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VWRL.L vs. XUHY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VWRL.L vs. XUHY.DE - 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 Xtrackers USD High Yield Corporate Bond UCITS ETF 1D (XUHY.DE). 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 XUHY.DE is traded in EUR. To make them comparable, the XUHY.DE 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 10.63% return, which is significantly higher than XUHY.DE's 1.96% return.


VWRL.L

1D
1.72%
1M
1.65%
YTD
10.63%
6M
11.34%
1Y
27.33%
3Y*
17.34%
5Y*
12.04%
10Y*
13.51%

XUHY.DE

1D
-0.38%
1M
1.03%
YTD
1.96%
6M
1.75%
1Y
8.99%
3Y*
6.40%
5Y*
4.80%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWRL.L vs. XUHY.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VWRL.L
Vanguard FTSE All-World UCITS ETF Distributing
10.63%13.99%19.60%15.61%-8.44%20.05%12.13%22.04%-3.24%
XUHY.DE
Xtrackers USD High Yield Corporate Bond UCITS ETF 1D
1.96%2.31%7.79%7.25%-1.32%4.51%2.20%12.53%-12.69%

Correlation

The correlation between VWRL.L and XUHY.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.37

Correlation (5Y)
Calculated over the trailing 5-year period

0.40

Correlation (All Time)
Calculated using the full available price history since Feb 6, 2018

0.48

The correlation between VWRL.L and XUHY.DE shifts across timeframes, from 0.33 (1 year) to 0.48 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VWRL.L vs. XUHY.DE — 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: 8787
Overall Rank
VWRL.L Sharpe Ratio Rank: 8888
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: 8282
Calmar Ratio Rank
VWRL.L Martin Ratio Rank: 8585
Martin Ratio Rank

XUHY.DE
XUHY.DE Risk / Return Rank: 4343
Overall Rank
XUHY.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
XUHY.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
XUHY.DE Omega Ratio Rank: 3737
Omega Ratio Rank
XUHY.DE Calmar Ratio Rank: 5454
Calmar Ratio Rank
XUHY.DE Martin Ratio Rank: 4949
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. XUHY.DE - 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 Xtrackers USD High Yield Corporate Bond UCITS ETF 1D (XUHY.DE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VWRL.LXUHY.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.19

Sortino ratioReturn per unit of downside risk

+1.50

Omega ratioGain probability vs. loss probability

1.49

1.25

+0.24

Calmar ratioReturn relative to maximum drawdown

3.84

2.83

+1.01

Martin ratioReturn relative to average drawdown

15.26

8.09

+7.17

VWRL.L vs. XUHY.DE - Sharpe Ratio Comparison

The current VWRL.L Sharpe Ratio is 2.55, which is higher than the XUHY.DE Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of VWRL.L and XUHY.DE, 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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Drawdowns

VWRL.L vs. XUHY.DE - Drawdown Comparison

The maximum VWRL.L drawdown since its inception was -24.99%, which is greater than XUHY.DE's maximum drawdown of -20.96%. Use the drawdown chart below to compare losses from any high point for VWRL.L and XUHY.DE.


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Drawdown Indicators


VWRL.LXUHY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.99%

-20.96%

-4.03%

Max Drawdown (1Y)

Largest decline over 1 year

-7.08%

-3.16%

-3.92%

Max Drawdown (3Y)

Largest decline over 3 years

-17.47%

-10.42%

-7.05%

Max Drawdown (5Y)

Largest decline over 5 years

-17.47%

-10.42%

-7.05%

Max Drawdown (10Y)

Largest decline over 10 years

-24.99%

Current Drawdown

Current decline from peak

-1.59%

-0.38%

-1.21%

Average Drawdown

Average peak-to-trough decline

-3.32%

-4.85%

+1.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

1.11%

+0.68%

Volatility

VWRL.L vs. XUHY.DE - Volatility Comparison

Vanguard FTSE All-World UCITS ETF Distributing (VWRL.L) has a higher volatility of 3.64% compared to Xtrackers USD High Yield Corporate Bond UCITS ETF 1D (XUHY.DE) at 1.59%. This indicates that VWRL.L's price experiences larger fluctuations and is considered to be riskier than XUHY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWRL.LXUHY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.64%

1.59%

+2.05%

Volatility (6M)

Calculated over the trailing 6-month period

8.07%

4.75%

+3.32%

Volatility (1Y)

Calculated over the trailing 1-year period

10.67%

6.58%

+4.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.90%

8.80%

+4.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.26%

13.10%

+1.16%

VWRL.L vs. XUHY.DE - Expense Ratio Comparison

VWRL.L has a 0.19% expense ratio, which is lower than XUHY.DE's 0.20% 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. XUHY.DE - Dividend Comparison

VWRL.L's dividend yield for the trailing twelve months is around 1.25%, less than XUHY.DE's 6.60% yield.


PositionTTM20252024202320222021202020192018201720162015
VWRL.L
Vanguard FTSE All-World UCITS ETF Distributing
1.25%1.39%1.49%1.72%2.03%1.45%1.58%1.95%2.22%1.90%1.95%2.00%
XUHY.DE
Xtrackers USD High Yield Corporate Bond UCITS ETF 1D
6.60%6.60%7.39%6.02%6.13%9.09%5.94%4.80%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VWRL.L and XUHY.DE have a correlation of 0.33, 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 0.20% for XUHY.DE.

VWRL.L is categorized as Global Equities, while XUHY.DE is High Yield Bonds. VWRL.L tracks FTSE All-World Index, while XUHY.DE tracks Bloomberg US Corporate High Yield TR USD. They also come from different issuers: Vanguard and Xtrackers. Their fees differ too: 0.19% for VWRL.L and 0.20% for XUHY.DE.

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