VWRL.L vs. MWOZ.L
VWRL.L (Vanguard FTSE All-World UCITS ETF Distributing) and MWOZ.L (Amundi Prime Global UCITS ETF Dist) are both Global Equities funds — VWRL.L tracks the MSCI ACWI NR USD while MWOZ.L tracks the Solactive GBS Developed Markets Large & Mid Cap Index. Both are passively managed. Over the past year, VWRL.L returned 34.53% vs 31.26% for MWOZ.L. With a 0.95 correlation, they move nearly in lockstep. VWRL.L charges 0.22%/yr vs 0.05%/yr for MWOZ.L.
Performance
VWRL.L vs. MWOZ.L - Performance Comparison
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Returns By Period
In the year-to-date period, VWRL.L achieves a 1.85% return, which is significantly higher than MWOZ.L's -0.69% return.
VWRL.L
- 1D
- 0.23%
- 1M
- 0.41%
- YTD
- 1.85%
- 6M
- 3.78%
- 1Y
- 34.53%
- 3Y*
- 15.70%
- 5Y*
- 10.47%
- 10Y*
- 12.61%
MWOZ.L
- 1D
- 0.13%
- 1M
- 0.27%
- YTD
- -0.69%
- 6M
- 1.05%
- 1Y
- 31.26%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VWRL.L vs. MWOZ.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VWRL.L Vanguard FTSE All-World UCITS ETF Distributing | 1.85% | 9.38% |
MWOZ.L Amundi Prime Global UCITS ETF Dist | -0.69% | 6.59% |
Correlation
The correlation between VWRL.L and MWOZ.L is 0.94, 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 | 0.94 |
Correlation (All Time) Calculated using the full available price history since Feb 7, 2025 | 0.95 |
The correlation between VWRL.L and MWOZ.L has been stable across timeframes, ranging from 0.94 to 0.95 — a consistent structural relationship.
VWRL.L vs. MWOZ.L - Expense Ratio Comparison
VWRL.L has a 0.22% expense ratio, which is higher than MWOZ.L's 0.05% 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%.
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Return for Risk
VWRL.L vs. MWOZ.L — Risk / Return Rank
VWRL.L
MWOZ.L
VWRL.L vs. MWOZ.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 Amundi Prime Global UCITS ETF Dist (MWOZ.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.
| VWRL.L | MWOZ.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.95 | 2.60 | +0.35 |
Sortino ratioReturn per unit of downside risk | 4.38 | 3.88 | +0.50 |
Omega ratioGain probability vs. loss probability | 1.59 | 1.50 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 4.27 | 3.50 | +0.76 |
Martin ratioReturn relative to average drawdown | 17.16 | 13.58 | +3.58 |
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 | MWOZ.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.95 | 2.60 | +0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.88 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.34 | +0.56 |
Drawdowns
VWRL.L vs. MWOZ.L - Drawdown Comparison
The maximum VWRL.L drawdown since its inception was -24.98%, which is greater than MWOZ.L's maximum drawdown of -19.89%. Use the drawdown chart below to compare losses from any high point for VWRL.L and MWOZ.L.
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Drawdown Indicators
| VWRL.L | MWOZ.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.98% | -19.89% | -5.09% |
Max Drawdown (1Y)Largest decline over 1 year | -7.08% | -7.79% | +0.71% |
Max Drawdown (5Y)Largest decline over 5 years | -17.48% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -24.98% | — | — |
Current DrawdownCurrent decline from peak | -1.94% | -2.94% | +1.00% |
Average DrawdownAverage peak-to-trough decline | -3.33% | -4.40% | +1.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.76% | 2.01% | -0.25% |
Volatility
VWRL.L vs. MWOZ.L - Volatility Comparison
Vanguard FTSE All-World UCITS ETF Distributing (VWRL.L) has a higher volatility of 4.72% compared to Amundi Prime Global UCITS ETF Dist (MWOZ.L) at 4.36%. This indicates that VWRL.L's price experiences larger fluctuations and is considered to be riskier than MWOZ.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.L | MWOZ.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.72% | 4.36% | +0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 8.50% | 8.53% | -0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.21% | 12.48% | -0.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.91% | 14.64% | -1.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.27% | 14.64% | -0.37% |
Dividends
VWRL.L vs. MWOZ.L - Dividend Comparison
VWRL.L's dividend yield for the trailing twelve months is around 1.36%, while MWOZ.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VWRL.L Vanguard FTSE All-World UCITS ETF Distributing | 1.36% | 1.39% | 1.49% | 1.72% | 2.03% | 1.45% | 1.58% | 1.95% | 2.22% | 1.90% | 1.85% | 2.00% |
MWOZ.L Amundi Prime Global UCITS ETF Dist | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |