PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
VWRP.L vs. ISF.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VWRP.L vs. ISF.L

Last updated Jun 13, 2026

VWRP.L (Vanguard FTSE All-World UCITS ETF (USD) Accumulating) and ISF.L (iShares Core FTSE 100 UCITS ETF (Dist)) are both exchange-traded funds - VWRP.L is a Global Equities fund tracking the FTSE All-World Index, while ISF.L is a Europe Equities fund tracking the FTSE AllSh TR GBP. Both are passively managed. Over the past 5 years, VWRP.L returned 12.04%/yr vs 11.88%/yr for ISF.L. A 0.69 correlation means they provide meaningful diversification when combined. VWRP.L charges 0.22%/yr vs 0.07%/yr for ISF.L.

Performance

VWRP.L vs. ISF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) and iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

VWRP.L is traded in GBP, while ISF.L is traded in GBp. To make them comparable, the ISF.L 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 10.60% return, which is significantly higher than ISF.L's 7.07% return.

VWRP.L

1D
1.65%
1M
1.61%
YTD
10.60%
6M
11.30%
1Y
27.25%
3Y*
17.31%
5Y*
12.04%
10Y*
—

ISF.L

1D
1.50%
1M
1.56%
YTD
7.07%
6M
10.11%
1Y
21.22%
3Y*
15.23%
5Y*
11.88%
10Y*
9.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWRP.L vs. ISF.L - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
VWRP.L
Vanguard FTSE All-World UCITS ETF (USD) Accumulating		10.60%13.94%19.60%15.64%-8.41%20.00%12.27%1.72%
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)		7.07%25.97%9.28%7.81%4.83%17.68%-11.67%2.58%

Correlation

The correlation between VWRP.L and ISF.L is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.57

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

0.59

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

0.63

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2019

0.69

The correlation between VWRP.L and ISF.L shifts across timeframes, from 0.57 (1 year) to 0.69 (all time), reflecting how their relationship changes across market environments.

VWRP.L vs. ISF.L - Sectors Allocation Comparison

Sectors
VWRP.L
ISF.L

Technology

29.0%
0.8%

Financial Services

16.1%
24.8%

Industrials

11.0%
13.8%

Consumer Cyclical

9.4%
4.7%

Communication Services

8.8%
2.6%

Healthcare

8.0%
13.8%

Consumer Defensive

5.0%
12.8%

Energy

4.2%
11.9%

Basic Materials

3.8%
8.6%

Utilities

2.7%
5.3%

Real Estate

1.9%
0.9%

Technology

VWRP.L
29.0%
ISF.L
0.8%

Financial Services

VWRP.L
16.1%
ISF.L
24.8%

Industrials

VWRP.L
11.0%
ISF.L
13.8%

Consumer Cyclical

VWRP.L
9.4%
ISF.L
4.7%

Communication Services

VWRP.L
8.8%
ISF.L
2.6%

Healthcare

VWRP.L
8.0%
ISF.L
13.8%

Consumer Defensive

VWRP.L
5.0%
ISF.L
12.8%

Energy

VWRP.L
4.2%
ISF.L
11.9%

Basic Materials

VWRP.L
3.8%
ISF.L
8.6%

Utilities

VWRP.L
2.7%
ISF.L
5.3%

Real Estate

VWRP.L
1.9%
ISF.L
0.9%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Vanguard FTSE All-World UCITS ETF (USD) Accumulating

iShares Core FTSE 100 UCITS ETF (Dist)

Often compared with VWRP.L:
VWRP.L vs. FWRGVWRP.L vs. VWRD.LVWRP.L vs. SWDA.LVWRP.L vs. FWRG.LVWRP.L vs. IWDA.LVWRP.L vs. SSAC.LVWRP.L vs. VUAA.L
Often compared with ISF.L:
ISF.L vs. VUKE.LISF.L vs. HUKX.LISF.L vs. UKDV.LISF.L vs. XDAX.LISF.L vs. VUSA.ASISF.L vs. VOOISF.L vs. FEUI.L

