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

Key characteristics


AGBP.LVWRP.L
YTD Return-0.86%9.44%
1Y Return3.33%20.55%
3Y Return (Ann)-2.67%9.23%
Sharpe Ratio0.771.96
Daily Std Dev4.64%9.80%
Max Drawdown-16.42%-25.10%
Current Drawdown-10.11%-1.02%

Correlation

-0.50.00.51.00.4

The correlation between AGBP.L and VWRP.L is 0.40, 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

AGBP.L vs. VWRP.L - Performance Comparison

In the year-to-date period, AGBP.L achieves a -0.86% return, which is significantly lower than VWRP.L's 9.44% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%20.00%40.00%60.00%December2024FebruaryMarchAprilMay
-3.47%
61.90%
AGBP.L
VWRP.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 FTSE All-World UCITS ETF (USD) Accumulating

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

AGBP.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%.


VWRP.L
Vanguard FTSE All-World UCITS ETF (USD) Accumulating
Expense ratio chart for VWRP.L: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%
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%

Risk-Adjusted Performance

AGBP.L vs. VWRP.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 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.


AGBP.L
Sharpe ratio
The chart of Sharpe ratio for AGBP.L, currently valued at 0.68, compared to the broader market0.002.004.006.000.68
Sortino ratio
The chart of Sortino ratio for AGBP.L, currently valued at 1.05, compared to the broader market0.005.0010.001.05
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 0.25, compared to the broader market0.005.0010.0015.000.25
Martin ratio
The chart of Martin ratio for AGBP.L, currently valued at 1.43, compared to the broader market0.0020.0040.0060.0080.00100.001.43
VWRP.L
Sharpe ratio
The chart of Sharpe ratio for VWRP.L, currently valued at 1.98, compared to the broader market0.002.004.006.001.98
Sortino ratio
The chart of Sortino ratio for VWRP.L, currently valued at 2.98, compared to the broader market0.005.0010.002.98
Omega ratio
The chart of Omega ratio for VWRP.L, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.001.36
Calmar ratio
The chart of Calmar ratio for VWRP.L, currently valued at 1.62, compared to the broader market0.005.0010.0015.001.62
Martin ratio
The chart of Martin ratio for VWRP.L, currently valued at 6.65, compared to the broader market0.0020.0040.0060.0080.00100.006.65

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

The current AGBP.L Sharpe Ratio is 0.77, which is lower than the VWRP.L Sharpe Ratio of 1.96. The chart below compares the 12-month rolling Sharpe Ratio of AGBP.L and VWRP.L.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50December2024FebruaryMarchAprilMay
0.68
1.98
AGBP.L
VWRP.L

Dividends

AGBP.L vs. VWRP.L - Dividend Comparison

AGBP.L's dividend yield for the trailing twelve months is around 2.35%, while VWRP.L has not paid dividends to shareholders.


TTM202320222021202020192018
AGBP.L
iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist)
2.35%91.82%156.06%127.54%153.09%164.90%97.62%
VWRP.L
Vanguard FTSE All-World UCITS ETF (USD) Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AGBP.L vs. VWRP.L - Drawdown Comparison

The maximum AGBP.L drawdown since its inception was -16.42%, smaller than the maximum VWRP.L drawdown of -25.10%. Use the drawdown chart below to compare losses from any high point for AGBP.L and VWRP.L. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-17.77%
-1.08%
AGBP.L
VWRP.L

Volatility

AGBP.L vs. VWRP.L - Volatility Comparison

The current volatility for iShares Core Global Aggregate Bond UCITS ETF GBP Hedged (Dist) (AGBP.L) is 2.03%, while Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) has a volatility of 3.88%. This indicates that AGBP.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.


1.00%2.00%3.00%4.00%5.00%December2024FebruaryMarchAprilMay
2.03%
3.88%
AGBP.L
VWRP.L