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AGGU.L vs. VAGU.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AGGU.L and VAGU.L is 0.77, 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.


-0.50.00.51.00.8

Performance

AGGU.L vs. VAGU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core Global Aggregate Bond UCITS ETF (AGGU.L) and Vanguard Global Aggregate Bond UCITS ETF USD Hedged Accumulating (VAGU.L). The values are adjusted to include any dividend payments, if applicable.

0.00%1.00%2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember
3.52%
3.24%
AGGU.L
VAGU.L

Key characteristics

Sharpe Ratio

AGGU.L:

0.76

VAGU.L:

0.46

Sortino Ratio

AGGU.L:

1.14

VAGU.L:

0.69

Omega Ratio

AGGU.L:

1.13

VAGU.L:

1.08

Calmar Ratio

AGGU.L:

0.34

VAGU.L:

0.20

Martin Ratio

AGGU.L:

3.37

VAGU.L:

1.89

Ulcer Index

AGGU.L:

0.92%

VAGU.L:

1.15%

Daily Std Dev

AGGU.L:

4.07%

VAGU.L:

4.66%

Max Drawdown

AGGU.L:

-15.55%

VAGU.L:

-17.42%

Current Drawdown

AGGU.L:

-4.54%

VAGU.L:

-6.56%

Returns By Period

In the year-to-date period, AGGU.L achieves a 3.11% return, which is significantly higher than VAGU.L's 2.16% return.


AGGU.L

YTD

3.11%

1M

-0.49%

6M

2.96%

1Y

2.86%

5Y*

0.09%

10Y*

N/A

VAGU.L

YTD

2.16%

1M

-1.28%

6M

2.53%

1Y

1.86%

5Y*

-0.16%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


AGGU.L vs. VAGU.L - Expense Ratio Comparison

Both AGGU.L and VAGU.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%.


AGGU.L
iShares Core Global Aggregate Bond UCITS ETF
Expense ratio chart for AGGU.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 VAGU.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

AGGU.L vs. VAGU.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Global Aggregate Bond UCITS ETF (AGGU.L) and Vanguard Global Aggregate Bond UCITS ETF USD Hedged Accumulating (VAGU.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.


Sharpe ratio
The chart of Sharpe ratio for AGGU.L, currently valued at 0.76, compared to the broader market0.002.004.000.760.46
The chart of Sortino ratio for AGGU.L, currently valued at 1.14, compared to the broader market-2.000.002.004.006.008.0010.001.140.69
The chart of Omega ratio for AGGU.L, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.08
The chart of Calmar ratio for AGGU.L, currently valued at 0.34, compared to the broader market0.005.0010.0015.000.340.20
The chart of Martin ratio for AGGU.L, currently valued at 3.37, compared to the broader market0.0020.0040.0060.0080.00100.003.371.89
AGGU.L
VAGU.L

The current AGGU.L Sharpe Ratio is 0.76, which is higher than the VAGU.L Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of AGGU.L and VAGU.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50AugustSeptemberOctoberNovemberDecember
0.76
0.46
AGGU.L
VAGU.L

Dividends

AGGU.L vs. VAGU.L - Dividend Comparison

Neither AGGU.L nor VAGU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AGGU.L vs. VAGU.L - Drawdown Comparison

The maximum AGGU.L drawdown since its inception was -15.55%, smaller than the maximum VAGU.L drawdown of -17.42%. Use the drawdown chart below to compare losses from any high point for AGGU.L and VAGU.L. For additional features, visit the drawdowns tool.


-9.00%-8.00%-7.00%-6.00%-5.00%-4.00%-3.00%AugustSeptemberOctoberNovemberDecember
-4.54%
-6.56%
AGGU.L
VAGU.L

Volatility

AGGU.L vs. VAGU.L - Volatility Comparison

The current volatility for iShares Core Global Aggregate Bond UCITS ETF (AGGU.L) is 0.94%, while Vanguard Global Aggregate Bond UCITS ETF USD Hedged Accumulating (VAGU.L) has a volatility of 1.45%. This indicates that AGGU.L experiences smaller price fluctuations and is considered to be less risky than VAGU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.80%1.00%1.20%1.40%1.60%1.80%2.00%AugustSeptemberOctoberNovemberDecember
0.94%
1.45%
AGGU.L
VAGU.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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