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

Performance

VWRL.L vs. VDST.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 Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating (VDST.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 VDST.L is traded in USD. To make them comparable, the VDST.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 11.87% return, which is significantly higher than VDST.L's 1.87% return.


VWRL.L

1D
-0.06%
1M
5.33%
YTD
11.87%
6M
12.31%
1Y
29.86%
3Y*
17.97%
5Y*
12.45%
10Y*
13.48%

VDST.L

1D
0.04%
1M
1.23%
YTD
1.87%
6M
1.04%
1Y
4.96%
3Y*
2.08%
5Y*
4.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
VWRL.L
Vanguard FTSE All-World UCITS ETF Distributing
11.87%13.99%19.59%15.61%-8.44%20.04%6.47%
VDST.L
Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating
1.87%-3.17%7.08%-0.26%12.57%0.13%-5.17%

Correlation

The correlation between VWRL.L and VDST.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 (All Time)
Calculated using the full available price history since Sep 11, 2020

0.06

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Return for Risk

VWRL.L vs. VDST.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: 8686
Overall Rank
VWRL.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
VWRL.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
VWRL.L Omega Ratio Rank: 8989
Omega Ratio Rank
VWRL.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
VWRL.L Martin Ratio Rank: 8484
Martin Ratio Rank

VDST.L
VDST.L Risk / Return Rank: 9999
Overall Rank
VDST.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
VDST.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
VDST.L Omega Ratio Rank: 9999
Omega Ratio Rank
VDST.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
VDST.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. VDST.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 Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating (VDST.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.LVDST.LDifference
Sharpe ratioReturn per unit of total volatility

+2.12

Sortino ratioReturn per unit of downside risk

+2.84

Omega ratioGain probability vs. loss probability

1.55

1.13

+0.42

Calmar ratioReturn relative to maximum drawdown

4.20

0.96

+3.24

Martin ratioReturn relative to average drawdown

17.09

2.61

+14.49

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

The current VWRL.L Sharpe Ratio is 2.88, which is higher than the VDST.L Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of VWRL.L and VDST.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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Sharpe Ratios by Period


VWRL.LVDST.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.88

0.76

+2.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

0.55

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.29

+0.66

Drawdowns

VWRL.L vs. VDST.L - Drawdown Comparison

The maximum VWRL.L drawdown since its inception was -24.98%, which is greater than VDST.L's maximum drawdown of -15.91%. Use the drawdown chart below to compare losses from any high point for VWRL.L and VDST.L.


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Drawdown Indicators


VWRL.LVDST.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.98%

-15.91%

-9.07%

Max Drawdown (1Y)

Largest decline over 1 year

-7.08%

-5.14%

-1.94%

Max Drawdown (3Y)

Largest decline over 3 years

-17.48%

-9.86%

-7.62%

Max Drawdown (5Y)

Largest decline over 5 years

-17.48%

-15.91%

-1.57%

Max Drawdown (10Y)

Largest decline over 10 years

-24.98%

Current Drawdown

Current decline from peak

-0.48%

-6.10%

+5.62%

Average Drawdown

Average peak-to-trough decline

-3.30%

-7.99%

+4.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

1.90%

-0.16%

Volatility

VWRL.L vs. VDST.L - Volatility Comparison

Vanguard FTSE All-World UCITS ETF Distributing (VWRL.L) has a higher volatility of 2.97% compared to Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating (VDST.L) at 1.78%. This indicates that VWRL.L's price experiences larger fluctuations and is considered to be riskier than VDST.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.LVDST.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.97%

1.78%

+1.19%

Volatility (6M)

Calculated over the trailing 6-month period

7.64%

4.93%

+2.71%

Volatility (1Y)

Calculated over the trailing 1-year period

10.34%

6.53%

+3.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.86%

8.87%

+3.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.25%

8.93%

+5.32%

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

VWRL.L has a 0.19% expense ratio, which is higher than VDST.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%.


Dividends

VWRL.L vs. VDST.L - Dividend Comparison

VWRL.L's dividend yield for the trailing twelve months is around 1.24%, while VDST.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
VDST.L
Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VWRL.L
Vanguard FTSE All-World UCITS ETF Distributing
1.24%1.39%1.49%1.72%2.03%1.45%1.58%1.95%2.22%1.90%1.85%2.00%

Frequently Asked Questions


VWRL.L and VDST.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.

On fees, VDST.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VDST.L is cheaper with a 0.05% expense ratio, compared with 0.19% for VWRL.L.

VWRL.L is categorized as Global Equities, while VDST.L is Government Bonds. VWRL.L tracks FTSE All-World Index, while VDST.L tracks Bloomberg Short Treasury Index. Their fees differ too: 0.19% for VWRL.L and 0.05% for VDST.L.

Portfolio Optimizer

Find the right allocation for VWRL.L and VDST.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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