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VWRL.AS vs. IMAE.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VWRL.AS vs. IMAE.AS - 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 iShares Core MSCI Europe UCITS ETF EUR (Acc) (IMAE.AS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VWRL.AS achieves a 13.15% return, which is significantly higher than IMAE.AS's 9.68% return. Over the past 10 years, VWRL.AS has outperformed IMAE.AS with an annualized return of 12.81%, while IMAE.AS has yielded a comparatively lower 10.45% annualized return.


VWRL.AS

1D
-0.29%
1M
1.04%
YTD
13.15%
6M
13.39%
1Y
27.21%
3Y*
18.37%
5Y*
11.74%
10Y*
12.81%

IMAE.AS

1D
0.00%
1M
1.63%
YTD
9.68%
6M
10.15%
1Y
21.55%
3Y*
15.00%
5Y*
10.10%
10Y*
10.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWRL.AS vs. IMAE.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VWRL.AS
Vanguard FTSE All-World UCITS ETF (USD) Distributing
13.15%8.40%25.57%18.07%-13.65%28.52%6.31%27.76%-4.68%8.95%
IMAE.AS
iShares Core MSCI Europe UCITS ETF EUR (Acc)
9.68%19.74%8.89%15.99%-9.31%25.66%-3.06%25.45%-9.65%10.15%

Correlation

The correlation between VWRL.AS and IMAE.AS 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

0.72

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

0.78

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

0.82

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

0.83

The correlation between VWRL.AS and IMAE.AS shifts across timeframes, from 0.72 (3 years) to 0.83 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VWRL.AS vs. IMAE.AS — 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: 8585
Overall Rank
VWRL.AS Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
VWRL.AS Sortino Ratio Rank: 8484
Sortino Ratio Rank
VWRL.AS Omega Ratio Rank: 8484
Omega Ratio Rank
VWRL.AS Calmar Ratio Rank: 8585
Calmar Ratio Rank
VWRL.AS Martin Ratio Rank: 8888
Martin Ratio Rank

IMAE.AS
IMAE.AS Risk / Return Rank: 5656
Overall Rank
IMAE.AS Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IMAE.AS Sortino Ratio Rank: 5858
Sortino Ratio Rank
IMAE.AS Omega Ratio Rank: 5959
Omega Ratio Rank
IMAE.AS Calmar Ratio Rank: 5252
Calmar Ratio Rank
IMAE.AS Martin Ratio Rank: 5656
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. IMAE.AS - 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 iShares Core MSCI Europe UCITS ETF EUR (Acc) (IMAE.AS). 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.


VWRL.ASIMAE.ASDifference
Sharpe ratioReturn per unit of total volatility

+0.67

Sortino ratioReturn per unit of downside risk

+0.86

Omega ratioGain probability vs. loss probability

1.44

1.32

+0.12

Calmar ratioReturn relative to maximum drawdown

4.11

2.24

+1.87

Martin ratioReturn relative to average drawdown

16.63

8.54

+8.10

VWRL.AS vs. IMAE.AS - Sharpe Ratio Comparison

The current VWRL.AS Sharpe Ratio is 2.34, which is higher than the IMAE.AS Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of VWRL.AS and IMAE.AS, 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

VWRL.AS vs. IMAE.AS - Drawdown Comparison

The maximum VWRL.AS drawdown since its inception was -33.27%, smaller than the maximum IMAE.AS drawdown of -35.60%. Use the drawdown chart below to compare losses from any high point for VWRL.AS and IMAE.AS.


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Drawdown Indicators


VWRL.ASIMAE.ASDifference

Max Drawdown

Largest peak-to-trough decline

-33.27%

-35.60%

+2.33%

Max Drawdown (1Y)

Largest decline over 1 year

-6.53%

-9.47%

+2.94%

Max Drawdown (3Y)

Largest decline over 3 years

-21.00%

-16.51%

-4.49%

Max Drawdown (5Y)

Largest decline over 5 years

-21.00%

-19.44%

-1.56%

Max Drawdown (10Y)

Largest decline over 10 years

-33.27%

-35.60%

+2.33%

Current Drawdown

Current decline from peak

-1.13%

-0.58%

-0.55%

Average Drawdown

Average peak-to-trough decline

-6.24%

-5.35%

-0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

2.51%

-0.89%

Volatility

VWRL.AS vs. IMAE.AS - Volatility Comparison

Vanguard FTSE All-World UCITS ETF (USD) Distributing (VWRL.AS) has a higher volatility of 3.47% compared to iShares Core MSCI Europe UCITS ETF EUR (Acc) (IMAE.AS) at 2.77%. This indicates that VWRL.AS's price experiences larger fluctuations and is considered to be riskier than IMAE.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWRL.ASIMAE.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.47%

2.77%

+0.70%

Volatility (6M)

Calculated over the trailing 6-month period

8.50%

10.76%

-2.26%

Volatility (1Y)

Calculated over the trailing 1-year period

11.48%

12.79%

-1.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.77%

14.15%

-0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.81%

15.28%

-0.47%

VWRL.AS vs. IMAE.AS - Expense Ratio Comparison

VWRL.AS has a 0.19% expense ratio, which is lower than IMAE.AS's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VWRL.AS vs. IMAE.AS - Dividend Comparison

VWRL.AS's dividend yield for the trailing twelve months is around 1.26%, while IMAE.AS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IMAE.AS
iShares Core MSCI Europe UCITS ETF EUR (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
1.26%1.42%1.47%1.74%2.10%1.43%1.56%1.89%2.24%1.93%1.95%2.02%

Frequently Asked Questions


VWRL.AS and IMAE.AS 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 0.20% for IMAE.AS.

VWRL.AS is categorized as Global Equities, while IMAE.AS is Europe Equities. VWRL.AS tracks FTSE All-World Index, while IMAE.AS tracks MSCI Europe NR EUR. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.19% for VWRL.AS and 0.20% for IMAE.AS.

Portfolio Optimizer

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