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

VWRD.L vs. RYCEY

Last updated Jun 13, 2026

VWRD.L (Vanguard FTSE All-World UCITS ETF) is Global Equities fund tracking the FTSE All-World Index, while RYCEY (Rolls-Royce Holdings plc) is a stock. Over the past 10 years, VWRD.L returned 12.94%/yr vs 8.49%/yr for RYCEY. At a 0.40 correlation, their price movements are largely independent.

Performance

VWRD.L vs. RYCEY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE All-World UCITS ETF (VWRD.L) and Rolls-Royce Holdings plc (RYCEY). 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 lower than RYCEY's 12.43% return. Over the past 10 years, VWRD.L has outperformed RYCEY with an annualized return of 12.94%, while RYCEY has yielded a comparatively lower 8.49% 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%

RYCEY

1D
1.79%
1M
7.56%
YTD
12.43%
6M
19.66%
1Y
46.06%
3Y*
113.04%
5Y*
61.46%
10Y*
8.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWRD.L vs. RYCEY - 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%
RYCEY
Rolls-Royce Holdings plc		12.43%123.64%88.21%253.27%-33.95%2.53%-82.05%-12.69%-7.35%40.70%

Correlation

The correlation between VWRD.L and RYCEY is 0.51, 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

0.51

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

0.40

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

0.43

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

0.40

Correlation (All Time)
Calculated using the full available price history since Jul 7, 2014

0.40

The correlation between VWRD.L and RYCEY shifts across timeframes, from 0.40 (10 years) to 0.51 (1 year), reflecting how their relationship changes across market environments.

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Vanguard FTSE All-World UCITS ETF

Rolls-Royce Holdings plc

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. SPY
Often compared with RYCEY:
RYCEY vs. RR.LRYCEY vs. SMRRYCEY vs. RHM.DERYCEY vs. SPYRYCEY vs. BAESYRYCEY vs. VOORYCEY vs. AAPL

Return for Risk

VWRD.L vs. RYCEY — 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
RYCEY
RYCEY Risk / Return Rank: 7777
Overall Rank
RYCEY Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
RYCEY Sortino Ratio Rank: 7575
Sortino Ratio Rank
RYCEY Omega Ratio Rank: 7373
Omega Ratio Rank
RYCEY Calmar Ratio Rank: 7878
Calmar Ratio Rank
RYCEY Martin Ratio Rank: 8080
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. RYCEY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF (VWRD.L) and Rolls-Royce Holdings plc (RYCEY). 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.LRYCEYDifference
Sharpe ratioReturn per unit of total volatility
2.01
1.22

+0.78

Sortino ratioReturn per unit of downside risk
3.00
1.90

+1.11

Omega ratioGain probability vs. loss probability

1.37

1.23

+0.14

Calmar ratioReturn relative to maximum drawdown

2.91

2.13

+0.78

Martin ratioReturn relative to average drawdown

11.88

5.98

+5.91

VWRD.L vs. RYCEY - Sharpe Ratio Comparison

The current VWRD.L Sharpe Ratio is 2.01, which is higher than the RYCEY Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of VWRD.L and RYCEY, 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. RYCEY - Drawdown Comparison

The maximum VWRD.L drawdown since its inception was -33.83%, smaller than the maximum RYCEY drawdown of -99.07%. Use the drawdown chart below to compare losses from any high point for VWRD.L and RYCEY.

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Drawdown Indicators

VWRD.LRYCEYDifference

Max Drawdown

Largest peak-to-trough decline

-33.83%

-99.07%

+65.24%

Max Drawdown (1Y)

Largest decline over 1 year

-8.80%

-21.75%

+12.95%

Max Drawdown (3Y)

Largest decline over 3 years

-16.25%

-23.37%

+7.12%

Max Drawdown (5Y)

Largest decline over 5 years

-26.02%

-62.01%

+35.99%

Max Drawdown (10Y)

Largest decline over 10 years

-33.83%

-94.64%

+60.81%

Current Drawdown

Current decline from peak

-1.99%

-77.68%

+75.69%

Average Drawdown

Average peak-to-trough decline

-4.51%

-84.15%

+79.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

7.73%

-5.57%

Volatility

VWRD.L vs. RYCEY - Volatility Comparison

The current volatility for Vanguard FTSE All-World UCITS ETF (VWRD.L) is 4.40%, while Rolls-Royce Holdings plc (RYCEY) has a volatility of 12.00%. This indicates that VWRD.L experiences smaller price fluctuations and is considered to be less risky than RYCEY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VWRD.LRYCEYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

12.00%

-7.60%

Volatility (6M)

Calculated over the trailing 6-month period

10.29%

32.70%

-22.41%

Volatility (1Y)

Calculated over the trailing 1-year period

12.77%

37.88%

-25.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.38%

43.48%

-28.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.73%

49.35%

-33.62%

Dividends

VWRD.L vs. RYCEY - Dividend Comparison

VWRD.L's dividend yield for the trailing twelve months is around 1.25%, more than RYCEY's 0.72% yield.

PositionTTM20252024202320222021202020192018201720162015
RYCEY
Rolls-Royce Holdings plc		0.72%0.86%0.00%0.00%0.00%0.00%5.51%1.56%1.32%1.55%4.19%14.44%
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 RYCEY have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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