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

Performance

VWRL.AS vs. QQQ - 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 Invesco QQQ ETF (QQQ). 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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWRL.AS vs. QQQ - 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%
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

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

QQQ
QQQ Risk / Return Rank: 6969
Overall Rank
QQQ Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 6767
Sortino Ratio Rank
QQQ Omega Ratio Rank: 7070
Omega Ratio Rank
QQQ Calmar Ratio Rank: 6666
Calmar Ratio Rank
QQQ Martin Ratio Rank: 6868
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. 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.ASQQQDifference
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

VWRL.AS vs. QQQ - Sharpe Ratio Comparison

The current VWRL.AS Sharpe Ratio is 2.34, which is comparable to the QQQ Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of VWRL.AS and QQQ, 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.ASQQQDifference

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.ASQQQDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.61%

-4.62%

+4.01%

Average Drawdown

Average peak-to-trough decline

-4.38%

-7.79%

+3.41%

Ulcer Index

Depth 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.ASQQQDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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