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

Performance

VWRL.AS vs. IWDA.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 World UCITS ETF USD (Acc) (IWDA.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 12.89% return, which is significantly higher than IWDA.AS's 11.06% return. Both investments have delivered pretty close results over the past 10 years, with VWRL.AS having a 12.39% annualized return and IWDA.AS not far ahead at 12.81%.


VWRL.AS

1D
-0.19%
1M
5.02%
YTD
12.89%
6M
13.40%
1Y
26.44%
3Y*
17.84%
5Y*
12.29%
10Y*
12.39%

IWDA.AS

1D
-0.03%
1M
4.79%
YTD
11.06%
6M
11.31%
1Y
23.80%
3Y*
17.53%
5Y*
12.88%
10Y*
12.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
VWRL.AS
Vanguard FTSE All-World UCITS ETF (USD) Distributing
12.89%8.40%25.57%18.07%-13.65%28.52%6.31%27.76%-4.68%8.95%
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)
11.06%7.08%27.23%19.89%-13.54%32.54%6.20%29.58%-4.16%7.49%

Correlation

The correlation between VWRL.AS and IWDA.AS is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

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

0.99

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

0.99

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

0.99

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2013

0.99

The correlation between VWRL.AS and IWDA.AS has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

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Return for Risk

VWRL.AS vs. IWDA.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: 7777
Overall Rank
VWRL.AS Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VWRL.AS Sortino Ratio Rank: 7474
Sortino Ratio Rank
VWRL.AS Omega Ratio Rank: 7575
Omega Ratio Rank
VWRL.AS Calmar Ratio Rank: 7979
Calmar Ratio Rank
VWRL.AS Martin Ratio Rank: 8282
Martin Ratio Rank

IWDA.AS
IWDA.AS Risk / Return Rank: 7171
Overall Rank
IWDA.AS Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IWDA.AS Sortino Ratio Rank: 6767
Sortino Ratio Rank
IWDA.AS Omega Ratio Rank: 6969
Omega Ratio Rank
IWDA.AS Calmar Ratio Rank: 7474
Calmar Ratio Rank
IWDA.AS Martin Ratio Rank: 7777
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. IWDA.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 World UCITS ETF USD (Acc) (IWDA.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.


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

+0.18

Sortino ratioReturn per unit of downside risk

+0.25

Omega ratioGain probability vs. loss probability

1.44

1.41

+0.04

Calmar ratioReturn relative to maximum drawdown

4.00

3.64

+0.36

Martin ratioReturn relative to average drawdown

16.48

14.53

+1.95

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

The current VWRL.AS Sharpe Ratio is 2.34, which is comparable to the IWDA.AS Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of VWRL.AS and IWDA.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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Sharpe Ratios by Period


VWRL.ASIWDA.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.34

2.15

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.90

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.84

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.82

-0.05

Drawdowns

VWRL.AS vs. IWDA.AS - Drawdown Comparison

The maximum VWRL.AS drawdown since its inception was -33.27%, roughly equal to the maximum IWDA.AS drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for VWRL.AS and IWDA.AS.


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Drawdown Indicators


VWRL.ASIWDA.ASDifference

Max Drawdown

Largest peak-to-trough decline

-33.27%

-33.63%

+0.36%

Max Drawdown (1Y)

Largest decline over 1 year

-6.53%

-6.45%

-0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-21.00%

-21.59%

+0.59%

Max Drawdown (5Y)

Largest decline over 5 years

-21.00%

-21.59%

+0.59%

Max Drawdown (10Y)

Largest decline over 10 years

-33.27%

-33.63%

+0.36%

Current Drawdown

Current decline from peak

-0.61%

-0.34%

-0.27%

Average Drawdown

Average peak-to-trough decline

-4.38%

-4.25%

-0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.59%

1.63%

-0.04%

Volatility

VWRL.AS vs. IWDA.AS - Volatility Comparison

Vanguard FTSE All-World UCITS ETF (USD) Distributing (VWRL.AS) has a higher volatility of 3.07% compared to iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) at 2.62%. This indicates that VWRL.AS's price experiences larger fluctuations and is considered to be riskier than IWDA.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.ASIWDA.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.07%

2.62%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

8.03%

7.61%

+0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

11.16%

10.90%

+0.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.70%

14.08%

-0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.82%

14.99%

-0.17%

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

VWRL.AS has a 0.19% expense ratio, which is lower than IWDA.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. IWDA.AS - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
IWDA.AS
iShares Core MSCI World 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


With a correlation of 0.99, VWRL.AS and IWDA.AS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 IWDA.AS.

VWRL.AS tracks FTSE All-World Index, while IWDA.AS tracks MSCI ACWI NR USD. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.19% for VWRL.AS and 0.20% for IWDA.AS.

Portfolio Optimizer

Find the right allocation for VWRL.AS and IWDA.AS

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