WFSPX vs. VWRP.L

Last updated Jun 13, 2026

WFSPX (iShares S&P 500 Index Fund) and VWRP.L (Vanguard FTSE All-World UCITS ETF (USD) Accumulating) are both funds - WFSPX is a S&P 500 fund tracking the S&P 500 Index, while VWRP.L is a Global Equities fund tracking the FTSE All-World Index. Both are passively managed. Over the past 5 years, WFSPX returned 13.30%/yr vs 10.88%/yr for VWRP.L. A 0.64 correlation means they provide meaningful diversification when combined. WFSPX charges 0.03%/yr vs 0.22%/yr for VWRP.L.

Performance

WFSPX vs. VWRP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 Index Fund (WFSPX) and Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

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

Returns By Period

In the year-to-date period, WFSPX achieves a 8.57% return, which is significantly lower than VWRP.L's 10.09% return.

WFSPX

• 1D: 1.75%
• 1M: -0.09%
• YTD: 8.57%
• 6M: 8.91%
• 1Y: 25.13%
• 3Y*: 21.02%
• 5Y*: 13.30%
• 10Y*: 15.32%

VWRP.L

• 1D: 1.49%
• 1M: 1.32%
• YTD: 10.09%
• 6M: 11.55%
• 1Y: 26.47%
• 3Y*: 19.68%
• 5Y*: 10.88%
• 10Y*: —

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

WFSPX vs. VWRP.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
WFSPX iShares S&P 500 Index Fund	8.57%	17.83%	24.94%	26.25%	-18.14%	28.63%	18.43%	7.94%
VWRP.L Vanguard FTSE All-World UCITS ETF (USD) Accumulating	10.09%	22.54%	17.61%	21.74%	-18.20%	18.91%	15.71%	8.28%

Correlation

The correlation between WFSPX and VWRP.L is 0.73, 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	0.73
Correlation (3Y) Calculated over the trailing 3-year period	0.64
Correlation (5Y) Calculated over the trailing 5-year period	0.65
Correlation (All Time) Calculated using the full available price history since Jul 25, 2019	0.64

The correlation between WFSPX and VWRP.L has been stable across timeframes, ranging from 0.64 to 0.73 - a consistent structural relationship.

Return for Risk

WFSPX vs. VWRP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WFSPX

WFSPX Risk / Return Rank: 72
WFSPX Sharpe Ratio Rank: 72
WFSPX Sortino Ratio Rank: 67
WFSPX Omega Ratio Rank: 68
WFSPX Calmar Ratio Rank: 73
WFSPX Martin Ratio Rank: 83

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

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.

WFSPX vs. VWRP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Index Fund (WFSPX) and Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.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.

	WFSPX	VWRP.L	Difference
Sharpe ratio: Return per unit of total volatility	1.97	2.08	-0.11
Sortino ratio: Return per unit of downside risk	2.67	3.04	-0.37
Omega ratio: Gain probability vs. loss probability	1.36	1.37	-0.02
Calmar ratio: Return relative to maximum drawdown	2.73	2.77	-0.03
Martin ratio: Return relative to average drawdown	12.42	11.75	+0.67

WFSPX vs. VWRP.L - Sharpe Ratio Comparison

The current WFSPX Sharpe Ratio is 1.97, which is comparable to the VWRP.L Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of WFSPX and VWRP.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.

Drawdowns

WFSPX vs. VWRP.L - Drawdown Comparison

The maximum WFSPX drawdown since its inception was -58.21%, which is greater than VWRP.L's maximum drawdown of -33.23%. Use the drawdown chart below to compare losses from any high point for WFSPX and VWRP.L.

Drawdown Indicators

	WFSPX	VWRP.L	Difference
Max Drawdown Largest peak-to-trough decline	-58.21%	-33.23%	-24.98%
Max Drawdown (1Y) Largest decline over 1 year	-8.90%	-9.07%	+0.17%
Max Drawdown (3Y) Largest decline over 3 years	-18.74%	-16.33%	-2.41%
Max Drawdown (5Y) Largest decline over 5 years	-24.51%	-26.82%	+2.31%
Max Drawdown (10Y) Largest decline over 10 years	-33.74%	—	—
Current Drawdown Current decline from peak	-2.79%	-2.16%	-0.63%
Average Drawdown Average peak-to-trough decline	-12.76%	-5.39%	-7.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.95%	2.14%	-0.19%

Volatility

WFSPX vs. VWRP.L - Volatility Comparison

iShares S&P 500 Index Fund (WFSPX) has a higher volatility of 4.43% compared to Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) at 3.80%. This indicates that WFSPX's price experiences larger fluctuations and is considered to be riskier than VWRP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WFSPX	VWRP.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.43%	3.80%	+0.63%
Volatility (6M) Calculated over the trailing 6-month period	9.70%	9.51%	+0.19%
Volatility (1Y) Calculated over the trailing 1-year period	12.36%	12.08%	+0.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.95%	15.09%	+1.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.05%	16.95%	+1.10%

WFSPX vs. VWRP.L - Expense Ratio Comparison

WFSPX has a 0.03% expense ratio, which is lower than VWRP.L's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

WFSPX vs. VWRP.L - Dividend Comparison

WFSPX's dividend yield for the trailing twelve months is around 1.61%, while VWRP.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
WFSPX iShares S&P 500 Index Fund	1.61%	1.72%	1.41%	1.50%	2.02%	1.82%	1.66%	1.99%	2.00%	1.62%	2.37%	2.49%

Frequently Asked Questions

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

WFSPX and VWRP.L have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.