VWRL.AS vs. VNRT.AS
VWRL.AS (Vanguard FTSE All-World UCITS ETF (USD) Distributing) and VNRT.AS (Vanguard FTSE North America UCITS ETF) are both exchange-traded funds - VWRL.AS is a Global Equities fund tracking the FTSE All-World Index, while VNRT.AS is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD. Both are passively managed. Over the past 10 years, VWRL.AS returned 12.39%/yr vs 14.75%/yr for VNRT.AS. Their correlation of 0.92 suggests significant overlap in exposure. VWRL.AS charges 0.19%/yr vs 0.10%/yr for VNRT.AS.
Performance
VWRL.AS vs. VNRT.AS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VWRL.AS achieves a 12.89% return, which is significantly higher than VNRT.AS's 11.18% return. Over the past 10 years, VWRL.AS has underperformed VNRT.AS with an annualized return of 12.39%, while VNRT.AS has yielded a comparatively higher 14.75% 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%
VNRT.AS
- 1D
- -0.09%
- 1M
- 5.36%
- YTD
- 11.18%
- 6M
- 11.33%
- 1Y
- 25.40%
- 3Y*
- 19.09%
- 5Y*
- 14.34%
- 10Y*
- 14.75%
VWRL.AS vs. VNRT.AS - 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% |
VNRT.AS Vanguard FTSE North America UCITS ETF | 11.18% | 5.05% | 33.00% | 21.72% | -14.59% | 38.18% | 9.34% | 33.03% | -1.13% | 6.64% |
Correlation
The correlation between VWRL.AS and VNRT.AS is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2014 | 0.92 |
The correlation between VWRL.AS and VNRT.AS has been stable across timeframes, ranging from 0.86 to 0.92 - 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. VNRT.AS — Risk / Return Rank
VWRL.AS
VNRT.AS
VWRL.AS vs. VNRT.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 Vanguard FTSE North America UCITS ETF (VNRT.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.AS | VNRT.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.43 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.00 | 3.54 | +0.45 |
| Martin ratioReturn relative to average drawdown | 16.48 | 12.70 | +3.78 |
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 | VNRT.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.34 | 2.22 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.93 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.84 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.48 | +0.30 |
Drawdowns
VWRL.AS vs. VNRT.AS - Drawdown Comparison
The maximum VWRL.AS drawdown since its inception was -33.27%, roughly equal to the maximum VNRT.AS drawdown of -34.35%. Use the drawdown chart below to compare losses from any high point for VWRL.AS and VNRT.AS.
Loading charts...
Drawdown Indicators
| VWRL.AS | VNRT.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.27% | -34.35% | +1.08% |
Max Drawdown (1Y)Largest decline over 1 year | -6.53% | -7.07% | +0.54% |
Max Drawdown (3Y)Largest decline over 3 years | -21.00% | -23.09% | +2.09% |
Max Drawdown (5Y)Largest decline over 5 years | -21.00% | -23.09% | +2.09% |
Max Drawdown (10Y)Largest decline over 10 years | -33.27% | -34.35% | +1.08% |
Current DrawdownCurrent decline from peak | -0.61% | -0.31% | -0.30% |
Average DrawdownAverage peak-to-trough decline | -4.38% | -5.94% | +1.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.59% | 1.98% | -0.39% |
Volatility
VWRL.AS vs. VNRT.AS - Volatility Comparison
Vanguard FTSE All-World UCITS ETF (USD) Distributing (VWRL.AS) has a higher volatility of 3.07% compared to Vanguard FTSE North America UCITS ETF (VNRT.AS) at 2.65%. This indicates that VWRL.AS's price experiences larger fluctuations and is considered to be riskier than VNRT.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VWRL.AS | VNRT.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.07% | 2.65% | +0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 8.03% | 7.63% | +0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.16% | 11.29% | -0.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.70% | 15.13% | -1.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.82% | 17.26% | -2.44% |
VWRL.AS vs. VNRT.AS - Expense Ratio Comparison
VWRL.AS has a 0.19% expense ratio, which is higher than VNRT.AS's 0.10% 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. VNRT.AS - Dividend Comparison
VWRL.AS's dividend yield for the trailing twelve months is around 1.24%, more than VNRT.AS's 0.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VNRT.AS Vanguard FTSE North America UCITS ETF | 0.88% | 0.98% | 0.99% | 1.25% | 1.45% | 1.00% | 1.42% | 1.44% | 1.77% | 1.64% | 1.58% | 1.70% |
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 VNRT.AS have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VNRT.AS is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VNRT.AS is cheaper with a 0.10% expense ratio, compared with 0.19% for VWRL.AS.
VWRL.AS is categorized as Global Equities, while VNRT.AS is Large Cap Blend Equities. VWRL.AS tracks FTSE All-World Index, while VNRT.AS tracks Russell 1000 TR USD. Their fees differ too: 0.19% for VWRL.AS and 0.10% for VNRT.AS.
Find the right allocation for VWRL.AS and VNRT.AS
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