Vanguard FTSE All-World UCITS

10-Year Study

VWRL.LSE · · GB · ETF

Executive Summary: Vanguard FTSE All-World UCITS has compounded at 12.9% annually over the last 10 years, with a maximum drawdown of 15.5% and an annualized volatility of 12.5%.

1Y CAGR
+23.7%
3Y CAGR
+16.7%
5Y CAGR
+11.1%
10Y CAGR
+12.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
15.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.78
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.20
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
11.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +22.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -8.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.53.3-6.26.7————————3.9%
20254.5-3.5-6.0-2.35.32.75.6-0.13.84.9-0.8-0.114.0%
20241.14.03.5-1.80.94.3-0.4-0.50.52.35.0-0.619.6%
20234.4-0.70.5-0.10.23.52.4-1.0-0.3-2.94.64.515.6%
2022-4.9-1.94.9-2.9-2.0-4.96.21.6-4.41.21.8-2.9-8.4%
2021-0.30.53.93.8-0.93.70.23.4-1.72.71.32.020.0%
2020-1.0-6.2-9.07.85.83.4-1.15.10.3-3.08.42.512.1%
20194.51.53.23.1-2.25.35.1-3.11.7-2.72.91.122.0%
2018-0.1-0.6-4.53.63.10.53.31.30.4-5.50.9-6.4-4.7%
2017-0.04.40.7-1.92.2-0.21.42.6-2.13.30.12.213.2%
2016———-1.01.38.54.81.51.74.8-1.43.826.2%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 12.5%. The dominant macroeconomic risk driver is VTI.US, accounting for 77.1% of variance. Idiosyncratic stock-specific factors contribute 5.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019901.947475591292
2016-05-0110031.587740823892
2016-06-0110882.23776954002
2016-07-0111399.336918498408
2016-08-0111565.133399467446
2016-09-0111765.676395342767
2016-10-0112331.80180650551
2016-11-0112157.442698271812
2016-12-0112623.531561635253
2017-01-0112619.093614577352
2017-02-0113177.543987887015
2017-03-0113263.352999530103
2017-04-0113017.412415809535
2017-05-0113307.862997963766
2017-06-0113281.887954889575
2017-07-0113469.06489844933
2017-08-0113816.55615308307
2017-09-0113527.515271758994
2017-10-0113968.882159452829
2017-11-0113985.772463843787
2017-12-0114291.755860700674
2018-01-0114275.935884717801
2018-02-0114187.777371691122
2018-03-0113544.614420717382
2018-04-0114033.597869785412
2018-05-0114464.757479246073
2018-06-0114530.33467341931
2018-07-0115006.787448441499
2018-08-0115209.079517569051
2018-09-0115262.569832402236
2018-10-0114417.140917871875
2018-11-0114553.855792826189
2018-12-0113619.79846499243
2019-01-0114232.548425834073
2019-02-0114450.634365373571
2019-03-0114916.044483892863
2019-04-0115375.189265389236
2019-05-0115040.098156946693
2019-06-0115830.183261107923
2019-07-0116635.0702239858
2019-08-0116125.724429593276
2019-09-0116406.12436693991
2019-10-0115965.932229937871
2019-11-0116434.29227797212
2019-12-0116620.477209836583
2020-01-0116460.31953218817
2020-02-0115446.274735028455
2020-03-0114060.538818983972
2020-04-0115152.508745366262
2020-05-0116037.200438573593
2020-06-0116576.358794966847
2020-07-0116397.92721766825
2020-08-0117229.363546180757
2020-09-0117286.29979637655
2020-10-0116761.525609565084
2020-11-0118176.83913747194
2020-12-0118637.184775231035
2021-01-0118576.0455281157
2021-02-0118670.75653944552
2021-03-0119401.947475591292
2021-04-0120142.719156267947
2021-05-0119969.560904296977
2021-06-0120709.05341199812
2021-07-0120750.143580640113
2021-08-0121455.933796272126
2021-09-0121090.325275413776
2021-10-0121660.470944499557
2021-11-0121934.605544823266
2021-12-0122371.560591030127
2022-01-0121280.504359630344
2022-02-0120885.97086618284