Return for Risk

VWRP.L vs. ISF.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VWRP.L
VWRP.L Risk / Return Rank: 8686
Overall Rank
VWRP.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VWRP.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
VWRP.L Omega Ratio Rank: 8888
Omega Ratio Rank
VWRP.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
VWRP.L Martin Ratio Rank: 8585
Martin Ratio Rank
ISF.L
ISF.L Risk / Return Rank: 6363
Overall Rank
ISF.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ISF.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
ISF.L Omega Ratio Rank: 7171
Omega Ratio Rank
ISF.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
ISF.L Martin Ratio Rank: 5252
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.

VWRP.L vs. ISF.L - 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 iShares Core FTSE 100 UCITS ETF (Dist) (ISF.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.

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.

VWRP.LISF.LDifference
Sharpe ratioReturn per unit of total volatility
2.54
1.93

+0.61

Sortino ratioReturn per unit of downside risk
3.51
2.72

+0.79

Omega ratioGain probability vs. loss probability

1.48

1.36

+0.12

Calmar ratioReturn relative to maximum drawdown

3.82

2.40

+1.43

Martin ratioReturn relative to average drawdown

15.17

7.89

+7.27

VWRP.L vs. ISF.L - Sharpe Ratio Comparison

The current VWRP.L Sharpe Ratio is 2.54, which is higher than the ISF.L Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of VWRP.L and ISF.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

VWRP.L vs. ISF.L - Drawdown Comparison

The maximum VWRP.L drawdown since its inception was -25.10%, smaller than the maximum ISF.L drawdown of -45.00%. Use the drawdown chart below to compare losses from any high point for VWRP.L and ISF.L.

Loading charts...

Drawdown Indicators

VWRP.LISF.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.10%

-45.00%

+19.90%

Max Drawdown (1Y)

Largest decline over 1 year

-7.10%

-8.82%

+1.72%

Max Drawdown (3Y)

Largest decline over 3 years

-17.64%

-12.69%

-4.95%

Max Drawdown (5Y)

Largest decline over 5 years

-17.64%

-12.69%

-4.95%

Max Drawdown (10Y)

Largest decline over 10 years

—

-34.13%

—

Current Drawdown

Current decline from peak

-1.64%

-3.05%

+1.41%

Average Drawdown

Average peak-to-trough decline

-3.38%

-6.45%

+3.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

2.68%

-0.89%

Volatility

VWRP.L vs. ISF.L - Volatility Comparison

Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) and iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) have volatilities of 3.57% and 3.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

VWRP.LISF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.57%

3.51%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

8.07%

9.53%

-1.46%

Volatility (1Y)

Calculated over the trailing 1-year period

10.69%

10.94%

-0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.92%

12.59%

+0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.96%

14.84%

+0.12%

VWRP.L vs. ISF.L - Expense Ratio Comparison

VWRP.L has a 0.22% expense ratio, which is higher than ISF.L's 0.07% 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%.

Dividends

VWRP.L vs. ISF.L - Dividend Comparison

VWRP.L has not paid dividends to shareholders, while ISF.L's dividend yield for the trailing twelve months is around 1.71%.

PositionTTM20252024202320222021202020192018201720162015
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)		1.71%3.01%3.71%3.86%3.75%3.76%3.11%4.47%4.44%3.96%3.79%4.12%
VWRP.L
Vanguard FTSE All-World UCITS ETF (USD) Accumulating		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

VWRP.L and ISF.L have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ISF.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ISF.L is cheaper with a 0.07% expense ratio, compared with 0.22% for VWRP.L.

VWRP.L is categorized as Global Equities, while ISF.L is Europe Equities. VWRP.L tracks FTSE All-World Index, while ISF.L tracks FTSE AllSh TR GBP. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.22% for VWRP.L and 0.07% for ISF.L.

Portfolio Optimizer

Find the right allocation for VWRP.L and ISF.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer