VWRL.L vs. VUKE.L
Compare and contrast key facts about Vanguard FTSE All-World UCITS ETF Distributing (VWRL.L) and Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L).
VWRL.L and VUKE.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VWRL.L is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on May 22, 2012. VUKE.L is a passively managed fund by Vanguard that tracks the performance of the FTSE AllSh TR GBP. It was launched on May 22, 2012. Both VWRL.L and VUKE.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VWRL.L or VUKE.L.
Key characteristics
| VWRL.L | VUKE.L | |
|---|---|---|
| YTD Return | 8.25% | 8.90% |
| 1Y Return | 14.69% | 13.94% |
| 3Y Return (Ann) | 6.38% | 8.35% |
| 5Y Return (Ann) | 9.84% | 5.97% |
| 10Y Return (Ann) | 11.31% | 5.63% |
| Sharpe Ratio | 1.44 | 1.31 |
| Daily Std Dev | 9.88% | 10.16% |
| Max Drawdown | -24.98% | -34.27% |
| Current Drawdown | -4.32% | -2.35% |
Correlation
The correlation between VWRL.L and VUKE.L is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
VWRL.L vs. VUKE.L - Performance Comparison
In the year-to-date period, VWRL.L achieves a 8.25% return, which is significantly lower than VUKE.L's 8.90% return. Over the past 10 years, VWRL.L has outperformed VUKE.L with an annualized return of 11.31%, while VUKE.L has yielded a comparatively lower 5.63% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VWRL.L vs. VUKE.L - Expense Ratio Comparison
VWRL.L has a 0.22% expense ratio, which is higher than VUKE.L's 0.09% 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%.
Risk-Adjusted Performance
VWRL.L vs. VUKE.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF Distributing (VWRL.L) and Vanguard FTSE 100 UCITS ETF Distributing (VUKE.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.
Dividends
VWRL.L vs. VUKE.L - Dividend Comparison
VWRL.L's dividend yield for the trailing twelve months is around 1.61%, less than VUKE.L's 3.84% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VWRL.L Vanguard FTSE All-World UCITS ETF Distributing | 1.61% | 1.73% | 2.04% | 1.45% | 1.58% | 1.95% | 2.23% | 1.90% | 1.85% | 1.98% | 2.14% | 1.95% |
VUKE.L Vanguard FTSE 100 UCITS ETF Distributing | 3.84% | 3.82% | 3.94% | 3.90% | 3.02% | 4.65% | 4.64% | 3.99% | 3.75% | 4.25% | 6.86% | 3.46% |
Drawdowns
VWRL.L vs. VUKE.L - Drawdown Comparison
The maximum VWRL.L drawdown since its inception was -24.98%, smaller than the maximum VUKE.L drawdown of -34.27%. Use the drawdown chart below to compare losses from any high point for VWRL.L and VUKE.L. For additional features, visit the drawdowns tool.
Volatility
VWRL.L vs. VUKE.L - Volatility Comparison
Vanguard FTSE All-World UCITS ETF Distributing (VWRL.L) has a higher volatility of 3.51% compared to Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L) at 3.31%. This indicates that VWRL.L's price experiences larger fluctuations and is considered to be riskier than VUKE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.