2022-03-0121901.660314311077
2022-04-0121269.04401399259
2022-05-0120853.834908369445
2022-06-0119839.294105362085
2022-07-0121068.31827912077
2022-08-0121406.98585078056
2022-09-0120470.761760559704
2022-10-0120725.734871821645
2022-11-0121103.22142745262
2022-12-0120483.240223463687
2023-01-0121376.416227222893
2023-02-0121234.793504933954
2023-03-0121335.561008719258
2023-04-0121313.084112149532
2023-05-0121355.50566490889
2023-06-0122100.480342505092
2023-07-0122627.760664125726
2023-08-0122400.511669190208
2023-09-0122323.448023808283
2023-10-0121667.85882107242
2023-11-0122666.396909100404
2023-12-0123681.642562522844
2024-01-0123942.254477105416
2024-02-0124896.20424998695
2024-03-0125761.081814859295
2024-04-0125291.547016133245
2024-05-0125525.061348091684
2024-06-0126621.338693677233
2024-07-0126528.141805461288
2024-08-0126399.20639064376
2024-09-0126532.240380097115
2024-10-0127152.430428653475
2024-11-0128497.885448754765
2024-12-0128321.72505612698
2025-01-0129592.988043648515
2025-02-0128559.52070171775
2025-03-0126837.022920691277
2025-04-0126210.202057118993
2025-05-0127607.0067352373
2025-06-0128351.981412833502
2025-07-0129942.64606066935
2025-08-0129903.722654414454
2025-09-0131026.83652691485
2025-10-0132559.31185715032
2025-11-0132309.533754503216
2025-12-0132284.759567691748
2026-01-0132454.44577872918
2026-02-0133532.605858090115
2026-03-0131451.99185506187
2026-04-0133548.26920064742
Annual Return Matrix
YearAnnual Return
20170.13215194899463767
2018-0.04701713367186655
20190.22031741163842677
20200.12133872812032709
20210.2003723127090582
2022-0.08440718115675672
20230.1561472845197296
20240.1959358385447154
20250.13992913580337962
20260.03913641141748192
Total Factor Risk
0.1251617085074762
VTI.US Exposure
0.7705157209742952
VEA.US Exposure
0.20393753812944695
VWO.US Exposure
0.02882025887429185
QQQ.US Exposure
-0.1996994906194165
VTV.US Exposure
-0.12234748601567111
IJR.US Exposure
-0.008539134948224312
QUAL.US Exposure
0.11940381363612373
SHV.US Exposure
0.0006039415682561654
TLT.US Exposure
0.03504892540424319
LQD.US Exposure
-0.011920523004028512
HYG.US Exposure
-0.04048218047873499
GLD.US Exposure
0.005603611599801333
USO.US Exposure
-0.0006446976877522919
VNQ.US Exposure
0.0025500372701893715
BTC-USD.CC Exposure
-0.003340048895045101
CPER.US Exposure
-0.009016204784862552
VIX.INDX Exposure
0.008346137508600526
UUP.US Exposure
0.16927571323750112
TIP.US Exposure
-0.004244805588008278
Idiosyncratic Exposure
0.0561288738189942
Value Score
42.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
31.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
12.5%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →19.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.61%
Market Cap$197.4B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$89
Avg Yield on Cost
0.89%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$89.430.89%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.0%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+6.3%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Vanguard FTSE All-World UCITS a high-risk investment?

Vanguard FTSE All-World UCITS (VWRL.LSE) has an annualized volatility of 12.5% and experienced a maximum drawdown of 15.5% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of VWRL.LSE?

Over the past 10 years, VWRL.LSE has generated a Compound Annual Growth Rate (CAGR) of 12.9%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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