PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
VWRL.L vs. PACW.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VWRL.L vs. PACW.L

Last updated Apr 10, 2026

VWRL.L (Vanguard FTSE All-World UCITS ETF Distributing) and PACW.L (Amundi Prime All Country World UCITS ETF Income) are both Global Equities funds — VWRL.L tracks the MSCI ACWI NR USD while PACW.L tracks the Solactive GBS Global Markets Large & Mid Cap Index. Both are passively managed. Over the past year, VWRL.L returned 34.53% vs 34.79% for PACW.L. With a 0.98 correlation, they move nearly in lockstep. VWRL.L charges 0.22%/yr vs 0.07%/yr for PACW.L.

Performance

VWRL.L vs. PACW.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 Amundi Prime All Country World UCITS ETF Income (PACW.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

Returns By Period

In the year-to-date period, VWRL.L achieves a 1.85% return, which is significantly higher than PACW.L's 1.57% 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%

PACW.L

1D
0.14%
1M
0.28%
YTD
1.57%
6M
3.32%
1Y
34.79%
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)2025
VWRL.L
Vanguard FTSE All-World UCITS ETF Distributing		1.85%9.45%
PACW.L
Amundi Prime All Country World UCITS ETF Income		1.57%9.58%

Correlation

The correlation between VWRL.L and PACW.L is 0.98 — these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

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

0.98

Correlation (All Time)
Calculated using the full available price history since Feb 19, 2025

0.98

The correlation between VWRL.L and PACW.L has been stable across timeframes, ranging from 0.98 to 0.98 — a consistent structural relationship.

VWRL.L vs. PACW.L - Expense Ratio Comparison

VWRL.L has a 0.22% expense ratio, which is higher than PACW.L's 0.07% 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%.

Compare stocks, funds, or ETFs

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

Vanguard FTSE All-World UCITS ETF Distributing

Amundi Prime All Country World UCITS ETF Income

Often compared with VWRL.L:
VWRL.L vs. ACWIVWRL.L vs. VHYL.ASVWRL.L vs. VHVG.LVWRL.L vs. VUSA.LVWRL.L vs. VOOVWRL.L vs. VEVE.LVWRL.L vs. VHYG.L
Often compared with PACW.L:
PACW.L vs. VWRP.LPACW.L vs. FWRG.LPACW.L vs. ACWI.LPACW.L vs. VWRA.LPACW.L vs. FWRGPACW.L vs. XMWX.LPACW.L vs. MWOL.DE

Return for Risk

VWRL.L vs. PACW.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: 8080
Overall Rank
VWRL.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
VWRL.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
VWRL.L Omega Ratio Rank: 8484
Omega Ratio Rank
VWRL.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
VWRL.L Martin Ratio Rank: 7676
Martin Ratio Rank
PACW.L
PACW.L Risk / Return Rank: 8181
Overall Rank
PACW.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
PACW.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
PACW.L Omega Ratio Rank: 8585
Omega Ratio Rank
PACW.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
PACW.L Martin Ratio Rank: 7676
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. PACW.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 All Country World UCITS ETF Income (PACW.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.LPACW.LDifference

Sharpe ratio

Return per unit of total volatility

2.95

2.93

+0.02

Sortino ratio

Return per unit of downside risk

4.38

4.32

+0.06

Omega ratio

Gain probability vs. loss probability

1.59

1.58

+0.01

Calmar ratio

Return relative to maximum drawdown

4.27

4.35

-0.08

Martin ratio

Return relative to average drawdown

17.16

17.51

-0.35

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current VWRL.L Sharpe Ratio is 2.95, which is comparable to the PACW.L Sharpe Ratio of 2.93. The chart below compares the historical Sharpe Ratios of VWRL.L and PACW.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.

Loading graphics...

Sharpe Ratios by Period

VWRL.LPACW.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.95

2.93

+0.02

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

0.69

+0.22

Drawdowns

VWRL.L vs. PACW.L - Drawdown Comparison

The maximum VWRL.L drawdown since its inception was -24.98%, which is greater than PACW.L's maximum drawdown of -17.68%. Use the drawdown chart below to compare losses from any high point for VWRL.L and PACW.L.

Loading graphics...

Drawdown Indicators

VWRL.LPACW.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.98%

-17.68%

-7.30%

Max Drawdown (1Y)

Largest decline over 1 year

-7.08%

-7.06%

-0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-17.48%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-24.98%

—

—

Current Drawdown

Current decline from peak

-1.94%

-2.03%

+0.09%

Average Drawdown

Average peak-to-trough decline

-3.33%

-3.37%

+0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.76%

1.75%

+0.01%

Volatility

VWRL.L vs. PACW.L - Volatility Comparison

Vanguard FTSE All-World UCITS ETF Distributing (VWRL.L) and Amundi Prime All Country World UCITS ETF Income (PACW.L) have volatilities of 4.72% and 4.74%, 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.

Loading graphics...

Volatility by Period

VWRL.LPACW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.72%

4.74%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

8.50%

8.71%

-0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

12.21%

12.33%

-0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.91%

14.39%

-1.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.27%

14.39%

-0.12%

Dividends

VWRL.L vs. PACW.L - Dividend Comparison

VWRL.L's dividend yield for the trailing twelve months is around 1.36%, which matches PACW.L's 1.36% yield.

TTM20252024202320222021202020192018201720162015
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%
PACW.L
Amundi Prime All Country World UCITS ETF Income		1.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%