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XRES.L vs. VWRA.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XRES.L and VWRA.L is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

XRES.L vs. VWRA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Real Estate S&P US Select Sector UCITS ETF Acc (XRES.L) and Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%SeptemberOctoberNovemberDecember2025February
-0.83%
6.43%
XRES.L
VWRA.L

Key characteristics

Sharpe Ratio

XRES.L:

0.80

VWRA.L:

1.51

Sortino Ratio

XRES.L:

1.18

VWRA.L:

2.09

Omega Ratio

XRES.L:

1.15

VWRA.L:

1.27

Calmar Ratio

XRES.L:

0.48

VWRA.L:

2.29

Martin Ratio

XRES.L:

2.51

VWRA.L:

8.85

Ulcer Index

XRES.L:

4.96%

VWRA.L:

1.95%

Daily Std Dev

XRES.L:

15.47%

VWRA.L:

11.53%

Max Drawdown

XRES.L:

-37.84%

VWRA.L:

-33.62%

Current Drawdown

XRES.L:

-10.56%

VWRA.L:

-0.48%

Returns By Period

In the year-to-date period, XRES.L achieves a 4.76% return, which is significantly higher than VWRA.L's 4.36% return.


XRES.L

YTD

4.76%

1M

2.56%

6M

-0.83%

1Y

12.77%

5Y*

3.12%

10Y*

N/A

VWRA.L

YTD

4.36%

1M

1.58%

6M

6.43%

1Y

17.77%

5Y*

10.68%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


XRES.L vs. VWRA.L - Expense Ratio Comparison

XRES.L has a 0.14% expense ratio, which is lower than VWRA.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%.


VWRA.L
Vanguard FTSE All-World UCITS ETF USD Accumulating
Expense ratio chart for VWRA.L: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%
Expense ratio chart for XRES.L: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%

Risk-Adjusted Performance

XRES.L vs. VWRA.L — Risk-Adjusted Performance Rank

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

XRES.L
The Risk-Adjusted Performance Rank of XRES.L is 2929
Overall Rank
The Sharpe Ratio Rank of XRES.L is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of XRES.L is 3030
Sortino Ratio Rank
The Omega Ratio Rank of XRES.L is 3131
Omega Ratio Rank
The Calmar Ratio Rank of XRES.L is 2525
Calmar Ratio Rank
The Martin Ratio Rank of XRES.L is 2929
Martin Ratio Rank

VWRA.L
The Risk-Adjusted Performance Rank of VWRA.L is 6767
Overall Rank
The Sharpe Ratio Rank of VWRA.L is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VWRA.L is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VWRA.L is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VWRA.L is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VWRA.L is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XRES.L vs. VWRA.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Real Estate S&P US Select Sector UCITS ETF Acc (XRES.L) and Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.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.


Sharpe ratio
The chart of Sharpe ratio for XRES.L, currently valued at 0.80, compared to the broader market0.002.004.000.801.51
The chart of Sortino ratio for XRES.L, currently valued at 1.18, compared to the broader market0.005.0010.001.182.09
The chart of Omega ratio for XRES.L, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.27
The chart of Calmar ratio for XRES.L, currently valued at 0.48, compared to the broader market0.005.0010.0015.000.482.29
The chart of Martin ratio for XRES.L, currently valued at 2.51, compared to the broader market0.0020.0040.0060.0080.00100.002.518.85
XRES.L
VWRA.L

The current XRES.L Sharpe Ratio is 0.80, which is lower than the VWRA.L Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of XRES.L and VWRA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
0.80
1.51
XRES.L
VWRA.L

Dividends

XRES.L vs. VWRA.L - Dividend Comparison

Neither XRES.L nor VWRA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XRES.L vs. VWRA.L - Drawdown Comparison

The maximum XRES.L drawdown since its inception was -37.84%, which is greater than VWRA.L's maximum drawdown of -33.62%. Use the drawdown chart below to compare losses from any high point for XRES.L and VWRA.L. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-10.56%
-0.48%
XRES.L
VWRA.L

Volatility

XRES.L vs. VWRA.L - Volatility Comparison

The current volatility for Invesco Real Estate S&P US Select Sector UCITS ETF Acc (XRES.L) is 2.99%, while Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) has a volatility of 3.29%. This indicates that XRES.L experiences smaller price fluctuations and is considered to be less risky than VWRA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
2.99%
3.29%
XRES.L
VWRA.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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