VWRP.L vs. MSTR
VWRP.L (Vanguard FTSE All-World UCITS ETF (USD) Accumulating) is Global Equities fund tracking the FTSE All-World Index, while MSTR (Strategy Inc) is a stock. Over the past 5 years, VWRP.L returned 12.04%/yr vs 20.37%/yr for MSTR. At a 0.29 correlation, their price movements are largely independent.
Performance
VWRP.L vs. MSTR - Performance Comparison
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Different Trading Currencies
VWRP.L is traded in GBP, while MSTR is traded in USD. To make them comparable, the MSTR 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 MSTR's -18.00% return.
VWRP.L
- 1D
- 1.65%
- 1M
- 0.75%
- YTD
- 10.60%
- 6M
- 11.30%
- 1Y
- 28.03%
- 3Y*
- 17.31%
- 5Y*
- 12.04%
- 10Y*
- —
MSTR
- 1D
- 3.27%
- 1M
- -33.71%
- YTD
- -18.00%
- 6M
- -29.92%
- 1Y
- -67.22%
- 3Y*
- 60.17%
- 5Y*
- 20.37%
- 10Y*
- 21.54%
VWRP.L vs. MSTR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% |
MSTR Strategy Inc | -18.00% | -51.27% | 366.55% | 323.85% | -70.91% | 41.46% | 164.42% | 9.40% |
Correlation
The correlation between VWRP.L and MSTR is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2019 | 0.29 |
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Return for Risk
VWRP.L vs. MSTR — Risk / Return Rank
VWRP.L
MSTR
VWRP.L vs. MSTR - 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 Strategy Inc (MSTR). 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.L | MSTR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.50 | ||
| Sortino ratioReturn per unit of downside risk | +5.23 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 0.82 | +0.67 |
| Calmar ratioReturn relative to maximum drawdown | 3.82 | -0.87 | +4.70 |
| Martin ratioReturn relative to average drawdown | 15.17 | -1.26 | +16.43 |
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Drawdowns
VWRP.L vs. MSTR - Drawdown Comparison
The maximum VWRP.L drawdown since its inception was -25.10%, smaller than the maximum MSTR drawdown of -87.70%. Use the drawdown chart below to compare losses from any high point for VWRP.L and MSTR.
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Drawdown Indicators
| VWRP.L | MSTR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.10% | -87.70% | +62.60% |
Max Drawdown (1Y)Largest decline over 1 year | -7.10% | -76.73% | +69.63% |
Max Drawdown (3Y)Largest decline over 3 years | -17.64% | -78.88% | +61.24% |
Max Drawdown (5Y)Largest decline over 5 years | -17.64% | -82.13% | +64.49% |
Max Drawdown (10Y)Largest decline over 10 years | — | -87.70% | — |
Current DrawdownCurrent decline from peak | -1.64% | -75.31% | +73.67% |
Average DrawdownAverage peak-to-trough decline | -3.38% | -32.97% | +29.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.79% | 53.01% | -51.22% |
Volatility
VWRP.L vs. MSTR - Volatility Comparison
The current volatility for Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) is 3.57%, while Strategy Inc (MSTR) has a volatility of 21.72%. This indicates that VWRP.L experiences smaller price fluctuations and is considered to be less risky than MSTR 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 | MSTR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.57% | 21.72% | -18.15% |
Volatility (6M)Calculated over the trailing 6-month period | 8.07% | 56.24% | -48.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.69% | 70.12% | -59.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.92% | 89.25% | -76.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.96% | 72.86% | -57.90% |
Dividends
VWRP.L vs. MSTR - Dividend Comparison
Neither VWRP.L nor MSTR has paid dividends to shareholders.
Frequently Asked Questions
VWRP.L and MSTR have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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