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

Performance

VWRL.AS vs. SCHG - 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 Schwab U.S. Large-Cap Growth ETF (SCHG). 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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWRL.AS vs. SCHG - 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%
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

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

SCHG
SCHG Risk / Return Rank: 4040
Overall Rank
SCHG Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 4444
Sortino Ratio Rank
SCHG Omega Ratio Rank: 4545
Omega Ratio Rank
SCHG Calmar Ratio Rank: 3131
Calmar Ratio Rank
SCHG Martin Ratio Rank: 3434
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. 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.ASSCHGDifference
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

VWRL.AS vs. SCHG - Sharpe Ratio Comparison

The current VWRL.AS Sharpe Ratio is 2.34, which is higher than the SCHG Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of VWRL.AS and SCHG, 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.ASSCHGDifference

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.ASSCHGDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.61%

-1.46%

+0.85%

Average Drawdown

Average peak-to-trough decline

-4.38%

-5.23%

+0.85%

Ulcer Index

Depth 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.ASSCHGDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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