VWRL.L vs. WENS.L
VWRL.L (Vanguard FTSE All-World UCITS ETF Distributing) and WENS.L (iShares MSCI World Energy Sector UCITS ETF USD (Dist)) are both exchange-traded funds - VWRL.L is a Global Equities fund tracking the FTSE All-World Index, while WENS.L is a Energy Equities fund tracking the MSCI World/Energy NR USD. Both are passively managed. Over the past 3 years, VWRL.L returned 17.97%/yr vs 13.87%/yr for WENS.L. At a 0.27 correlation, their price movements are largely independent. VWRL.L charges 0.19%/yr vs 0.25%/yr for WENS.L.
Performance
VWRL.L vs. WENS.L - Performance Comparison
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Returns By Period
In the year-to-date period, VWRL.L achieves a 11.87% return, which is significantly lower than WENS.L's 31.38% 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%
WENS.L
- 1D
- -0.43%
- 1M
- -0.63%
- YTD
- 31.38%
- 6M
- 26.68%
- 1Y
- 44.00%
- 3Y*
- 13.87%
- 5Y*
- —
- 10Y*
- —
VWRL.L vs. WENS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
VWRL.L Vanguard FTSE All-World UCITS ETF Distributing | 11.87% | 13.99% | 19.59% | 15.61% | 3.25% |
WENS.L iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 31.38% | 3.24% | 2.09% | -2.00% | 17.73% |
Correlation
The correlation between VWRL.L and WENS.L is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2022 | 0.27 |
The correlation between VWRL.L and WENS.L shifts across timeframes, from -0.11 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VWRL.L vs. WENS.L — Risk / Return Rank
VWRL.L
WENS.L
VWRL.L vs. WENS.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 iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.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 | WENS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.82 | ||
| Sortino ratioReturn per unit of downside risk | +1.42 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.37 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 4.20 | 2.99 | +1.20 |
| Martin ratioReturn relative to average drawdown | 17.09 | 9.66 | +7.43 |
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 | WENS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.88 | 2.06 | +0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | — | — |
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 | 0.59 | +0.36 |
Drawdowns
VWRL.L vs. WENS.L - Drawdown Comparison
The maximum VWRL.L drawdown since its inception was -24.98%, which is greater than WENS.L's maximum drawdown of -22.49%. Use the drawdown chart below to compare losses from any high point for VWRL.L and WENS.L.
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Drawdown Indicators
| VWRL.L | WENS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.98% | -22.49% | -2.49% |
Max Drawdown (1Y)Largest decline over 1 year | -7.08% | -14.63% | +7.55% |
Max Drawdown (3Y)Largest decline over 3 years | -17.48% | -22.49% | +5.01% |
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 | -0.48% | -7.62% | +7.14% |
Average DrawdownAverage peak-to-trough decline | -3.30% | -9.15% | +5.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.74% | 4.54% | -2.80% |
Volatility
VWRL.L vs. WENS.L - Volatility Comparison
The current volatility for Vanguard FTSE All-World UCITS ETF Distributing (VWRL.L) is 2.97%, while iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.L) has a volatility of 7.96%. This indicates that VWRL.L experiences smaller price fluctuations and is considered to be less risky than WENS.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 | WENS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.97% | 7.96% | -4.99% |
Volatility (6M)Calculated over the trailing 6-month period | 7.64% | 18.19% | -10.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.34% | 21.33% | -10.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.86% | 21.49% | -8.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.25% | 21.49% | -7.24% |
VWRL.L vs. WENS.L - Expense Ratio Comparison
VWRL.L has a 0.19% expense ratio, which is lower than WENS.L's 0.25% expense ratio. Despite the difference, 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. WENS.L - Dividend Comparison
VWRL.L's dividend yield for the trailing twelve months is around 1.24%, while WENS.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
WENS.L iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 0.00% | 0.00% | 1.75% | 3.61% | 1.77% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VWRL.L and WENS.L have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VWRL.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VWRL.L is cheaper with a 0.19% expense ratio, compared with 0.25% for WENS.L.
VWRL.L is categorized as Global Equities, while WENS.L is Energy Equities. VWRL.L tracks FTSE All-World Index, while WENS.L tracks MSCI World/Energy NR USD. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.19% for VWRL.L and 0.25% for WENS.L.
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