Vanguard FTSE All-World UCITS ETF
Ticker
VWRL.AS
ISIN
IE00B3RBWM25
Price
EUR 132.22
Change Today
-0.02 / -0.015 %
Price 1 year ago
103.00 / 28.369 %
Morningstar
4
52 Week Low
103.44
52 Week High
132.48
200 Day Moving Average 120.75
120.75
50-day Moving Average
126.10
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.73 |
| Sortino Ratio | 0.49 |
| Maximum Drawdown | -0.8% |
| Maximum Drawdown Date | 2023-12-27 |
| Calmar Ratio | -34.51 |
1 year
| Parameter | Value |
|---|---|
| Return | 1.36 |
| Volatility | 2.389% |
| Alpha | +0.04 |
| Beta | None |
| R Squared | +99.98 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 9.861% |
| Average Annual Volatility | 20.153% |
| Sharpe Ratio | 0.49 |
| Sortino Ratio | 0.39 |
| Maximum Drawdown | -33.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.29 |
Company information
Summary
This Fund seeks to provide long-term growth of capital by tracking the performance of the Index, a market-capitalisation weighted index of common stocks of large and mid cap companies in developed and emerging countries.
Market
NL
Category
--
Expense Ratio
0.22%
Fund family
Vanguard Group (Ireland) Limited
Morningstar
4
Yield
0.0143
Exchange
AMS
| Sector | Weight |
|---|---|
| Technology | 19.26% |
| Financial services | 15.78% |
| Healthcare | 12.99% |
| Consumer cyclical | 10.67% |
| Industrials | 9.72% |
| Communication services | 8.04% |
| Consumer defensive | 7.76% |
| Energy | 4.85% |
| Basic materials | 4.64% |
| Realestate | 3.03% |
| Utilities | 2.61% |
| Country | Ratio |
|---|---|
| United States | 58.62 |
| Japan | 6.30 |
| United Kingdom | 4.09 |
| China | 3.68 |
| France | 2.79 |
| Switzerland | 2.79 |
| Canada | 2.58 |
| Germany | 2.21 |
| Australia | 2.07 |
| Taiwan | 1.71 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| AAPL | Apple Inc | 3.2% |
| MSFT | Microsoft Corp | 3.04% |
| AMZN | Amazon.com Inc | 2.22% |
| FB | Facebook Inc Class A | 1.24% |
| GOOG | Alphabet Inc Class C | 1.14% |
| GOOGL | Alphabet Inc Class A | 1.01% |
| TSLA | Tesla Inc | 0.79% |
| 2330.TW | Taiwan Semiconductor Manufacturing Co Ltd | 0.76% |
| NVDA | NVIDIA Corp | 0.71% |
| JPM | JPMorgan Chase & Co | 0.69% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| FTAD.L | SPDR FTSE UK All Share UCITS ETF | IE00B7452L4 | LSE | 0.20% | 4 | -- | -- |
| HFXI | IQ FTSE International Equity Currency Neutral ETF | US45409B560 | PCX | 0.20% | 5 | +4.84 | |
| HLAL | Wahed FTSE USA Shariah ETF | US53656F607 | NGM | 0.50% | 5 | +0.10 | -- |
| ISF.L | iShares Core FTSE 100 UCITS ETF GBP (Dist) | IE000504245 | LSE | 0.20% | 4 | +2.85 | |
| ISFA.AS | iShares Core FTSE 100 UCITS ETF GBP (Dist) | IE0005042456 | AMS | 0.20% | 4 | +2.85 | |
| ISFU.L | iShares Core FTSE 100 UCITS ETF GBP (Dist) | IE000504245 | LSE | 0.20% | 4 | +2.85 | |
| L100.L | MULTI-UNITS LUXEMBOURG - Lyxor FTSE 100 UCITS ETF | LU165049217 | LSE | 0.15% | 4 | ||
| L100.PA | MULTI-UNITS LUXEMBOURG - Lyxor FTSE 100 UCITS ETF | LU1650492173 | PAR | 0.30% | 4 | +2.67 | |
| MIDD.L | iShares FTSE 250 UCITS ETF | IE00B00FV12 | LSE | 0.40% | 4 | ||
| PRF | Invesco FTSE RAFI US 1000 ETF | IE00B23D8S3 | PCX | 0.39% | 4 | +6.74 | |
| PXF | Invesco FTSE RAFI Developed Markets ex-U.S. ETF | US46138E735 | PCX | 0.45% | 4 | +5.06 | |
| VDJP.L | Vanguard FTSE Japan UCITS ETF | IE00B95PGT3 | LSE | 0.15% | 4 | -1.70 | |
| VERX.L | Vanguard FTSE Developed Europe ex UK UCITS ETF | IE00BKX55S4 | LSE | 0.10% | 4 | ||
| VEUR.AS | Vanguard FTSE Developed Europe UCITS ETF | IE00B945VV12 | AMS | 0.10% | 4 | -0.32 | |
| VJPN.L | Vanguard FTSE Japan UCITS ETF | IE00B95PGT3 | LSE | 0.15% | 4 | -1.70 | |
| VMID.L | Vanguard FTSE 250 UCITS ETF | IE00BKX55Q2 | LSE | 0.10% | 4 | -1.29 | |
| VMIG.L | Vanguard FTSE 250 UCITS ETF | IE00BKX55Q2 | LSE | 0.10% | 5 | -- | -- |
| VUKE.L | Vanguard FTSE 100 UCITS ETF | IE00B810Q51 | LSE | 0.09% | 4 | ||
| VUKG.L | Vanguard FTSE 100 UCITS ETF | IE00B810Q51 | LSE | 0.09% | 5 | -- | -- |
| VWRA.L | Vanguard FTSE All-World UCITS ETF | IE00B3RBWM2 | LSE | 0.22% | 4 | +0.04 | -- |
| VWRD.L | Vanguard FTSE All-World UCITS ETF | IE00B3RBWM2 | LSE | 0.22% | 4 | +0.04 | |
| VWRL.AS | Vanguard FTSE All-World UCITS ETF | IE00B3RBWM25 | AMS | 0.22% | 4 | +0.04 | |
| VWRL.L | Vanguard FTSE All-World UCITS ETF | IE00B3RBWM2 | LSE | 0.22% | 4 | +0.04 | |
| XDUK.L | Xtrackers FTSE 100 UCITS ETF | LU083878070 | LSE | 0.09% | 4 | ||
| XUKX.L | Xtrackers FTSE 100 Income UCITS ETF | LU029209723 | LSE | 0.09% | 4 | +2.76 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.