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VWRL.AS vs. GGRG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VWRL.AS vs. GGRG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE All-World UCITS ETF (USD) Distributing (VWRL.AS) and WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VWRL.AS is traded in EUR, while GGRG.L is traded in GBp. To make them comparable, the GGRG.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, VWRL.AS achieves a 13.10% return, which is significantly higher than GGRG.L's 6.06% return.


VWRL.AS

1D
-0.42%
1M
6.19%
YTD
13.10%
6M
13.88%
1Y
26.87%
3Y*
18.01%
5Y*
12.33%
10Y*
12.48%

GGRG.L

1D
0.00%
1M
4.11%
YTD
6.06%
6M
6.79%
1Y
14.87%
3Y*
10.40%
5Y*
9.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWRL.AS vs. GGRG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VWRL.AS
Vanguard FTSE All-World UCITS ETF (USD) Distributing
13.10%8.40%25.57%18.07%-13.65%28.52%6.31%27.76%-4.68%8.95%
GGRG.L
WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc
6.06%2.70%16.46%13.91%-8.37%28.76%6.42%38.07%-6.55%12.91%

Correlation

The correlation between VWRL.AS and GGRG.L is 0.75, 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

0.75

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

0.82

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

0.83

Correlation (All Time)
Calculated using the full available price history since Jun 9, 2016

0.84

The correlation between VWRL.AS and GGRG.L has been stable across timeframes, ranging from 0.75 to 0.84 - a consistent structural relationship.

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Return for Risk

VWRL.AS vs. GGRG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VWRL.AS
VWRL.AS Risk / Return Rank: 7575
Overall Rank
VWRL.AS Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VWRL.AS Sortino Ratio Rank: 7272
Sortino Ratio Rank
VWRL.AS Omega Ratio Rank: 7474
Omega Ratio Rank
VWRL.AS Calmar Ratio Rank: 7878
Calmar Ratio Rank
VWRL.AS Martin Ratio Rank: 8282
Martin Ratio Rank

GGRG.L
GGRG.L Risk / Return Rank: 4646
Overall Rank
GGRG.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
GGRG.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
GGRG.L Omega Ratio Rank: 4848
Omega Ratio Rank
GGRG.L Calmar Ratio Rank: 4141
Calmar Ratio Rank
GGRG.L Martin Ratio Rank: 4848
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.

VWRL.AS vs. GGRG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF (USD) Distributing (VWRL.AS) and WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.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.


VWRL.ASGGRG.LDifference
Sharpe ratioReturn per unit of total volatility

+1.09

Sortino ratioReturn per unit of downside risk

+1.44

Omega ratioGain probability vs. loss probability

1.45

1.24

+0.21

Calmar ratioReturn relative to maximum drawdown

4.06

1.84

+2.22

Martin ratioReturn relative to average drawdown

16.76

7.21

+9.55

VWRL.AS vs. GGRG.L - Sharpe Ratio Comparison

The current VWRL.AS Sharpe Ratio is 2.38, which is higher than the GGRG.L Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of VWRL.AS and GGRG.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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Sharpe Ratios by Period


VWRL.ASGGRG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.38

1.29

+1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.70

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.81

-0.04

Drawdowns

VWRL.AS vs. GGRG.L - Drawdown Comparison

The maximum VWRL.AS drawdown since its inception was -33.27%, which is greater than GGRG.L's maximum drawdown of -29.78%. Use the drawdown chart below to compare losses from any high point for VWRL.AS and GGRG.L.


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Drawdown Indicators


VWRL.ASGGRG.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.27%

-29.78%

-3.49%

Max Drawdown (1Y)

Largest decline over 1 year

-6.53%

-8.05%

+1.52%

Max Drawdown (3Y)

Largest decline over 3 years

-21.00%

-18.69%

-2.31%

Max Drawdown (5Y)

Largest decline over 5 years

-21.00%

-18.69%

-2.31%

Max Drawdown (10Y)

Largest decline over 10 years

-33.27%

Current Drawdown

Current decline from peak

-0.42%

0.00%

-0.42%

Average Drawdown

Average peak-to-trough decline

-4.38%

-3.66%

-0.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.59%

2.06%

-0.47%

Volatility

VWRL.AS vs. GGRG.L - Volatility Comparison

Vanguard FTSE All-World UCITS ETF (USD) Distributing (VWRL.AS) has a higher volatility of 3.23% compared to WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L) at 2.26%. This indicates that VWRL.AS's price experiences larger fluctuations and is considered to be riskier than GGRG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWRL.ASGGRG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.23%

2.26%

+0.97%

Volatility (6M)

Calculated over the trailing 6-month period

8.02%

7.98%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

11.20%

11.53%

-0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.70%

12.87%

+0.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.82%

14.08%

+0.74%

VWRL.AS vs. GGRG.L - Expense Ratio Comparison

VWRL.AS has a 0.19% expense ratio, which is lower than GGRG.L's 0.38% expense ratio.


Dividends

VWRL.AS vs. GGRG.L - Dividend Comparison

VWRL.AS's dividend yield for the trailing twelve months is around 1.24%, while GGRG.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GGRG.L
WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VWRL.AS
Vanguard FTSE All-World UCITS ETF (USD) Distributing
1.24%1.42%1.47%1.74%2.10%1.43%1.56%1.89%2.24%1.93%1.95%2.03%

Frequently Asked Questions


VWRL.AS and GGRG.L have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VWRL.AS is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VWRL.AS is cheaper with a 0.19% expense ratio, compared with 0.38% for GGRG.L.

VWRL.AS tracks FTSE All-World Index, while GGRG.L tracks WisdomTree Global Developed Quality Dividend Growth. They also come from different issuers: Vanguard and WisdomTree. Their fees differ too: 0.19% for VWRL.AS and 0.38% for GGRG.L.

Portfolio Optimizer

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