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

Performance

VWRL.AS vs. TDIV.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 VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDIV.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 TDIV.AS's 9.89% return. Both investments have delivered pretty close results over the past 10 years, with VWRL.AS having a 12.39% annualized return and TDIV.AS not far behind at 12.02%.


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%

TDIV.AS

1D
0.25%
1M
0.39%
YTD
9.89%
6M
12.84%
1Y
25.59%
3Y*
19.97%
5Y*
17.52%
10Y*
12.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWRL.AS vs. TDIV.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%
TDIV.AS
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
9.89%24.40%15.98%10.91%16.18%27.85%-10.17%20.97%-7.12%2.88%

Correlation

The correlation between VWRL.AS and TDIV.AS is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.54

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

0.63

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

0.74

Correlation (All Time)
Calculated using the full available price history since May 24, 2016

0.74

Over the past year, the correlation between VWRL.AS and TDIV.AS has dropped to 0.42 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.

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Return for Risk

VWRL.AS vs. TDIV.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

TDIV.AS
TDIV.AS Risk / Return Rank: 8888
Overall Rank
TDIV.AS Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
TDIV.AS Sortino Ratio Rank: 8888
Sortino Ratio Rank
TDIV.AS Omega Ratio Rank: 8585
Omega Ratio Rank
TDIV.AS Calmar Ratio Rank: 9494
Calmar Ratio Rank
TDIV.AS Martin Ratio Rank: 8989
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. TDIV.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 VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDIV.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.ASTDIV.ASDifference
Sharpe ratioReturn per unit of total volatility

-0.45

Sortino ratioReturn per unit of downside risk

-0.72

Omega ratioGain probability vs. loss probability

1.44

1.51

-0.07

Calmar ratioReturn relative to maximum drawdown

4.00

7.19

-3.19

Martin ratioReturn relative to average drawdown

16.48

19.93

-3.44

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

The current VWRL.AS Sharpe Ratio is 2.34, which is comparable to the TDIV.AS Sharpe Ratio of 2.79. The chart below compares the historical Sharpe Ratios of VWRL.AS and TDIV.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.ASTDIV.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.34

2.79

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

1.43

-0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.83

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.84

-0.07

Drawdowns

VWRL.AS vs. TDIV.AS - Drawdown Comparison

The maximum VWRL.AS drawdown since its inception was -33.27%, smaller than the maximum TDIV.AS drawdown of -36.06%. Use the drawdown chart below to compare losses from any high point for VWRL.AS and TDIV.AS.


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Drawdown Indicators


VWRL.ASTDIV.ASDifference

Max Drawdown

Largest peak-to-trough decline

-33.27%

-36.06%

+2.79%

Max Drawdown (1Y)

Largest decline over 1 year

-6.53%

-3.51%

-3.02%

Max Drawdown (3Y)

Largest decline over 3 years

-21.00%

-15.26%

-5.74%

Max Drawdown (5Y)

Largest decline over 5 years

-21.00%

-15.26%

-5.74%

Max Drawdown (10Y)

Largest decline over 10 years

-33.27%

-36.06%

+2.79%

Current Drawdown

Current decline from peak

-0.61%

-1.99%

+1.38%

Average Drawdown

Average peak-to-trough decline

-4.38%

-3.93%

-0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.59%

1.26%

+0.33%

Volatility

VWRL.AS vs. TDIV.AS - Volatility Comparison

Vanguard FTSE All-World UCITS ETF (USD) Distributing (VWRL.AS) has a higher volatility of 3.07% compared to VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDIV.AS) at 2.38%. This indicates that VWRL.AS's price experiences larger fluctuations and is considered to be riskier than TDIV.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.ASTDIV.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.07%

2.38%

+0.69%

Volatility (6M)

Calculated over the trailing 6-month period

8.03%

6.65%

+1.38%

Volatility (1Y)

Calculated over the trailing 1-year period

11.16%

9.06%

+2.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.70%

12.07%

+1.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.82%

14.31%

+0.51%

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

VWRL.AS has a 0.19% expense ratio, which is lower than TDIV.AS's 0.38% expense ratio.


Dividends

VWRL.AS vs. TDIV.AS - Dividend Comparison

VWRL.AS's dividend yield for the trailing twelve months is around 1.24%, less than TDIV.AS's 3.19% yield.


PositionTTM20252024202320222021202020192018201720162015
TDIV.AS
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
3.19%3.58%4.19%4.98%4.55%3.98%4.12%4.40%4.93%3.95%1.11%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


VWRL.AS and TDIV.AS have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.38% for TDIV.AS.

VWRL.AS is categorized as Global Equities, while TDIV.AS is Global Equity Income. VWRL.AS tracks FTSE All-World Index, while TDIV.AS tracks Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index. They also come from different issuers: Vanguard and VanEck. Their fees differ too: 0.19% for VWRL.AS and 0.38% for TDIV.AS.

Portfolio Optimizer

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