VWRL.LSEvsCSPX.LSE

10-Year Study
Vanguard FTSE All-World UCITS()
iShares Core S&P 500 UCITS ETF USD (Acc)()

The Verdict

Over the synchronized 10-year period measured, neither historically led across 10 distinct risk and return vectors.
VWRL.LSE generated a 10-year CAGR of 12.9% (Max Drawdown: 15.5%), while CSPX.LSE generated 14.6% (Max Drawdown: 22.5%).

VWRL.LSE
5
metric wins
12.9% CAGR
VS
CSPX.LSE
5
metric wins
14.6% CAGR
Tied — very close race

Head-to-Head StatisticsiDetailed side-by-side breakdown of return and risk metrics.

10Y CAGRCAGRCompound Annual Growth Rate — the annualized rate of return over a period, accounting for compounding.Click for full definition →
VWRL.LSE
+12.9%
VS
CSPX.LSE
+14.6%
5Y CAGRCAGRCompound Annual Growth Rate — the annualized rate of return over a period, accounting for compounding.Click for full definition →
VWRL.LSE
+11.1%
VS
CSPX.LSE
+12.3%
3Y CAGRCAGRCompound Annual Growth Rate — the annualized rate of return over a period, accounting for compounding.Click for full definition →
VWRL.LSE
+16.7%
VS
CSPX.LSE
+21.0%
1Y CAGRCAGRCompound Annual Growth Rate — the annualized rate of return over a period, accounting for compounding.Click for full definition →
VWRL.LSE
+23.7%
VS
CSPX.LSE
+22.5%
Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
lower is better
VWRL.LSE
-15.5%
VS
CSPX.LSE
-22.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
VWRL.LSE
0.78
VS
CSPX.LSE
0.78
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
VWRL.LSE
1.20
VS
CSPX.LSE
1.12
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
lower is better
VWRL.LSE
+11.6%
VS
CSPX.LSE
+14.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
VWRL.LSE
+80.0%
VS
CSPX.LSE
+80.0%
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →
VWRL.LSE
+2.6%
VS
CSPX.LSE
+0.0%
10Y Income ($10k)
VWRL.LSE
$90
VS
CSPX.LSE
$0
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
lower = less market sensitivity
VWRL.LSE
1.00
VS
CSPX.LSE
1.00

Historical Trajectory

Growth of $10,000 Over 10 Years

Annual Returns Comparison

Performance Consistency

Rolling 12-Month Returns

Risk & Factor X-Ray AnalysisiAnalyzes downside volatility and macro factor exposures.

Historical Drawdowns

Return Correlation

82%
Pearson Correlation Coefficient

Moderately correlated. They share macro drivers but offer identifiable divergence.

Risk X-Ray Macro Factor Exposure Mapping

VWRL.LSE Factor Exposure
CSPX.LSE Factor Exposure

Fundamentals, Quality & IncomeiSide-by-side fundamental valuation, corporate health, and 10-year income generation.

Fundamentals Radar

Valuation & Quality Matrix

P/E Ratio
19.1
0.0
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 →
0
0
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 →
1.3
1.3
Market Cap
$197.4B
$0

10-Year Income Simulation ($10k)

Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →
2.6%
0.0%
Total Income Gen
$90
$0

Momentum & Macro PositioningiCompares relative price trends, moving averages, and market sensitivity.

50-Day SMA

VWRL.LSE+3.0%
CSPX.LSE+4.0%

200-Day SMA

VWRL.LSE+6.3%
CSPX.LSE+5.7%

Beta (Market Risk)

VWRL.LSE1.00
CSPX.LSE1.00

Frequently Asked Questions

How did VWRL.LSE compare to CSPX.LSE historically?

VWRL.LSE and CSPX.LSE performed comparably over the measured period. Neither clearly dominated across all risk and return metrics. The right choice depends on your individual investment goals, income needs, and risk tolerance.

What is the 10-year CAGR of VWRL.LSE vs CSPX.LSE?

Over the 2016–2026 study period, VWRL.LSE produced an annualized return (CAGR) of 12.9% while CSPX.LSE produced 14.6%. A ${10,000} investment in VWRL.LSE would have grown to approximately $33,548, compared to $39,228 for CSPX.LSE.

What is the maximum drawdown of VWRL.LSE vs CSPX.LSE?

VWRL.LSE experienced a peak-to-trough drawdown of 15.5% (2022 was its worst year at -8.4%), versus 22.5% for CSPX.LSE (worst year 2022 at -18.7%). A smaller maximum drawdown indicates lower downside risk and is particularly important for investors close to or in retirement.

How correlated are VWRL.LSE and CSPX.LSE?

VWRL.LSE and CSPX.LSE have a Pearson return correlation of 82% over the study period. This moderate correlation means the ETFs share broad market drivers but show identifiable divergence, offering some diversification benefit when combined.

Which ETF has a better Sharpe ratio — VWRL.LSE or CSPX.LSE?

VWRL.LSE has a Sharpe ratio of 0.78 versus 0.78 for CSPX.LSE. The Sharpe ratio measures return per unit of risk (volatility) relative to a risk-free rate. CSPX.LSE delivered better risk-adjusted returns over the study period. VWRL.LSE had annualized volatility of 11.6% vs 14.3% for CSPX.LSE.

Which ETF pays a higher dividend — VWRL.LSE or CSPX.LSE?

VWRL.LSE has a dividend yield of 2.61%, while CSPX.LSE yields 0.00%. On a $10,000 investment, VWRL.LSE paid approximately $90 in cumulative income vs $0 for CSPX.LSE over the study period. Income-focused investors should weigh dividend yield alongside total return (price appreciation + dividends), since a lower-yielding ETF can still produce superior total returns through capital gains.

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