VWRP.L vs. ETH-USD
VWRP.L (Vanguard FTSE All-World UCITS ETF (USD) Accumulating) is Global Equities fund tracking the FTSE All-World Index, while ETH-USD (Ethereum) is a cryptocurrency. Over the past 5 years, VWRP.L returned 12.03%/yr vs -7.61%/yr for ETH-USD. At a 0.16 correlation, their price movements are largely independent.
Performance
VWRP.L vs. ETH-USD - Performance Comparison
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Different Trading Currencies
VWRP.L is traded in GBP, while ETH-USD is traded in USD. To make them comparable, the ETH-USD values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, VWRP.L achieves a 10.34% return, which is significantly higher than ETH-USD's -43.44% return.
VWRP.L
- 1D
- -0.27%
- 1M
- 2.31%
- YTD
- 10.34%
- 6M
- 10.53%
- 1Y
- 27.49%
- 3Y*
- 17.73%
- 5Y*
- 12.03%
- 10Y*
- —
ETH-USD
- 1D
- -1.66%
- 1M
- -26.41%
- YTD
- -43.44%
- 6M
- -46.90%
- 1Y
- -32.84%
- 3Y*
- -5.24%
- 5Y*
- -7.61%
- 10Y*
- 62.41%
VWRP.L vs. ETH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VWRP.L Vanguard FTSE All-World UCITS ETF (USD) Accumulating | 10.34% | 13.94% | 19.60% | 15.64% | -8.41% | 20.00% | 12.27% | 1.72% |
ETH-USD Ethereum | -43.44% | -17.26% | 47.37% | 82.17% | -63.50% | 403.02% | 457.03% | -44.13% |
Correlation
The correlation between VWRP.L and ETH-USD is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2019 | 0.16 |
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Return for Risk
VWRP.L vs. ETH-USD — Risk / Return Rank
VWRP.L
ETH-USD
VWRP.L vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) and Ethereum (ETH-USD). 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.
| VWRP.L | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.11 | ||
| Sortino ratioReturn per unit of downside risk | +3.97 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 0.96 | +0.54 |
| Calmar ratioReturn relative to maximum drawdown | 3.86 | -0.49 | +4.35 |
| Martin ratioReturn relative to average drawdown | 15.62 | -0.86 | +16.48 |
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
| VWRP.L | ETH-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.62 | -0.49 | +3.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | -0.11 | +1.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.76 | +0.04 |
Drawdowns
VWRP.L vs. ETH-USD - Drawdown Comparison
The maximum VWRP.L drawdown since its inception was -25.10%, smaller than the maximum ETH-USD drawdown of -93.08%. Use the drawdown chart below to compare losses from any high point for VWRP.L and ETH-USD.
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Drawdown Indicators
| VWRP.L | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.10% | -93.08% | +67.98% |
Max Drawdown (1Y)Largest decline over 1 year | -7.10% | -66.80% | +59.70% |
Max Drawdown (3Y)Largest decline over 3 years | -17.64% | -66.80% | +49.16% |
Max Drawdown (5Y)Largest decline over 5 years | -17.64% | -75.89% | +58.25% |
Max Drawdown (10Y)Largest decline over 10 years | — | -93.08% | — |
Current DrawdownCurrent decline from peak | -1.87% | -65.15% | +63.28% |
Average DrawdownAverage peak-to-trough decline | -3.38% | -48.56% | +45.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.76% | 44.32% | -42.56% |
Volatility
VWRP.L vs. ETH-USD - Volatility Comparison
The current volatility for Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) is 3.00%, while Ethereum (ETH-USD) has a volatility of 16.35%. This indicates that VWRP.L experiences smaller price fluctuations and is considered to be less risky than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VWRP.L | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.00% | 16.35% | -13.35% |
Volatility (6M)Calculated over the trailing 6-month period | 7.75% | 46.86% | -39.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.47% | 55.63% | -45.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.88% | 58.85% | -45.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.95% | 78.69% | -63.74% |
Frequently Asked Questions
VWRP.L and ETH-USD have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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