VWRP.L vs. FWRG
Compare and contrast key facts about Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) and First Watch Restaurant Group, Inc. (FWRG).
VWRP.L is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on Jul 23, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VWRP.L or FWRG.
Performance
VWRP.L vs. FWRG - Performance Comparison
Returns By Period
In the year-to-date period, VWRP.L achieves a 18.03% return, which is significantly higher than FWRG's -11.00% return.
VWRP.L
18.03%
1.91%
7.23%
23.20%
11.28%
N/A
FWRG
-11.00%
5.86%
-5.49%
0.06%
N/A
N/A
Key characteristics
| VWRP.L | FWRG | |
|---|---|---|
| Sharpe Ratio | 2.31 | 0.03 |
| Sortino Ratio | 3.24 | 0.36 |
| Omega Ratio | 1.44 | 1.05 |
| Calmar Ratio | 3.71 | 0.03 |
| Martin Ratio | 16.32 | 0.05 |
| Ulcer Index | 1.38% | 25.45% |
| Daily Std Dev | 9.72% | 44.02% |
| Max Drawdown | -25.10% | -47.88% |
| Current Drawdown | -0.81% | -29.90% |
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Correlation
The correlation between VWRP.L and FWRG is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
VWRP.L vs. FWRG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) and First Watch Restaurant Group, Inc. (FWRG). 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
VWRP.L vs. FWRG - Dividend Comparison
Neither VWRP.L nor FWRG has paid dividends to shareholders.
Drawdowns
VWRP.L vs. FWRG - Drawdown Comparison
The maximum VWRP.L drawdown since its inception was -25.10%, smaller than the maximum FWRG drawdown of -47.88%. Use the drawdown chart below to compare losses from any high point for VWRP.L and FWRG. For additional features, visit the drawdowns tool.
Volatility
VWRP.L vs. FWRG - Volatility Comparison
The current volatility for Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) is 3.05%, while First Watch Restaurant Group, Inc. (FWRG) has a volatility of 19.31%. This indicates that VWRP.L experiences smaller price fluctuations and is considered to be less risky than FWRG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.