WENS.L vs. VWRL.L
WENS.L (iShares MSCI World Energy Sector UCITS ETF USD (Dist)) and VWRL.L (Vanguard FTSE All-World UCITS ETF Distributing) are both exchange-traded funds - WENS.L is a Energy Equities fund tracking the MSCI World/Energy NR USD, while VWRL.L is a Global Equities fund tracking the FTSE All-World Index. Both are passively managed. Over the past 3 years, WENS.L returned 14.89%/yr vs 17.21%/yr for VWRL.L. At a 0.24 correlation, their price movements are largely independent. WENS.L charges 0.25%/yr vs 0.19%/yr for VWRL.L.
Performance
WENS.L vs. VWRL.L - Performance Comparison
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Returns By Period
In the year-to-date period, WENS.L achieves a 27.02% return, which is significantly higher than VWRL.L's 9.83% return.
WENS.L
- 1D
- 0.00%
- 1M
- 2.96%
- 6M
- 20.08%
- YTD
- 27.02%
- 1Y
- 35.74%
- 3Y*
- 14.89%
- 5Y*
- —
- 10Y*
- —
VWRL.L
- 1D
- -0.93%
- 1M
- -2.30%
- 6M
- 7.10%
- YTD
- 9.83%
- 1Y
- 21.02%
- 3Y*
- 17.21%
- 5Y*
- 11.26%
- 10Y*
- 12.07%
WENS.L vs. VWRL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
WENS.L iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 27.02% | 6.73% | 3.85% | -2.00% | 17.73% |
VWRL.L Vanguard FTSE All-World UCITS ETF Distributing | 9.83% | 13.99% | 19.60% | 15.61% | 1.85% |
Correlation
The correlation between WENS.L and VWRL.L is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2022 | 0.24 |
The correlation between WENS.L and VWRL.L shifts across timeframes, from -0.17 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WENS.L vs. VWRL.L — Risk / Return Rank
WENS.L
VWRL.L
WENS.L vs. VWRL.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.L) and Vanguard FTSE All-World UCITS ETF Distributing (VWRL.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.
| WENS.L | VWRL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.36 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.20 | 2.95 | -0.76 |
| Martin ratioReturn relative to average drawdown | 5.74 | 11.39 | -5.64 |
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Drawdowns
WENS.L vs. VWRL.L - Drawdown Comparison
The maximum WENS.L drawdown since its inception was -21.15%, smaller than the maximum VWRL.L drawdown of -24.99%. Use the drawdown chart below to compare losses from any high point for WENS.L and VWRL.L.
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Drawdown Indicators
| WENS.L | VWRL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.15% | -24.99% | +3.84% |
Max Drawdown (1Y)Largest decline over 1 year | -16.34% | -7.08% | -9.26% |
Max Drawdown (3Y)Largest decline over 3 years | -21.15% | -17.47% | -3.68% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.47% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -24.99% | — |
Current DrawdownCurrent decline from peak | -10.69% | -3.06% | -7.63% |
Average DrawdownAverage peak-to-trough decline | -8.55% | -3.30% | -5.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.24% | 1.84% | +4.40% |
Volatility
WENS.L vs. VWRL.L - Volatility Comparison
iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.L) has a higher volatility of 6.40% compared to Vanguard FTSE All-World UCITS ETF Distributing (VWRL.L) at 3.08%. This indicates that WENS.L's price experiences larger fluctuations and is considered to be riskier than VWRL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WENS.L | VWRL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 3.08% | +3.32% |
Volatility (6M)Calculated over the trailing 6-month period | 19.36% | 8.48% | +10.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.05% | 10.92% | +11.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.57% | 12.96% | +8.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.57% | 14.21% | +7.36% |
WENS.L vs. VWRL.L - Expense Ratio Comparison
WENS.L has a 0.25% expense ratio, which is higher than VWRL.L's 0.19% 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
WENS.L vs. VWRL.L - Dividend Comparison
WENS.L's dividend yield for the trailing twelve months is around 2.71%, more than VWRL.L's 1.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VWRL.L Vanguard FTSE All-World UCITS ETF Distributing | 1.29% | 1.39% | 1.49% | 1.72% | 2.03% | 1.45% | 1.58% | 1.95% | 2.22% | 1.90% | 1.95% | 2.00% |
WENS.L iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 2.71% | 3.25% | 3.52% | 3.61% | 1.77% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WENS.L and VWRL.L have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VWRL.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VWRL.L is cheaper with a 0.19% expense ratio, compared with 0.25% for WENS.L.
WENS.L is categorized as Energy Equities, while VWRL.L is Global Equities. WENS.L tracks MSCI World/Energy NR USD, while VWRL.L tracks FTSE All-World Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.25% for WENS.L and 0.19% for VWRL.L.
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