Vanguard FTSE All-World UCITS ETF USD Accumulation

10-Year Study

VWRP.LSE · · GB · ETF

Executive Summary: Vanguard FTSE All-World UCITS ETF USD Accumulation has compounded at 10.9% annually over the last 10 years, with a maximum drawdown of 15.3% and an annualized volatility of 12.6%.

1Y CAGR
+23.3%
3Y CAGR
+16.5%
5Y CAGR
+11.0%
10Y CAGR
+10.9%

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 →
15.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.60
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.96
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +20.0%
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 →
86%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.53.3-6.06.0————————3.5%
20254.5-3.5-5.9-2.45.22.85.6-0.13.75.0-0.8-0.113.9%
20241.14.03.5-1.90.94.3-0.3-0.50.62.35.0-0.519.6%
20234.4-0.70.4-0.10.33.42.4-1.0-0.3-3.04.74.515.6%
2022-4.9-1.84.8-3.0-1.7-4.86.11.5-4.31.21.6-2.8-8.4%
2021-0.40.54.03.8-0.83.70.23.3-1.62.71.22.020.0%
2020-1.0-6.1-8.87.66.03.2-1.05.20.3-3.08.72.312.3%
2019———————-2.91.6-2.73.01.0-0.1%

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 12.6%. The dominant macroeconomic risk driver is VTI.US, accounting for 78.8% of variance. Idiosyncratic stock-specific factors contribute 5.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-07-0110000
2019-08-019707.799677889408
2019-09-019867.32111358233
2019-10-019605.031060664161
2019-11-019888.795153002531
2019-12-019990.796840248488
2020-01-019887.261293043945
2020-02-019285.221259299027
2020-03-018466.140041414219
2020-04-019106.526574123784
2020-05-019649.51299946315
2020-06-019957.818851138893
2020-07-019861.185673747988
2020-08-0110371.961039957054
2020-09-0110398.803589232304
2020-10-0110084.36229772222
2020-11-0110959.429404095408
2020-12-0111216.350947158526
2021-01-0111175.703658256001
2021-02-0111228.621826827211
2021-03-0111677.275864713552
2021-04-0112117.493672827673
2021-05-0112020.86049543677
2021-06-0112461.845233530179
2021-07-0112483.319272950383
2021-08-0112897.46146176854
2021-09-0112686.555717462996
2021-10-0113033.208068103384
2021-11-0113191.195643837718
2021-12-0113459.621136590229
2022-01-0112793.925914564
2022-02-0112564.613850755428
2022-03-0113173.556254313982
2022-04-0112778.587314978146
2022-05-0112555.410691003914
2022-06-0111954.137587238287
2022-07-0112679.653347649362
2022-08-0112874.453562389755
2022-09-0112326.865557174631
2022-10-0112475.649973157451
2022-11-0112680.420277628655
2022-12-0112327.632487153925
2023-01-0112870.61891249329
2023-02-0112786.256614771071
2023-03-0112839.941713321574
2023-04-0112826.136973694303
2023-05-0112864.483472658947
2023-06-0113297.031980980139
2023-07-0113619.142572283154
2023-08-0113481.09517601043
2023-09-0113438.147097170031
2023-10-0113031.674208144797
2023-11-0113639.082751744767
2023-12-0114255.69445509625
2024-01-0114414.448960809877
2024-02-0114985.811795383084
2024-03-0115504.256461385077
2024-04-0115214.356929212365
2024-05-0115357.005905360844
2024-06-0116019.6334074699
2024-07-0115970.549888795156
2024-08-0115883.119871155764
2024-09-0115970.549888795156
2024-10-0116332.5408390214
2024-11-0117143.952757113275
2024-12-0117050.387299639544
2025-01-0117817.317278932434
2025-02-0117186.90083595368
2025-03-0116169.951683411306
2025-04-0115775.74967405476
2025-05-0116593.297031980983
2025-06-0117064.192039266818
2025-07-0118019.78679346576
2025-08-0117995.245034128384
2025-09-0118660.940256154616
2025-10-0119590.459391057597
2025-11-0119440.141115116192
2025-12-0119427.870235447503
2026-01-0119532.172712631338
2026-02-0120185.59705498888
2026-03-0118967.712247871772
2026-04-0120105.836337142424
Annual Return Matrix
YearAnnual Return
20200.12266830429108766
20210.19999999999999996
2022-0.084102564102564
20230.15640164240388188
20240.19604045620830646
20250.13943864699532216
20260.034896573503868655
Total Factor Risk
0.12606157454752162
VTI.US Exposure
0.7878470521079275
VEA.US Exposure
0.20073737710038292
VWO.US Exposure
0.02812946509495909
QQQ.US Exposure
-0.20524330880466365
VTV.US Exposure
-0.12362864375735728
IJR.US Exposure
-0.00916588612578594
QUAL.US Exposure
0.11358845409341548
SHV.US Exposure
0.00008734317182451395
TLT.US Exposure
0.03819340961095521
LQD.US Exposure
-0.013111554764064825
HYG.US Exposure
-0.039732539770615936
GLD.US Exposure
0.004856492646913033
USO.US Exposure
-0.00020277685664672827
VNQ.US Exposure
0.0004509333142094386
BTC-USD.CC Exposure
-0.0038318604805932834
CPER.US Exposure
-0.008068356307646444
VIX.INDX Exposure
0.00788963998894881
UUP.US Exposure
0.1701141515485772
TIP.US Exposure
-0.004244574124661222
Idiosyncratic Exposure
0.05533518231392231
Value Score
42.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
12.6%

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 →0.00%
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
$0
Avg Yield on Cost
0.00%

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 →
+2.5%
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 →
+5.9%
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 →
0.4% 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 ETF USD Accumulation a high-risk investment?

Vanguard FTSE All-World UCITS ETF USD Accumulation (VWRP.LSE) has an annualized volatility of 12.6% and experienced a maximum drawdown of 15.3% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, VWRP.LSE has generated a Compound Annual Growth Rate (CAGR) of 10.9%. It has had a positive return in 86% 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.

Run a Full Backtest on Vanguard FTSE All-World UCITS ETF USD Accumulation

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest