PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VWRL.AS vs. ^AW01
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between VWRL.AS and ^AW01 is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

VWRL.AS vs. ^AW01 - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE All-World UCITS ETF (VWRL.AS) and FTSE All World (^AW01). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2025
0.46%
0.32%
VWRL.AS
^AW01

Key characteristics

Sharpe Ratio

VWRL.AS:

2.31

^AW01:

1.25

Sortino Ratio

VWRL.AS:

3.10

^AW01:

1.70

Omega Ratio

VWRL.AS:

1.46

^AW01:

1.23

Calmar Ratio

VWRL.AS:

3.09

^AW01:

1.55

Martin Ratio

VWRL.AS:

14.60

^AW01:

6.41

Ulcer Index

VWRL.AS:

1.71%

^AW01:

1.98%

Daily Std Dev

VWRL.AS:

10.79%

^AW01:

10.19%

Max Drawdown

VWRL.AS:

-33.27%

^AW01:

-59.48%

Current Drawdown

VWRL.AS:

-2.37%

^AW01:

-4.51%

Returns By Period

In the year-to-date period, VWRL.AS achieves a -0.33% return, which is significantly higher than ^AW01's -0.87% return. Over the past 10 years, VWRL.AS has outperformed ^AW01 with an annualized return of 10.39%, while ^AW01 has yielded a comparatively lower 7.10% annualized return.


VWRL.AS

YTD

-0.33%

1M

-1.74%

6M

7.01%

1Y

24.10%

5Y*

10.99%

10Y*

10.39%

^AW01

YTD

-0.87%

1M

-3.67%

6M

0.32%

1Y

14.82%

5Y*

7.32%

10Y*

7.10%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

VWRL.AS vs. ^AW01 — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VWRL.AS
The Risk-Adjusted Performance Rank of VWRL.AS is 8989
Overall Rank
The Sharpe Ratio Rank of VWRL.AS is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of VWRL.AS is 8989
Sortino Ratio Rank
The Omega Ratio Rank of VWRL.AS is 9292
Omega Ratio Rank
The Calmar Ratio Rank of VWRL.AS is 8585
Calmar Ratio Rank
The Martin Ratio Rank of VWRL.AS is 8989
Martin Ratio Rank

^AW01
The Risk-Adjusted Performance Rank of ^AW01 is 6666
Overall Rank
The Sharpe Ratio Rank of ^AW01 is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of ^AW01 is 6464
Sortino Ratio Rank
The Omega Ratio Rank of ^AW01 is 6565
Omega Ratio Rank
The Calmar Ratio Rank of ^AW01 is 6565
Calmar Ratio Rank
The Martin Ratio Rank of ^AW01 is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VWRL.AS vs. ^AW01 - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF (VWRL.AS) and FTSE All World (^AW01). 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.


Sharpe ratio
The chart of Sharpe ratio for VWRL.AS, currently valued at 1.30, compared to the broader market0.002.004.001.301.25
The chart of Sortino ratio for VWRL.AS, currently valued at 1.86, compared to the broader market-2.000.002.004.006.008.0010.001.861.70
The chart of Omega ratio for VWRL.AS, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.001.241.23
The chart of Calmar ratio for VWRL.AS, currently valued at 1.84, compared to the broader market0.005.0010.0015.001.841.55
The chart of Martin ratio for VWRL.AS, currently valued at 7.14, compared to the broader market0.0020.0040.0060.0080.00100.007.146.41
VWRL.AS
^AW01

The current VWRL.AS Sharpe Ratio is 2.31, which is higher than the ^AW01 Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of VWRL.AS and ^AW01, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.30
1.25
VWRL.AS
^AW01

Drawdowns

VWRL.AS vs. ^AW01 - Drawdown Comparison

The maximum VWRL.AS drawdown since its inception was -33.27%, smaller than the maximum ^AW01 drawdown of -59.48%. Use the drawdown chart below to compare losses from any high point for VWRL.AS and ^AW01. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-5.04%
-4.51%
VWRL.AS
^AW01

Volatility

VWRL.AS vs. ^AW01 - Volatility Comparison

Vanguard FTSE All-World UCITS ETF (VWRL.AS) and FTSE All World (^AW01) have volatilities of 3.25% and 3.33%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
3.25%
3.33%
VWRL.AS
^AW01
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab