRD.L returned 12.94%/yr vs 14.84%/yr for IWV. A 0.59 correlation means they provide meaningful diversification when combined. VWRD.L charges 0.22%/yr vs 0.20%/yr for IWV.

Performance

VWRD.L vs. IWV - 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 Russell 3000 ETF (IWV). 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 10.27% return, which is significantly higher than IWV's 9.30% return. Over the past 10 years, VWRD.L has underperformed IWV with an annualized return of 12.94%, while IWV has yielded a comparatively higher 14.84% 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%

IWV

1D
0.53%
1M
-0.32%
YTD
9.30%
6M
9.38%
1Y
25.70%
3Y*
20.32%
5Y*
12.07%
10Y*
14.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWRD.L vs. IWV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
IWV
iShares Russell 3000 ETF		9.30%16.96%23.49%25.82%-19.28%25.54%20.55%30.66%-5.43%20.97%

Correlation

The correlation between VWRD.L and IWV 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

0.60

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

0.60

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

0.60

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

0.59

The correlation between VWRD.L and IWV shifts across timeframes, from 0.59 (all time) to 0.69 (1 year), reflecting how their relationship changes across market environments.

VWRD.L vs. IWV - Sectors Allocation Comparison

Sectors
VWRD.L
IWV

Technology

30.2%
33.1%

Financial Services

16.1%
12.2%

Industrials

10.2%
9.6%

Consumer Cyclical

9.1%
10.2%

Communication Services

8.9%
10.5%

Healthcare

8.1%
9.1%

Consumer Defensive

4.9%
4.7%

Energy

4.3%
3.8%

Basic Materials

3.6%
2.2%

Utilities

2.9%
2.3%

Real Estate

1.6%
2.4%

Technology

VWRD.L
30.2%
IWV
33.1%

Financial Services

VWRD.L
16.1%
IWV
12.2%

Industrials

VWRD.L
10.2%
IWV
9.6%

Consumer Cyclical

VWRD.L
9.1%
IWV
10.2%

Communication Services

VWRD.L
8.9%
IWV
10.5%

Healthcare

VWRD.L
8.1%
IWV
9.1%

Consumer Defensive

VWRD.L
4.9%
IWV
4.7%

Energy

VWRD.L
4.3%
IWV
3.8%

Basic Materials

VWRD.L
3.6%
IWV
2.2%

Utilities

VWRD.L
2.9%
IWV
2.3%

Real Estate

VWRD.L
1.6%
IWV
2.4%

Compare stocks, funds, or ETFs

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

Vanguard FTSE All-World UCITS ETF

iShares Russell 3000 ETF

Often compared with VWRD.L:
VWRD.L vs. VWRP.LVWRD.L vs. IWDA.LVWRD.L vs. VOOVWRD.L vs. JEPQVWRD.L vs. JEPG.LVWRD.L vs. EGLN.LVWRD.L vs. JEPI
Often compared with IWV:
IWV vs. SPYIWV vs. VTIIWV vs. IWMIWV vs. ACWXIWV vs. VTHRIWV vs. IVVIWV vs. RSP

Return for Risk

VWRD.L vs. IWV — 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: 7878
Sortino Ratio Rank
VWRD.L Omega Ratio Rank: 7272
Omega Ratio Rank
VWRD.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
VWRD.L Martin Ratio Rank: 7373
Martin Ratio Rank
IWV
IWV Risk / Return Rank: 6868
Overall Rank
IWV Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
IWV Sortino Ratio Rank: 6767
Sortino Ratio Rank
IWV Omega Ratio Rank: 6868
Omega Ratio Rank
IWV Calmar Ratio Rank: 6262
Calmar Ratio Rank
IWV Martin Ratio Rank: 7575
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. IWV - 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 Russell 3000 ETF (IWV). 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.LIWVDifference
Sharpe ratioReturn per unit of total volatility
2.01
1.94

+0.07

Sortino ratioReturn per unit of downside risk
3.00
2.64

+0.36

Omega ratioGain probability vs. loss probability

1.37

1.35

+0.02

Calmar ratioReturn relative to maximum drawdown

2.91

2.74

+0.18

Martin ratioReturn relative to average drawdown

11.88

12.28

-0.40

VWRD.L vs. IWV - Sharpe Ratio Comparison

The current VWRD.L Sharpe Ratio is 2.01, which is comparable to the IWV Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of VWRD.L and IWV, 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. IWV - Drawdown Comparison

The maximum VWRD.L drawdown since its inception was -33.83%, smaller than the maximum IWV drawdown of -55.61%. Use the drawdown chart below to compare losses from any high point for VWRD.L and IWV.

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Drawdown Indicators

VWRD.LIWVDifference

Max Drawdown

Largest peak-to-trough decline

-33.83%

-55.61%

+21.78%

Max Drawdown (1Y)

Largest decline over 1 year

-8.80%

-8.89%

+0.09%

Max Drawdown (3Y)

Largest decline over 3 years

-16.25%

-19.28%

+3.03%

Max Drawdown (5Y)

Largest decline over 5 years

-26.02%

-25.11%

-0.91%

Max Drawdown (10Y)

Largest decline over 10 years

-33.83%

-35.22%

+1.39%

Current Drawdown

Current decline from peak

-1.99%

-2.09%

+0.10%

Average Drawdown

Average peak-to-trough decline

-4.51%

-10.58%

+6.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

1.98%

+0.18%

Volatility

VWRD.L vs. IWV - Volatility Comparison

Vanguard FTSE All-World UCITS ETF (VWRD.L) and iShares Russell 3000 ETF (IWV) have volatilities of 4.40% and 4.44%, 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.LIWVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

4.44%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

10.29%

9.75%

+0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

12.77%

12.57%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.38%

17.30%

-1.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.73%

18.43%

-2.70%

VWRD.L vs. IWV - Expense Ratio Comparison

VWRD.L has a 0.22% expense ratio, which is higher than IWV's 0.20% 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. IWV - Dividend Comparison

VWRD.L's dividend yield for the trailing twelve months is around 1.25%, more than IWV's 0.87% yield.

PositionTTM20252024202320222021202020192018201720162015
IWV
iShares Russell 3000 ETF		0.87%0.96%1.08%1.30%1.56%1.04%1.30%1.69%1.97%1.58%1.79%1.99%
VWRD.L
Vanguard FTSE All-World UCITS ETF		1.25%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 IWV 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.

On fees, IWV is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IWV is cheaper with a 0.20% expense ratio, compared with 0.22% for VWRD.L.

VWRD.L is categorized as Global Equities, while IWV is Large Cap Blend Equities. VWRD.L tracks FTSE All-World Index, while IWV tracks Russell 3000 Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.22% for VWRD.L and 0.20% for IWV.

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