VWRP.L vs. STRD

Last updated Jun 14, 2026

VWRP.L (Vanguard FTSE All-World UCITS ETF (USD) Accumulating) is Global Equities fund tracking the FTSE All-World Index, while STRD (MicroStrategy Incorporated) is a stock. At a 0.22 correlation, their price movements are largely independent.

Performance

VWRP.L vs. STRD - 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 MicroStrategy Incorporated (STRD). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

VWRP.L is traded in GBP, while STRD is traded in USD. To make them comparable, the STRD values have been converted to GBP using the latest available exchange rates.

Returns By Period

VWRP.L

• 1D: 1.65%
• 1M: 0.75%
• YTD: 10.60%
• 6M: 11.30%
• 1Y: 28.03%
• 3Y*: 17.31%
• 5Y*: 12.04%
• 10Y*: —

STRD

• 1D: 0.66%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VWRP.L vs. STRD - Yearly Performance Comparison

	2026 (YTD)
VWRP.L Vanguard FTSE All-World UCITS ETF (USD) Accumulating	-0.36%
STRD MicroStrategy Incorporated	-1.76%

Correlation

The correlation between VWRP.L and STRD is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 28, 2026	0.22

Return for Risk

VWRP.L vs. STRD — 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: 86
VWRP.L Sharpe Ratio Rank: 88
VWRP.L Sortino Ratio Rank: 88
VWRP.L Omega Ratio Rank: 88
VWRP.L Calmar Ratio Rank: 82
VWRP.L Martin Ratio Rank: 85

STRD

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. STRD - 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 MicroStrategy Incorporated (STRD). 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	STRD	Difference
Sharpe ratio: Return per unit of total volatility	2.54	—	—
Sortino ratio: Return per unit of downside risk	3.51	—	—
Omega ratio: Gain probability vs. loss probability	1.48	—	—
Calmar ratio: Return relative to maximum drawdown	3.82	—	—
Martin ratio: Return relative to average drawdown	15.17	—	—

Drawdowns

VWRP.L vs. STRD - Drawdown Comparison

The maximum VWRP.L drawdown since its inception was -25.10%, which is greater than STRD's maximum drawdown of -6.52%. Use the drawdown chart below to compare losses from any high point for VWRP.L and STRD.

Drawdown Indicators

	VWRP.L	STRD	Difference
Max Drawdown Largest peak-to-trough decline	-25.10%	-6.52%	-18.58%
Max Drawdown (1Y) Largest decline over 1 year	-7.10%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-17.64%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-17.64%	—	—
Current Drawdown Current decline from peak	-1.64%	-1.76%	+0.12%
Average Drawdown Average peak-to-trough decline	-3.38%	-4.09%	+0.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.79%	—	—

Volatility

Volatility by Period

	VWRP.L	STRD	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.57%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.07%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.69%	31.81%	-21.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.92%	31.81%	-18.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.96%	31.81%	-16.85%

Dividends

VWRP.L vs. STRD - Dividend Comparison

Neither VWRP.L nor STRD has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both VWRP.L and STRD in my portfolio?

VWRP.L and STRD have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.