VWRL.L vs. ETH-USD
VWRL.L (Vanguard FTSE All-World UCITS ETF Distributing) is Global Equities fund tracking the FTSE All-World Index, while ETH-USD (Ethereum) is a cryptocurrency. Over the past 10 years, VWRL.L returned 13.37%/yr vs 62.41%/yr for ETH-USD. At a 0.12 correlation, their price movements are largely independent.
Performance
VWRL.L vs. ETH-USD - Performance Comparison
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Different Trading Currencies
VWRL.L is traded in GBP, while ETH-USD is traded in USD. To make them comparable, the ETH-USD values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, VWRL.L achieves a 10.38% return, which is significantly higher than ETH-USD's -43.44% return. Over the past 10 years, VWRL.L has underperformed ETH-USD with an annualized return of 13.37%, while ETH-USD has yielded a comparatively higher 62.41% annualized return.
VWRL.L
- 1D
- -0.21%
- 1M
- 2.33%
- YTD
- 10.38%
- 6M
- 10.56%
- 1Y
- 27.51%
- 3Y*
- 17.75%
- 5Y*
- 12.03%
- 10Y*
- 13.37%
ETH-USD
- 1D
- -1.66%
- 1M
- -26.41%
- YTD
- -43.44%
- 6M
- -46.90%
- 1Y
- -32.84%
- 3Y*
- -5.24%
- 5Y*
- -7.61%
- 10Y*
- 62.41%
VWRL.L vs. ETH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VWRL.L Vanguard FTSE All-World UCITS ETF Distributing | 10.38% | 13.99% | 19.60% | 15.61% | -8.44% | 20.05% | 12.13% | 22.04% | -4.71% | 13.21% |
ETH-USD Ethereum | -43.44% | -17.26% | 47.37% | 82.17% | -63.50% | 403.02% | 457.03% | -5.27% | -81.54% | 8,232.87% |
Correlation
The correlation between VWRL.L and ETH-USD is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2015 | 0.12 |
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Return for Risk
VWRL.L vs. ETH-USD — Risk / Return Rank
VWRL.L
ETH-USD
VWRL.L vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF Distributing (VWRL.L) and Ethereum (ETH-USD). 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.L | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.12 | ||
| Sortino ratioReturn per unit of downside risk | +4.00 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 0.96 | +0.54 |
| Calmar ratioReturn relative to maximum drawdown | 3.87 | -0.49 | +4.36 |
| Martin ratioReturn relative to average drawdown | 15.69 | -0.86 | +16.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VWRL.L | ETH-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.63 | -0.49 | +3.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | -0.11 | +1.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | 0.66 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.93 | 0.76 | +0.17 |
Drawdowns
VWRL.L vs. ETH-USD - Drawdown Comparison
The maximum VWRL.L drawdown since its inception was -24.99%, smaller than the maximum ETH-USD drawdown of -93.08%. Use the drawdown chart below to compare losses from any high point for VWRL.L and ETH-USD.
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Drawdown Indicators
| VWRL.L | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.99% | -93.08% | +68.09% |
Max Drawdown (1Y)Largest decline over 1 year | -7.08% | -66.80% | +59.72% |
Max Drawdown (3Y)Largest decline over 3 years | -17.47% | -66.80% | +49.33% |
Max Drawdown (5Y)Largest decline over 5 years | -17.47% | -75.89% | +58.42% |
Max Drawdown (10Y)Largest decline over 10 years | -24.99% | -93.08% | +68.09% |
Current DrawdownCurrent decline from peak | -1.81% | -65.15% | +63.34% |
Average DrawdownAverage peak-to-trough decline | -3.32% | -48.56% | +45.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 44.32% | -42.57% |
Volatility
VWRL.L vs. ETH-USD - Volatility Comparison
The current volatility for Vanguard FTSE All-World UCITS ETF Distributing (VWRL.L) is 2.99%, while Ethereum (ETH-USD) has a volatility of 16.35%. This indicates that VWRL.L experiences smaller price fluctuations and is considered to be less risky than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VWRL.L | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.99% | 16.35% | -13.36% |
Volatility (6M)Calculated over the trailing 6-month period | 7.71% | 46.86% | -39.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.43% | 55.63% | -45.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.86% | 58.85% | -45.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.25% | 78.69% | -64.44% |
Frequently Asked Questions
VWRL.L and ETH-USD have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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