VWRL.L vs. EUN1.DE
VWRL.L (Vanguard FTSE All-World UCITS ETF Distributing) and EUN1.DE (iShares STOXX Europe 50 UCITS ETF) are both exchange-traded funds - VWRL.L is a Global Equities fund tracking the FTSE All-World Index, while EUN1.DE is a Europe Equities fund tracking the STOXX® Europe 50. Both are passively managed. Over the past 10 years, VWRL.L returned 13.37%/yr vs 10.22%/yr for EUN1.DE. A 0.78 correlation means they provide meaningful diversification when combined. VWRL.L charges 0.19%/yr vs 0.35%/yr for EUN1.DE.
Performance
VWRL.L vs. EUN1.DE - Performance Comparison
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Different Trading Currencies
VWRL.L is traded in GBP, while EUN1.DE is traded in EUR. To make them comparable, the EUN1.DE 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 EUN1.DE's 6.39% return. Over the past 10 years, VWRL.L has outperformed EUN1.DE with an annualized return of 13.37%, while EUN1.DE has yielded a comparatively lower 10.22% 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%
EUN1.DE
- 1D
- 0.85%
- 1M
- 2.68%
- YTD
- 6.39%
- 6M
- 8.62%
- 1Y
- 18.98%
- 3Y*
- 12.17%
- 5Y*
- 11.23%
- 10Y*
- 10.22%
VWRL.L vs. EUN1.DE - 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% |
EUN1.DE iShares STOXX Europe 50 UCITS ETF | 6.39% | 23.99% | 2.61% | 12.54% | 3.50% | 17.13% | -1.39% | 21.76% | -9.18% | 13.80% |
Correlation
The correlation between VWRL.L and EUN1.DE is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since May 22, 2012 | 0.78 |
The correlation between VWRL.L and EUN1.DE shifts across timeframes, from 0.65 (3 years) to 0.78 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VWRL.L vs. EUN1.DE — Risk / Return Rank
VWRL.L
EUN1.DE
VWRL.L vs. EUN1.DE - 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 iShares STOXX Europe 50 UCITS ETF (EUN1.DE). 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 | EUN1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.15 | ||
| Sortino ratioReturn per unit of downside risk | +1.48 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.27 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 3.87 | 1.83 | +2.04 |
| Martin ratioReturn relative to average drawdown | 15.69 | 6.33 | +9.35 |
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 | EUN1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.63 | 1.48 | +1.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.80 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | 0.68 | +0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.93 | 0.32 | +0.61 |
Drawdowns
VWRL.L vs. EUN1.DE - Drawdown Comparison
The maximum VWRL.L drawdown since its inception was -24.99%, smaller than the maximum EUN1.DE drawdown of -44.44%. Use the drawdown chart below to compare losses from any high point for VWRL.L and EUN1.DE.
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Drawdown Indicators
| VWRL.L | EUN1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.99% | -44.44% | +19.45% |
Max Drawdown (1Y)Largest decline over 1 year | -7.08% | -10.57% | +3.49% |
Max Drawdown (3Y)Largest decline over 3 years | -17.47% | -14.60% | -2.87% |
Max Drawdown (5Y)Largest decline over 5 years | -17.47% | -14.60% | -2.87% |
Max Drawdown (10Y)Largest decline over 10 years | -24.99% | -26.14% | +1.15% |
Current DrawdownCurrent decline from peak | -1.81% | -1.82% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -3.32% | -7.14% | +3.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 3.05% | -1.30% |
Volatility
VWRL.L vs. EUN1.DE - Volatility Comparison
The current volatility for Vanguard FTSE All-World UCITS ETF Distributing (VWRL.L) is 2.99%, while iShares STOXX Europe 50 UCITS ETF (EUN1.DE) has a volatility of 3.97%. This indicates that VWRL.L experiences smaller price fluctuations and is considered to be less risky than EUN1.DE 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 | EUN1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.99% | 3.97% | -0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 7.71% | 10.93% | -3.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.43% | 13.05% | -2.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.86% | 13.88% | -1.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.25% | 14.97% | -0.72% |
VWRL.L vs. EUN1.DE - Expense Ratio Comparison
VWRL.L has a 0.19% expense ratio, which is lower than EUN1.DE's 0.35% expense ratio.
Dividends
VWRL.L vs. EUN1.DE - Dividend Comparison
VWRL.L's dividend yield for the trailing twelve months is around 1.26%, less than EUN1.DE's 2.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUN1.DE iShares STOXX Europe 50 UCITS ETF | 2.41% | 2.41% | 2.62% | 2.55% | 2.61% | 2.22% | 2.41% | 2.94% | 3.53% | 3.22% | 3.28% | 3.05% |
VWRL.L Vanguard FTSE All-World UCITS ETF Distributing | 1.26% | 1.39% | 1.49% | 1.72% | 2.03% | 1.45% | 1.58% | 1.95% | 2.22% | 1.90% | 1.95% | 2.00% |
Frequently Asked Questions
VWRL.L and EUN1.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VWRL.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VWRL.L is cheaper with a 0.19% expense ratio, compared with 0.35% for EUN1.DE.
VWRL.L is categorized as Global Equities, while EUN1.DE is Europe Equities. VWRL.L tracks FTSE All-World Index, while EUN1.DE tracks STOXX® Europe 50. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.19% for VWRL.L and 0.35% for EUN1.DE.
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