VWRL.AS vs. QQQ
VWRL.AS (Vanguard FTSE All-World UCITS ETF (USD) Distributing) and QQQ (Invesco QQQ ETF) are both exchange-traded funds - VWRL.AS is a Global Equities fund tracking the FTSE All-World Index, while QQQ is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, VWRL.AS returned 12.39%/yr vs 21.12%/yr for QQQ. A 0.57 correlation means they provide meaningful diversification when combined. VWRL.AS charges 0.19%/yr vs 0.18%/yr for QQQ.
Performance
VWRL.AS vs. QQQ - Performance Comparison
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Different Trading Currencies
VWRL.AS is traded in EUR, while QQQ is traded in USD. To make them comparable, the QQQ 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 12.89% return, which is significantly lower than QQQ's 17.17% return. Over the past 10 years, VWRL.AS has underperformed QQQ with an annualized return of 12.39%, while QQQ has yielded a comparatively higher 21.12% annualized return.
VWRL.AS
- 1D
- -0.19%
- 1M
- 3.61%
- YTD
- 12.89%
- 6M
- 13.12%
- 1Y
- 25.83%
- 3Y*
- 17.84%
- 5Y*
- 12.29%
- 10Y*
- 12.39%
QQQ
- 1D
- 0.00%
- 1M
- 1.41%
- YTD
- 17.17%
- 6M
- 14.37%
- 1Y
- 32.22%
- 3Y*
- 23.62%
- 5Y*
- 17.92%
- 10Y*
- 21.12%
VWRL.AS vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
QQQ Invesco QQQ ETF | 18.86% | 6.44% | 33.87% | 50.21% | -28.40% | 36.95% | 36.37% | 42.10% | 4.56% | 16.36% |
Correlation
The correlation between VWRL.AS and QQQ is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2013 | 0.57 |
The correlation between VWRL.AS and QQQ shifts across timeframes, from 0.55 (10 years) to 0.67 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VWRL.AS vs. QQQ — Risk / Return Rank
VWRL.AS
QQQ
VWRL.AS vs. QQQ - 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 Invesco QQQ ETF (QQQ). 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.AS | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.35 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 4.00 | 2.94 | +1.06 |
| Martin ratioReturn relative to average drawdown | 16.48 | 9.15 | +7.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VWRL.AS | QQQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.34 | 1.95 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.81 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.94 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.77 | 0.00 |
Drawdowns
VWRL.AS vs. QQQ - Drawdown Comparison
The maximum VWRL.AS drawdown since its inception was -33.27%, smaller than the maximum QQQ drawdown of -46.01%. Use the drawdown chart below to compare losses from any high point for VWRL.AS and QQQ.
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Drawdown Indicators
| VWRL.AS | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.27% | -46.01% | +12.74% |
Max Drawdown (1Y)Largest decline over 1 year | -6.53% | -11.01% | +4.48% |
Max Drawdown (3Y)Largest decline over 3 years | -21.00% | -27.21% | +6.21% |
Max Drawdown (5Y)Largest decline over 5 years | -21.00% | -30.99% | +9.99% |
Max Drawdown (10Y)Largest decline over 10 years | -33.27% | -30.99% | -2.28% |
Current DrawdownCurrent decline from peak | -0.61% | -4.62% | +4.01% |
Average DrawdownAverage peak-to-trough decline | -4.38% | -7.79% | +3.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.59% | 3.53% | -1.94% |
Volatility
VWRL.AS vs. QQQ - Volatility Comparison
The current volatility for Vanguard FTSE All-World UCITS ETF (USD) Distributing (VWRL.AS) is 3.07%, while Invesco QQQ ETF (QQQ) has a volatility of 5.73%. This indicates that VWRL.AS experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VWRL.AS | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.07% | 5.73% | -2.66% |
Volatility (6M)Calculated over the trailing 6-month period | 8.03% | 12.27% | -4.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.16% | 16.64% | -5.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.70% | 22.11% | -8.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.82% | 22.65% | -7.83% |
VWRL.AS vs. QQQ - Expense Ratio Comparison
VWRL.AS has a 0.19% expense ratio, which is higher than QQQ's 0.18% expense ratio. However, 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. QQQ - Dividend Comparison
VWRL.AS's dividend yield for the trailing twelve months is around 1.24%, more than QQQ's 0.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QQQ Invesco QQQ ETF | 0.39% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
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 QQQ have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QQQ is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QQQ is cheaper with a 0.18% expense ratio, compared with 0.19% for VWRL.AS.
VWRL.AS is categorized as Global Equities, while QQQ is Nasdaq-100. VWRL.AS tracks FTSE All-World Index, while QQQ tracks NASDAQ-100 Index. They also come from different issuers: Vanguard and Invesco. Their fees differ too: 0.19% for VWRL.AS and 0.18% for QQQ.
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