VWRL.AS vs. URTH
VWRL.AS (Vanguard FTSE All-World UCITS ETF (USD) Distributing) and URTH (iShares MSCI World ETF) are both Global Equities funds - VWRL.AS tracks the FTSE All-World Index while URTH tracks the MSCI World Index (Net). Both are passively managed. Over the past 10 years, VWRL.AS returned 12.39%/yr vs 12.97%/yr for URTH. A 0.64 correlation means they provide meaningful diversification when combined. VWRL.AS charges 0.19%/yr vs 0.24%/yr for URTH.
Performance
VWRL.AS vs. URTH - Performance Comparison
Loading charts...
Different Trading Currencies
VWRL.AS is traded in EUR, while URTH is traded in USD. To make them comparable, the URTH 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 URTH's 11.97% return. Both investments have delivered pretty close results over the past 10 years, with VWRL.AS having a 12.39% annualized return and URTH not far ahead at 12.97%.
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%
URTH
- 1D
- 0.36%
- 1M
- 5.08%
- YTD
- 11.97%
- 6M
- 11.62%
- 1Y
- 24.41%
- 3Y*
- 17.91%
- 5Y*
- 13.01%
- 10Y*
- 12.97%
VWRL.AS vs. URTH - 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% |
URTH iShares MSCI World ETF | 11.97% | 6.96% | 26.49% | 20.23% | -12.88% | 31.42% | 6.24% | 31.04% | -4.27% | 7.84% |
Correlation
The correlation between VWRL.AS and URTH is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2013 | 0.64 |
The correlation between VWRL.AS and URTH has been stable across timeframes, ranging from 0.62 to 0.70 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VWRL.AS vs. URTH — Risk / Return Rank
VWRL.AS
URTH
VWRL.AS vs. URTH - 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 iShares MSCI World ETF (URTH). 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 | URTH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.39 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 4.00 | 3.74 | +0.26 |
| Martin ratioReturn relative to average drawdown | 16.48 | 15.35 | +1.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| VWRL.AS | URTH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.34 | 2.08 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.85 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.76 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.75 | +0.02 |
Drawdowns
VWRL.AS vs. URTH - Drawdown Comparison
The maximum VWRL.AS drawdown since its inception was -33.27%, roughly equal to the maximum URTH drawdown of -33.45%. Use the drawdown chart below to compare losses from any high point for VWRL.AS and URTH.
Loading charts...
Drawdown Indicators
| VWRL.AS | URTH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.27% | -33.45% | +0.18% |
Max Drawdown (1Y)Largest decline over 1 year | -6.53% | -6.56% | +0.03% |
Max Drawdown (3Y)Largest decline over 3 years | -21.00% | -20.94% | -0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -21.00% | -20.94% | -0.06% |
Max Drawdown (10Y)Largest decline over 10 years | -33.27% | -33.45% | +0.18% |
Current DrawdownCurrent decline from peak | -0.61% | -0.11% | -0.50% |
Average DrawdownAverage peak-to-trough decline | -4.38% | -4.11% | -0.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.59% | 1.59% | 0.00% |
Volatility
VWRL.AS vs. URTH - Volatility Comparison
Vanguard FTSE All-World UCITS ETF (USD) Distributing (VWRL.AS) has a higher volatility of 3.07% compared to iShares MSCI World ETF (URTH) at 2.51%. This indicates that VWRL.AS's price experiences larger fluctuations and is considered to be riskier than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VWRL.AS | URTH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.07% | 2.51% | +0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 8.03% | 8.59% | -0.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.16% | 11.77% | -0.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.70% | 15.37% | -1.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.82% | 17.21% | -2.39% |
VWRL.AS vs. URTH - Expense Ratio Comparison
VWRL.AS has a 0.19% expense ratio, which is lower than URTH's 0.24% expense ratio. Despite the difference, 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. URTH - Dividend Comparison
VWRL.AS's dividend yield for the trailing twelve months is around 1.24%, less than URTH's 1.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
URTH iShares MSCI World ETF | 1.34% | 1.48% | 1.47% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.15% | 2.35% |
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 URTH have a correlation of 0.70, 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 0.24% for URTH.
VWRL.AS tracks FTSE All-World Index, while URTH tracks MSCI World Index (Net). They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.19% for VWRL.AS and 0.24% for URTH.
Find the right allocation for VWRL.AS and URTH
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer