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

VWRD.L vs. TSCO.L

Last updated Jun 13, 2026

VWRD.L (Vanguard FTSE All-World UCITS ETF) is Global Equities fund tracking the FTSE All-World Index, while TSCO.L (Tesco PLC) is a stock. Over the past 10 years, VWRD.L returned 12.94%/yr vs 15.39%/yr for TSCO.L. At a 0.37 correlation, their price movements are largely independent.

Performance

VWRD.L vs. TSCO.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 Tesco PLC (TSCO.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VWRD.L is traded in USD, while TSCO.L is traded in GBp. To make them comparable, the TSCO.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VWRD.L achieves a 10.27% return, which is significantly higher than TSCO.L's 8.86% return. Over the past 10 years, VWRD.L has underperformed TSCO.L with an annualized return of 12.94%, while TSCO.L has yielded a comparatively higher 15.39% 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%

TSCO.L

1D
0.71%
1M
3.54%
YTD
8.86%
6M
9.85%
1Y
22.72%
3Y*
28.84%
5Y*
18.74%
10Y*
15.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWRD.L vs. TSCO.L - 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%
TSCO.L
Tesco PLC		8.86%33.84%29.58%41.90%-27.47%29.14%-2.47%43.70%-12.92%11.38%

Correlation

The correlation between VWRD.L and TSCO.L is 0.07, 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

0.07

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

0.16

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

0.30

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

0.32

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

0.37

Over the past year, the correlation between VWRD.L and TSCO.L has dropped to 0.07 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

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Vanguard FTSE All-World UCITS ETF

Tesco 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 TSCO.L:
TSCO.L vs. AV.LTSCO.L vs. NWG.LTSCO.L vs. JSAIYTSCO.L vs. WMTTSCO.L vs. UGLTSCO.L vs. VWRP.LTSCO.L vs. MSFT

Return for Risk

VWRD.L vs. TSCO.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: 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
TSCO.L
TSCO.L Risk / Return Rank: 7474
Overall Rank
TSCO.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
TSCO.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
TSCO.L Omega Ratio Rank: 7171
Omega Ratio Rank
TSCO.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
TSCO.L Martin Ratio Rank: 7676
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. TSCO.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 Tesco PLC (TSCO.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.LTSCO.LDifference
Sharpe ratioReturn per unit of total volatility
2.01
1.02

+0.99

Sortino ratioReturn per unit of downside risk
3.00
1.49

+1.51

Omega ratioGain probability vs. loss probability

1.37

1.19

+0.18

Calmar ratioReturn relative to maximum drawdown

2.91

1.80

+1.11

Martin ratioReturn relative to average drawdown

11.88

4.52

+7.37

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

The current VWRD.L Sharpe Ratio is 2.01, which is higher than the TSCO.L Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of VWRD.L and TSCO.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. TSCO.L - Drawdown Comparison

The maximum VWRD.L drawdown since its inception was -33.83%, smaller than the maximum TSCO.L drawdown of -74.47%. Use the drawdown chart below to compare losses from any high point for VWRD.L and TSCO.L.

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Drawdown Indicators

VWRD.LTSCO.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.83%

-74.47%

+40.64%

Max Drawdown (1Y)

Largest decline over 1 year

-8.80%

-12.57%

+3.77%

Max Drawdown (3Y)

Largest decline over 3 years

-16.25%

-18.60%

+2.35%

Max Drawdown (5Y)

Largest decline over 5 years

-26.02%

-44.50%

+18.48%

Max Drawdown (10Y)

Largest decline over 10 years

-33.83%

-44.50%

+10.67%

Current Drawdown

Current decline from peak

-1.99%

-4.25%

+2.26%

Average Drawdown

Average peak-to-trough decline

-4.51%

-44.23%

+39.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

5.01%

-2.85%

Volatility

VWRD.L vs. TSCO.L - Volatility Comparison

The current volatility for Vanguard FTSE All-World UCITS ETF (VWRD.L) is 4.40%, while Tesco PLC (TSCO.L) has a volatility of 7.39%. This indicates that VWRD.L experiences smaller price fluctuations and is considered to be less risky than TSCO.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.LTSCO.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

7.39%

-2.99%

Volatility (6M)

Calculated over the trailing 6-month period

10.29%

17.39%

-7.10%

Volatility (1Y)

Calculated over the trailing 1-year period

12.77%

22.26%

-9.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.38%

22.36%

-6.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.73%

24.97%

-9.24%

Dividends

VWRD.L vs. TSCO.L - Dividend Comparison

VWRD.L's dividend yield for the trailing twelve months is around 1.25%, less than TSCO.L's 3.07% yield.

PositionTTM20252024202320222021202020192018201720162015
TSCO.L
Tesco PLC		3.07%3.23%3.39%3.75%5.15%20.72%4.19%2.64%1.93%0.48%0.00%0.00%
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 TSCO.L have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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