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WINC.AS vs. VWRL.AS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

WINC.AS vs. VWRL.AS

Last updated Apr 1, 2026

Compare and contrast key facts about iShares World Equity High Income UCITS ETF USD Inc (WINC.AS) and Vanguard FTSE All-World UCITS ETF (VWRL.AS).

WINC.AS and VWRL.AS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WINC.AS is an actively managed fund by iShares. It was launched on Mar 26, 2024. VWRL.AS is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on May 22, 2012.

Performance

WINC.AS vs. VWRL.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares World Equity High Income UCITS ETF USD Inc (WINC.AS) and Vanguard FTSE All-World UCITS ETF (VWRL.AS). The values are adjusted to include any dividend payments, if applicable.

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WINC.AS vs. VWRL.AS - Yearly Performance Comparison

2026 (YTD)20252024
WINC.AS
iShares World Equity High Income UCITS ETF USD Inc		-2.66%21.56%8.92%
VWRL.AS
Vanguard FTSE All-World UCITS ETF		-3.70%22.96%9.56%
Different Trading Currencies

WINC.AS is traded in USD, while VWRL.AS is traded in EUR. To make them comparable, the VWRL.AS values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, WINC.AS achieves a -2.66% return, which is significantly higher than VWRL.AS's -3.70% return.

WINC.AS

1D
0.69%
1M
-5.84%
YTD
-2.66%
6M
1.96%
1Y
19.32%
3Y*
—
5Y*
—
10Y*
—

VWRL.AS

1D
0.97%
1M
-7.32%
YTD
-3.70%
6M
0.30%
1Y
20.45%
3Y*
16.67%
5Y*
9.17%
10Y*
11.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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iShares World Equity High Income UCITS ETF USD Inc

Vanguard FTSE All-World UCITS ETF

Often compared with WINC.AS:
WINC.AS vs. JEPQWINC.AS vs. JEPG.LWINC.AS vs. JEQP.LWINC.AS vs. SWDA.LWINC.AS vs. QQQIWINC.AS vs. TDGB.LWINC.AS vs. VGVE.DE
Often compared with VWRL.AS:
VWRL.AS vs. CSPX.LVWRL.AS vs. VUSA.ASVWRL.AS vs. VOOVWRL.AS vs. VTVWRL.AS vs. VUAA.LVWRL.AS vs. VGWL.DEVWRL.AS vs. BRK-A

WINC.AS vs. VWRL.AS - Expense Ratio Comparison

WINC.AS has a 0.35% expense ratio, which is higher than VWRL.AS's 0.22% expense ratio.

WINC.AS
iShares World Equity High Income UCITS ETF USD Inc
VWRL.AS
Vanguard FTSE All-World UCITS ETF

Return for Risk

WINC.AS vs. VWRL.AS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WINC.AS
WINC.AS Risk / Return Rank: 7777
Overall Rank
WINC.AS Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
WINC.AS Sortino Ratio Rank: 7878
Sortino Ratio Rank
WINC.AS Omega Ratio Rank: 7979
Omega Ratio Rank
WINC.AS Calmar Ratio Rank: 7070
Calmar Ratio Rank
WINC.AS Martin Ratio Rank: 8383
Martin Ratio Rank
VWRL.AS
VWRL.AS Risk / Return Rank: 6363
Overall Rank
VWRL.AS Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
VWRL.AS Sortino Ratio Rank: 4444
Sortino Ratio Rank
VWRL.AS Omega Ratio Rank: 4949
Omega Ratio Rank
VWRL.AS Calmar Ratio Rank: 8787
Calmar Ratio Rank
VWRL.AS Martin Ratio Rank: 8989
Martin Ratio Rank
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.

WINC.AS vs. VWRL.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares World Equity High Income UCITS ETF USD Inc (WINC.AS) and Vanguard FTSE All-World UCITS ETF (VWRL.AS). 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.

WINC.ASVWRL.ASDifference

Sharpe ratio

Return per unit of total volatility

1.39

1.25

+0.14

Sortino ratio

Return per unit of downside risk

1.94

1.76

+0.18

Omega ratio

Gain probability vs. loss probability

1.29

1.26

+0.02

Calmar ratio

Return relative to maximum drawdown

1.70

2.51

-0.81

Martin ratio

Return relative to average drawdown

8.88

11.37

-2.50

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WINC.AS vs. VWRL.AS - Sharpe Ratio Comparison

The current WINC.AS Sharpe Ratio is 1.39, which is comparable to the VWRL.AS Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of WINC.AS and VWRL.AS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

WINC.ASVWRL.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

1.25

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.59

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.71

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.20

0.63

+0.57

Correlation

The correlation between WINC.AS and VWRL.AS is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

WINC.AS vs. VWRL.AS - Dividend Comparison

WINC.AS's dividend yield for the trailing twelve months is around 9.72%, more than VWRL.AS's 1.43% yield.

TTM20252024202320222021202020192018201720162015
WINC.AS
iShares World Equity High Income UCITS ETF USD Inc		9.72%9.38%4.88%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VWRL.AS
Vanguard FTSE All-World UCITS ETF		1.43%1.42%1.47%1.74%2.10%1.43%1.56%1.89%2.24%1.93%1.95%2.03%

Drawdowns

WINC.AS vs. VWRL.AS - Drawdown Comparison

The maximum WINC.AS drawdown since its inception was -14.81%, smaller than the maximum VWRL.AS drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for WINC.AS and VWRL.AS.

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Drawdown Indicators

WINC.ASVWRL.ASDifference

Max Drawdown

Largest peak-to-trough decline

-14.81%

-33.27%

+18.46%

Max Drawdown (1Y)

Largest decline over 1 year

-10.81%

-13.34%

+2.53%

Max Drawdown (5Y)

Largest decline over 5 years

—

-21.00%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.27%

—

Current Drawdown

Current decline from peak

-6.13%

-5.97%

-0.16%

Average Drawdown

Average peak-to-trough decline

-1.60%

-4.43%

+2.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

1.61%

+0.46%

Volatility

WINC.AS vs. VWRL.AS - Volatility Comparison

The current volatility for iShares World Equity High Income UCITS ETF USD Inc (WINC.AS) is 4.47%, while Vanguard FTSE All-World UCITS ETF (VWRL.AS) has a volatility of 4.86%. This indicates that WINC.AS experiences smaller price fluctuations and is considered to be less risky than VWRL.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

WINC.ASVWRL.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.47%

4.86%

-0.39%

Volatility (6M)

Calculated over the trailing 6-month period

7.48%

8.70%

-1.22%

Volatility (1Y)

Calculated over the trailing 1-year period

14.00%

16.20%

-2.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.89%

15.21%

-1.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.89%

15.66%

-1.77%