VWRD.L vs. OXLC
VWRD.L (Vanguard FTSE All-World UCITS ETF) is Global Equities fund tracking the FTSE All-World Index, while OXLC (Oxford Lane Capital Corp.) is a stock. Over the past 10 years, VWRD.L returned 12.94%/yr vs 3.38%/yr for OXLC. At a 0.25 correlation, their price movements are largely independent.
Performance
VWRD.L vs. OXLC - Performance Comparison
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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 OXLC's -27.84% return. Over the past 10 years, VWRD.L has outperformed OXLC with an annualized return of 12.94%, while OXLC has yielded a comparatively lower 3.38% 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%
OXLC
- 1D
- -1.41%
- 1M
- -8.51%
- YTD
- -27.84%
- 6M
- -21.18%
- 1Y
- -42.28%
- 3Y*
- -9.70%
- 5Y*
- -7.86%
- 10Y*
- 3.38%
VWRD.L vs. OXLC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
OXLC Oxford Lane Capital Corp. | -27.84% | -24.38% | 24.58% | 16.52% | -24.15% | 59.91% | -15.79% | -0.98% | 12.86% | 13.47% |
Correlation
The correlation between VWRD.L and OXLC is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since May 22, 2012 | 0.25 |
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Return for Risk
VWRD.L vs. OXLC — Risk / Return Rank
VWRD.L
OXLC
VWRD.L vs. OXLC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF (VWRD.L) and Oxford Lane Capital Corp. (OXLC). 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.L | OXLC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.24 | ||
| Sortino ratioReturn per unit of downside risk | +4.73 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 0.77 | +0.60 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | -0.81 | +3.72 |
| Martin ratioReturn relative to average drawdown | 11.88 | -1.47 | +13.35 |
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Drawdowns
VWRD.L vs. OXLC - Drawdown Comparison
The maximum VWRD.L drawdown since its inception was -33.83%, smaller than the maximum OXLC drawdown of -74.58%. Use the drawdown chart below to compare losses from any high point for VWRD.L and OXLC.
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Drawdown Indicators
| VWRD.L | OXLC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.83% | -74.58% | +40.75% |
Max Drawdown (1Y)Largest decline over 1 year | -8.80% | -52.18% | +43.38% |
Max Drawdown (3Y)Largest decline over 3 years | -16.25% | -57.17% | +40.92% |
Max Drawdown (5Y)Largest decline over 5 years | -26.02% | -57.17% | +31.15% |
Max Drawdown (10Y)Largest decline over 10 years | -33.83% | -74.58% | +40.75% |
Current DrawdownCurrent decline from peak | -1.99% | -48.31% | +46.32% |
Average DrawdownAverage peak-to-trough decline | -4.51% | -14.02% | +9.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 28.82% | -26.66% |
Volatility
VWRD.L vs. OXLC - Volatility Comparison
The current volatility for Vanguard FTSE All-World UCITS ETF (VWRD.L) is 4.40%, while Oxford Lane Capital Corp. (OXLC) has a volatility of 5.90%. This indicates that VWRD.L experiences smaller price fluctuations and is considered to be less risky than OXLC 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 | OXLC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 5.90% | -1.50% |
Volatility (6M)Calculated over the trailing 6-month period | 10.29% | 27.68% | -17.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.77% | 34.41% | -21.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.38% | 25.92% | -10.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.73% | 42.48% | -26.75% |
Dividends
VWRD.L vs. OXLC - Dividend Comparison
VWRD.L's dividend yield for the trailing twelve months is around 1.25%, less than OXLC's 50.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OXLC Oxford Lane Capital Corp. | 50.72% | 35.86% | 20.12% | 18.83% | 17.75% | 10.51% | 22.46% | 19.85% | 16.70% | 17.91% | 22.84% | 24.10% |
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 OXLC have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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