VWRP.L vs. NXTG.L
VWRP.L (Vanguard FTSE All-World UCITS ETF (USD) Accumulating) and NXTG.L (First Trust Indxx NextG UCITS ETF) are both Global Equities funds - VWRP.L tracks the FTSE All-World Index while NXTG.L tracks the First Trust Indxx NextG UCITS ETF. Both are passively managed. Over the past 5 years, VWRP.L returned 11.49%/yr vs 9.76%/yr for NXTG.L. A 0.64 correlation means they provide meaningful diversification when combined.
Performance
VWRP.L vs. NXTG.L - Performance Comparison
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Different Trading Currencies
VWRP.L is traded in GBP, while NXTG.L is traded in GBp. To make them comparable, the NXTG.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 10.99% return, which is significantly lower than NXTG.L's 39.36% return.
VWRP.L
- 1D
- -0.64%
- 1M
- -1.11%
- 6M
- 9.25%
- YTD
- 10.99%
- 1Y
- 22.63%
- 3Y*
- 17.86%
- 5Y*
- 11.49%
- 10Y*
- —
NXTG.L
- 1D
- -0.50%
- 1M
- -5.27%
- 6M
- 36.55%
- YTD
- 39.36%
- 1Y
- 56.77%
- 3Y*
- 16.78%
- 5Y*
- 9.76%
- 10Y*
- 6.94%
VWRP.L vs. NXTG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VWRP.L Vanguard FTSE All-World UCITS ETF (USD) Accumulating | 10.99% | 13.94% | 19.60% | 15.64% | -8.41% | 20.00% | 12.27% | 1.72% |
NXTG.L First Trust Indxx NextG UCITS ETF | 39.36% | 19.23% | 14.96% | 0.29% | -24.39% | 15.88% | 4.17% | 6.75% |
Correlation
The correlation between VWRP.L and NXTG.L is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2019 | 0.64 |
The correlation between VWRP.L and NXTG.L shifts across timeframes, from 0.64 (all time) to 0.82 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VWRP.L vs. NXTG.L — Risk / Return Rank
VWRP.L
NXTG.L
VWRP.L vs. NXTG.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 First Trust Indxx NextG UCITS ETF (NXTG.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.L | NXTG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.83 | ||
| Sortino ratioReturn per unit of downside risk | +0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.50 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.17 | 2.26 | +0.92 |
| Martin ratioReturn relative to average drawdown | 12.32 | 4.72 | +7.59 |
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Drawdowns
VWRP.L vs. NXTG.L - Drawdown Comparison
The maximum VWRP.L drawdown since its inception was -25.10%, smaller than the maximum NXTG.L drawdown of -45.94%. Use the drawdown chart below to compare losses from any high point for VWRP.L and NXTG.L.
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Drawdown Indicators
| VWRP.L | NXTG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.10% | -45.94% | +20.84% |
Max Drawdown (1Y)Largest decline over 1 year | -7.10% | -25.38% | +18.28% |
Max Drawdown (3Y)Largest decline over 3 years | -17.64% | -31.89% | +14.25% |
Max Drawdown (5Y)Largest decline over 5 years | -17.64% | -32.91% | +15.27% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.94% | — |
Current DrawdownCurrent decline from peak | -2.03% | -9.51% | +7.48% |
Average DrawdownAverage peak-to-trough decline | -3.35% | -19.86% | +16.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 12.16% | -10.33% |
Volatility
VWRP.L vs. NXTG.L - Volatility Comparison
The current volatility for Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) is 3.06%, while First Trust Indxx NextG UCITS ETF (NXTG.L) has a volatility of 6.66%. This indicates that VWRP.L experiences smaller price fluctuations and is considered to be less risky than NXTG.L 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 | NXTG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.06% | 6.66% | -3.60% |
Volatility (6M)Calculated over the trailing 6-month period | 8.48% | 15.57% | -7.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.95% | 46.75% | -35.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.97% | 43.04% | -30.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.91% | 32.80% | -17.89% |
Dividends
VWRP.L vs. NXTG.L - Dividend Comparison
Neither VWRP.L nor NXTG.L has paid dividends to shareholders.
Frequently Asked Questions
VWRP.L and NXTG.L have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VWRP.L tracks FTSE All-World Index, while NXTG.L tracks First Trust Indxx NextG UCITS ETF. They also come from different issuers: Vanguard and First Trust.
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