PortfoliosLab logoPortfoliosLab logo
ACWX vs. VAGS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ACWX vs. VAGS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI ACWI ex U.S. ETF (ACWX) and Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Accumulating (VAGS.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

ACWX is traded in USD, while VAGS.L is traded in GBP. To make them comparable, the VAGS.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ACWX achieves a 13.90% return, which is significantly higher than VAGS.L's -0.15% return.


ACWX

1D
0.42%
1M
1.39%
YTD
13.90%
6M
15.65%
1Y
30.35%
3Y*
18.44%
5Y*
8.26%
10Y*
10.05%

VAGS.L

1D
0.15%
1M
0.41%
YTD
-0.15%
6M
1.24%
1Y
2.01%
3Y*
8.18%
5Y*
0.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACWX vs. VAGS.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ACWX
iShares MSCI ACWI ex U.S. ETF
13.90%32.59%5.17%15.63%-16.07%7.67%10.29%10.33%
VAGS.L
Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Accumulating
-0.15%14.62%3.81%14.28%-21.87%-2.20%9.97%7.62%

Correlation

The correlation between ACWX and VAGS.L is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.63

Correlation (3Y)
Calculated over the trailing 3-year period

0.54

Correlation (5Y)
Calculated over the trailing 5-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Jun 18, 2019

0.45

The correlation between ACWX and VAGS.L shifts across timeframes, from 0.45 (all time) to 0.63 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ACWX vs. VAGS.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ACWX
ACWX Risk / Return Rank: 6060
Overall Rank
ACWX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
ACWX Sortino Ratio Rank: 5959
Sortino Ratio Rank
ACWX Omega Ratio Rank: 6161
Omega Ratio Rank
ACWX Calmar Ratio Rank: 5858
Calmar Ratio Rank
ACWX Martin Ratio Rank: 6262
Martin Ratio Rank

VAGS.L
VAGS.L Risk / Return Rank: 2626
Overall Rank
VAGS.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
VAGS.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
VAGS.L Omega Ratio Rank: 2424
Omega Ratio Rank
VAGS.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
VAGS.L Martin Ratio Rank: 2727
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ACWX vs. VAGS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI ex U.S. ETF (ACWX) and Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Accumulating (VAGS.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ACWXVAGS.LDifference
Sharpe ratioReturn per unit of total volatility

+1.59

Sortino ratioReturn per unit of downside risk

+2.12

Omega ratioGain probability vs. loss probability

1.32

1.03

+0.29

Calmar ratioReturn relative to maximum drawdown

2.52

0.26

+2.26

Martin ratioReturn relative to average drawdown

9.66

0.60

+9.05

ACWX vs. VAGS.L - Sharpe Ratio Comparison

The current ACWX Sharpe Ratio is 1.75, which is higher than the VAGS.L Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of ACWX and VAGS.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

ACWX vs. VAGS.L - Drawdown Comparison

The maximum ACWX drawdown since its inception was -60.40%, which is greater than VAGS.L's maximum drawdown of -34.86%. Use the drawdown chart below to compare losses from any high point for ACWX and VAGS.L.


Loading charts...

Drawdown Indicators


ACWXVAGS.LDifference

Max Drawdown

Largest peak-to-trough decline

-60.40%

-34.86%

-25.54%

Max Drawdown (1Y)

Largest decline over 1 year

-11.42%

-5.44%

-5.98%

Max Drawdown (3Y)

Largest decline over 3 years

-13.84%

-10.83%

-3.01%

Max Drawdown (5Y)

Largest decline over 5 years

-30.01%

-34.83%

+4.82%

Max Drawdown (10Y)

Largest decline over 10 years

-35.38%

Current Drawdown

Current decline from peak

-1.41%

-2.94%

+1.53%

Average Drawdown

Average peak-to-trough decline

-13.32%

-9.10%

-4.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

2.33%

+0.65%

Volatility

ACWX vs. VAGS.L - Volatility Comparison

iShares MSCI ACWI ex U.S. ETF (ACWX) has a higher volatility of 6.97% compared to Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Accumulating (VAGS.L) at 2.62%. This indicates that ACWX's price experiences larger fluctuations and is considered to be riskier than VAGS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ACWXVAGS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.97%

2.62%

+4.35%

Volatility (6M)

Calculated over the trailing 6-month period

14.32%

6.14%

+8.18%

Volatility (1Y)

Calculated over the trailing 1-year period

16.43%

8.44%

+7.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.46%

10.89%

+5.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.43%

10.89%

+6.54%

ACWX vs. VAGS.L - Expense Ratio Comparison

ACWX has a 0.32% expense ratio, which is higher than VAGS.L's 0.10% expense ratio.


Dividends

ACWX vs. VAGS.L - Dividend Comparison

ACWX's dividend yield for the trailing twelve months is around 2.48%, while VAGS.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ACWX
iShares MSCI ACWI ex U.S. ETF
2.48%2.82%2.97%2.96%2.68%2.74%1.88%3.22%2.60%2.40%2.77%2.51%
VAGS.L
Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Accumulating
0.00%1.43%3.03%2.33%1.45%0.87%1.08%0.10%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ACWX and VAGS.L have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VAGS.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VAGS.L is cheaper with a 0.10% expense ratio, compared with 0.32% for ACWX.

ACWX is categorized as Foreign Large Cap Equities, while VAGS.L is Global Bonds. ACWX tracks MSCI All Country World ex-U.S. Index, while VAGS.L tracks Bloomberg Global Aggregate TR Hdg GBP. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.32% for ACWX and 0.10% for VAGS.L.

Portfolio Optimizer

Find the right allocation for ACWX and VAGS.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer