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AGBP.L vs. VAGP.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AGBP.LVAGP.L
YTD Return-0.86%-0.93%
1Y Return3.09%2.96%
3Y Return (Ann)-2.62%-3.03%
Sharpe Ratio0.720.63
Daily Std Dev4.64%4.82%
Max Drawdown-16.42%-18.13%
Current Drawdown-10.11%-11.55%

Correlation

-0.50.00.51.01.0

The correlation between AGBP.L and VAGP.L is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

AGBP.L vs. VAGP.L - Performance Comparison

In the year-to-date period, AGBP.L achieves a -0.86% return, which is significantly higher than VAGP.L's -0.93% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-9.00%-8.00%-7.00%-6.00%-5.00%-4.00%-3.00%December2024FebruaryMarchAprilMay
-4.78%
-4.52%
AGBP.L
VAGP.L

Compare stocks, funds, or ETFs

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


iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist)

Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Distributing

AGBP.L vs. VAGP.L - Expense Ratio Comparison

Both AGBP.L and VAGP.L have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


AGBP.L
iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist)
Expense ratio chart for AGBP.L: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VAGP.L: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

AGBP.L vs. VAGP.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist) (AGBP.L) and Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Distributing (VAGP.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.


AGBP.L
Sharpe ratio
The chart of Sharpe ratio for AGBP.L, currently valued at 0.69, compared to the broader market0.002.004.000.69
Sortino ratio
The chart of Sortino ratio for AGBP.L, currently valued at 1.07, compared to the broader market0.005.0010.001.07
Omega ratio
The chart of Omega ratio for AGBP.L, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.13
Calmar ratio
The chart of Calmar ratio for AGBP.L, currently valued at 0.26, compared to the broader market0.005.0010.0015.000.26
Martin ratio
The chart of Martin ratio for AGBP.L, currently valued at 1.46, compared to the broader market0.0020.0040.0060.0080.00100.001.46
VAGP.L
Sharpe ratio
The chart of Sharpe ratio for VAGP.L, currently valued at 0.69, compared to the broader market0.002.004.000.69
Sortino ratio
The chart of Sortino ratio for VAGP.L, currently valued at 1.09, compared to the broader market0.005.0010.001.09
Omega ratio
The chart of Omega ratio for VAGP.L, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.13
Calmar ratio
The chart of Calmar ratio for VAGP.L, currently valued at 0.24, compared to the broader market0.005.0010.0015.000.24
Martin ratio
The chart of Martin ratio for VAGP.L, currently valued at 1.40, compared to the broader market0.0020.0040.0060.0080.00100.001.40

AGBP.L vs. VAGP.L - Sharpe Ratio Comparison

The current AGBP.L Sharpe Ratio is 0.72, which roughly equals the VAGP.L Sharpe Ratio of 0.63. The chart below compares the 12-month rolling Sharpe Ratio of AGBP.L and VAGP.L.


Rolling 12-month Sharpe Ratio0.000.501.00December2024FebruaryMarchAprilMay
0.69
0.69
AGBP.L
VAGP.L

Dividends

AGBP.L vs. VAGP.L - Dividend Comparison

AGBP.L's dividend yield for the trailing twelve months is around 2.35%, less than VAGP.L's 2.79% yield.


TTM202320222021202020192018
AGBP.L
iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist)
2.35%1.97%1.56%1.28%1.53%1.65%0.98%
VAGP.L
Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Distributing
2.79%2.37%1.46%0.86%1.21%0.59%0.00%

Drawdowns

AGBP.L vs. VAGP.L - Drawdown Comparison

The maximum AGBP.L drawdown since its inception was -16.42%, smaller than the maximum VAGP.L drawdown of -18.13%. Use the drawdown chart below to compare losses from any high point for AGBP.L and VAGP.L. For additional features, visit the drawdowns tool.


-22.00%-21.00%-20.00%-19.00%-18.00%-17.00%-16.00%December2024FebruaryMarchAprilMay
-17.59%
-18.91%
AGBP.L
VAGP.L

Volatility

AGBP.L vs. VAGP.L - Volatility Comparison

iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist) (AGBP.L) and Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Distributing (VAGP.L) have volatilities of 2.03% and 1.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%December2024FebruaryMarchAprilMay
2.03%
1.97%
AGBP.L
VAGP.L