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VWRL.L vs. MINT.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VWRL.L vs. MINT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard FTSE All-World UCITS ETF Distributing (VWRL.L) and PIMCO ETFs PLC - US Dollar Short Maturity UCITS ETF (MINT.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VWRL.L is traded in GBP, while MINT.L is traded in USD. To make them comparable, the MINT.L 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 10.95% return, which is significantly higher than MINT.L's 1.92% return. Over the past 10 years, VWRL.L has outperformed MINT.L with an annualized return of 12.23%, while MINT.L has yielded a comparatively lower 2.43% annualized return.


VWRL.L

1D
-0.69%
1M
-1.13%
6M
9.21%
YTD
10.95%
1Y
22.59%
3Y*
17.85%
5Y*
11.48%
10Y*
12.23%

MINT.L

1D
0.00%
1M
-0.55%
6M
1.49%
YTD
1.92%
1Y
3.41%
3Y*
4.02%
5Y*
3.84%
10Y*
2.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWRL.L vs. MINT.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VWRL.L
Vanguard FTSE All-World UCITS ETF Distributing
10.95%13.99%19.60%15.61%-8.44%20.05%12.13%22.04%-4.71%13.21%
MINT.L
PIMCO ETFs PLC - US Dollar Short Maturity UCITS ETF
1.92%-2.80%7.60%0.43%11.14%0.85%-1.68%-0.65%7.67%-6.94%

Correlation

The correlation between VWRL.L and MINT.L is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.06

Correlation (10Y)
Calculated over the trailing 10-year period

0.21

Correlation (All Time)
Calculated using the full available price history since May 22, 2012

0.24

The correlation between VWRL.L and MINT.L shifts across timeframes, from 0.06 (5 years) to 0.24 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VWRL.L vs. MINT.L — Risk / Return Rank

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

VWRL.L
VWRL.L Risk / Return Rank: 8181
Overall Rank
VWRL.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VWRL.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
VWRL.L Omega Ratio Rank: 8282
Omega Ratio Rank
VWRL.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
VWRL.L Martin Ratio Rank: 8181
Martin Ratio Rank

MINT.L
MINT.L Risk / Return Rank: 9999
Overall Rank
MINT.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
MINT.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
MINT.L Omega Ratio Rank: 9999
Omega Ratio Rank
MINT.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
MINT.L Martin Ratio Rank: 9999
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VWRL.L vs. MINT.L - 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 PIMCO ETFs PLC - US Dollar Short Maturity UCITS ETF (MINT.L). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VWRL.LMINT.LDifference
Sharpe ratioReturn per unit of total volatility

+1.51

Sortino ratioReturn per unit of downside risk

+2.06

Omega ratioGain probability vs. loss probability

1.39

1.10

+0.29

Calmar ratioReturn relative to maximum drawdown

3.18

0.72

+2.46

Martin ratioReturn relative to average drawdown

12.34

1.97

+10.37

VWRL.L vs. MINT.L - Sharpe Ratio Comparison

The current VWRL.L Sharpe Ratio is 2.06, which is higher than the MINT.L Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of VWRL.L and MINT.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VWRL.L vs. MINT.L - Drawdown Comparison

The maximum VWRL.L drawdown since its inception was -24.99%, which is greater than MINT.L's maximum drawdown of -15.69%. Use the drawdown chart below to compare losses from any high point for VWRL.L and MINT.L.


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Drawdown Indicators


VWRL.LMINT.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.99%

-15.69%

-9.30%

Max Drawdown (1Y)

Largest decline over 1 year

-7.08%

-5.03%

-2.05%

Max Drawdown (3Y)

Largest decline over 3 years

-17.47%

-9.68%

-7.79%

Max Drawdown (5Y)

Largest decline over 5 years

-17.47%

-15.65%

-1.82%

Max Drawdown (10Y)

Largest decline over 10 years

-24.99%

-15.69%

-9.30%

Current Drawdown

Current decline from peak

-2.06%

-4.61%

+2.55%

Average Drawdown

Average peak-to-trough decline

-3.30%

-6.12%

+2.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

1.83%

0.00%

Volatility

VWRL.L vs. MINT.L - Volatility Comparison

Vanguard FTSE All-World UCITS ETF Distributing (VWRL.L) has a higher volatility of 3.12% compared to PIMCO ETFs PLC - US Dollar Short Maturity UCITS ETF (MINT.L) at 1.67%. This indicates that VWRL.L's price experiences larger fluctuations and is considered to be riskier than MINT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWRL.LMINT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.12%

1.67%

+1.45%

Volatility (6M)

Calculated over the trailing 6-month period

8.49%

5.05%

+3.44%

Volatility (1Y)

Calculated over the trailing 1-year period

10.94%

6.57%

+4.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.96%

8.43%

+4.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.21%

8.71%

+5.50%

Dividends

VWRL.L vs. MINT.L - Dividend Comparison

VWRL.L's dividend yield for the trailing twelve months is around 1.28%, less than MINT.L's 4.36% yield.


PositionTTM20252024202320222021202020192018201720162015
MINT.L
PIMCO ETFs PLC - US Dollar Short Maturity UCITS ETF
4.36%4.43%5.18%4.81%1.51%0.34%1.17%2.63%2.33%1.56%1.31%0.79%
VWRL.L
Vanguard FTSE All-World UCITS ETF Distributing
1.28%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 MINT.L have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VWRL.L tracks FTSE All-World Index, while MINT.L tracks PIMCO ETFs PLC - US Dollar Short Maturity UCITS ETF. They also come from different issuers: Vanguard and PIMCO.

Portfolio Optimizer

Find the right allocation for VWRL.L and MINT.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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