AEGG.L vs. VWRP.L
Compare and contrast key facts about iShares Global Aggregate Bond ESG UCITS ETF GBP Hedged (Acc) (AEGG.L) and Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L).
AEGG.L and VWRP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AEGG.L is a passively managed fund by iShares that tracks the performance of the Bloomberg Global Aggregate TR Hdg GBP. It was launched on Dec 3, 2021. VWRP.L is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on Jul 23, 2019. Both AEGG.L and VWRP.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AEGG.L or VWRP.L.
Key characteristics
| AEGG.L | VWRP.L | |
|---|---|---|
| YTD Return | -0.30% | 10.20% |
| 1Y Return | 2.96% | 22.06% |
| Sharpe Ratio | 0.65 | 2.21 |
| Daily Std Dev | 4.46% | 9.95% |
| Max Drawdown | -15.75% | -25.10% |
| Current Drawdown | -9.01% | 0.00% |
Correlation
The correlation between AEGG.L and VWRP.L is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
AEGG.L vs. VWRP.L - Performance Comparison
In the year-to-date period, AEGG.L achieves a -0.30% return, which is significantly lower than VWRP.L's 10.20% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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AEGG.L vs. VWRP.L - Expense Ratio Comparison
AEGG.L has a 0.10% expense ratio, which is lower than VWRP.L's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
AEGG.L vs. VWRP.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Aggregate Bond ESG UCITS ETF GBP Hedged (Acc) (AEGG.L) and Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.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.
Dividends
AEGG.L vs. VWRP.L - Dividend Comparison
Neither AEGG.L nor VWRP.L has paid dividends to shareholders.
Drawdowns
AEGG.L vs. VWRP.L - Drawdown Comparison
The maximum AEGG.L drawdown since its inception was -15.75%, smaller than the maximum VWRP.L drawdown of -25.10%. Use the drawdown chart below to compare losses from any high point for AEGG.L and VWRP.L. For additional features, visit the drawdowns tool.
Volatility
AEGG.L vs. VWRP.L - Volatility Comparison
The current volatility for iShares Global Aggregate Bond ESG UCITS ETF GBP Hedged (Acc) (AEGG.L) is 1.90%, while Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) has a volatility of 4.14%. This indicates that AEGG.L experiences smaller price fluctuations and is considered to be less risky than VWRP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.