VWRL.AS vs. SCHG
VWRL.AS (Vanguard FTSE All-World UCITS ETF (USD) Distributing) and SCHG (Schwab U.S. Large-Cap Growth ETF) are both exchange-traded funds - VWRL.AS is a Global Equities fund tracking the FTSE All-World Index, while SCHG is a Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. Both are passively managed. Over the past 10 years, VWRL.AS returned 12.39%/yr vs 18.45%/yr for SCHG. A 0.59 correlation means they provide meaningful diversification when combined. VWRL.AS charges 0.19%/yr vs 0.04%/yr for SCHG.
Performance
VWRL.AS vs. SCHG - Performance Comparison
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Different Trading Currencies
VWRL.AS is traded in EUR, while SCHG is traded in USD. To make them comparable, the SCHG 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 higher than SCHG's 7.69% return. Over the past 10 years, VWRL.AS has underperformed SCHG with an annualized return of 12.39%, while SCHG has yielded a comparatively higher 18.45% annualized return.
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%
SCHG
- 1D
- 0.00%
- 1M
- 5.12%
- YTD
- 7.69%
- 6M
- 5.99%
- 1Y
- 22.19%
- 3Y*
- 21.70%
- 5Y*
- 16.68%
- 10Y*
- 18.45%
VWRL.AS vs. SCHG - 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% |
SCHG Schwab U.S. Large-Cap Growth ETF | 8.00% | 3.56% | 43.86% | 45.60% | -27.58% | 37.70% | 27.67% | 39.09% | 3.27% | 12.31% |
Correlation
The correlation between VWRL.AS and SCHG is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2013 | 0.59 |
The correlation between VWRL.AS and SCHG shifts across timeframes, from 0.55 (5 years) to 0.65 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VWRL.AS vs. SCHG — Risk / Return Rank
VWRL.AS
SCHG
VWRL.AS vs. SCHG - 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 Schwab U.S. Large-Cap Growth ETF (SCHG). 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 | SCHG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.93 | ||
| Sortino ratioReturn per unit of downside risk | +1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.25 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 4.00 | 1.42 | +2.57 |
| Martin ratioReturn relative to average drawdown | 16.48 | 4.12 | +12.36 |
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 | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.34 | 1.41 | +0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.76 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.85 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.91 | -0.14 |
Drawdowns
VWRL.AS vs. SCHG - Drawdown Comparison
The maximum VWRL.AS drawdown since its inception was -33.27%, roughly equal to the maximum SCHG drawdown of -31.88%. Use the drawdown chart below to compare losses from any high point for VWRL.AS and SCHG.
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Drawdown Indicators
| VWRL.AS | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.27% | -31.88% | -1.39% |
Max Drawdown (1Y)Largest decline over 1 year | -6.53% | -15.64% | +9.11% |
Max Drawdown (3Y)Largest decline over 3 years | -21.00% | -28.18% | +7.18% |
Max Drawdown (5Y)Largest decline over 5 years | -21.00% | -30.34% | +9.34% |
Max Drawdown (10Y)Largest decline over 10 years | -33.27% | -31.88% | -1.39% |
Current DrawdownCurrent decline from peak | -0.61% | -1.46% | +0.85% |
Average DrawdownAverage peak-to-trough decline | -4.38% | -5.23% | +0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.59% | 5.40% | -3.81% |
Volatility
VWRL.AS vs. SCHG - Volatility Comparison
Vanguard FTSE All-World UCITS ETF (USD) Distributing (VWRL.AS) and Schwab U.S. Large-Cap Growth ETF (SCHG) have volatilities of 3.07% and 3.18%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VWRL.AS | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.07% | 3.18% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 8.03% | 11.13% | -3.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.16% | 15.84% | -4.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.70% | 21.97% | -8.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.82% | 21.86% | -7.04% |
VWRL.AS vs. SCHG - Expense Ratio Comparison
VWRL.AS has a 0.19% expense ratio, which is higher than SCHG's 0.04% 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. SCHG - Dividend Comparison
VWRL.AS's dividend yield for the trailing twelve months is around 1.24%, more than SCHG's 0.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | 0.36% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
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 SCHG have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SCHG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SCHG is cheaper with a 0.04% expense ratio, compared with 0.19% for VWRL.AS.
VWRL.AS is categorized as Global Equities, while SCHG is Large Cap Growth Equities. VWRL.AS tracks FTSE All-World Index, while SCHG tracks Dow Jones U.S. Large-Cap Growth Total Stock Market Index. They also come from different issuers: Vanguard and Charles Schwab. Their fees differ too: 0.19% for VWRL.AS and 0.04% for SCHG.
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