XWD.TO vs. VWRA.L
Compare and contrast key facts about iShares MSCI World Index ETF (XWD.TO) and Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L).
XWD.TO and VWRA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XWD.TO is a passively managed fund by iShares that tracks the performance of the Morningstar Gbl GR CAD. It was launched on Jun 18, 2009. VWRA.L is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on Jul 23, 2019. Both XWD.TO and VWRA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XWD.TO or VWRA.L.
Key characteristics
| XWD.TO | VWRA.L | |
|---|---|---|
| YTD Return | 18.86% | 14.84% |
| 1Y Return | 23.77% | 22.43% |
| 3Y Return (Ann) | 9.66% | 5.71% |
| 5Y Return (Ann) | 12.47% | 11.14% |
| Sharpe Ratio | 2.49 | 1.91 |
| Daily Std Dev | 9.90% | 11.99% |
| Max Drawdown | -27.48% | -33.62% |
| Current Drawdown | -0.76% | -0.61% |
Correlation
The correlation between XWD.TO and VWRA.L is 0.62, 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.
Performance
XWD.TO vs. VWRA.L - Performance Comparison
In the year-to-date period, XWD.TO achieves a 18.86% return, which is significantly higher than VWRA.L's 14.84% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XWD.TO vs. VWRA.L - Expense Ratio Comparison
XWD.TO has a 0.48% expense ratio, which is higher than VWRA.L's 0.22% expense ratio.
Risk-Adjusted Performance
XWD.TO vs. VWRA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Index ETF (XWD.TO) 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.
Dividends
XWD.TO vs. VWRA.L - Dividend Comparison
XWD.TO's dividend yield for the trailing twelve months is around 1.22%, while VWRA.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XWD.TO iShares MSCI World Index ETF | 1.22% | 1.39% | 1.36% | 1.21% | 1.06% | 1.76% | 1.94% | 1.63% | 1.83% | 1.84% | 2.15% | 1.62% |
VWRA.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% |
Drawdowns
XWD.TO vs. VWRA.L - Drawdown Comparison
The maximum XWD.TO drawdown since its inception was -27.48%, smaller than the maximum VWRA.L drawdown of -33.62%. Use the drawdown chart below to compare losses from any high point for XWD.TO and VWRA.L. For additional features, visit the drawdowns tool.
Volatility
XWD.TO vs. VWRA.L - Volatility Comparison
iShares MSCI World Index ETF (XWD.TO) and Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) have volatilities of 3.65% and 3.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.