CGT.L vs. VWRP.L
Compare and contrast key facts about Capital Gearing Trust (CGT.L) and Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CGT.L or VWRP.L.
Key characteristics
CGT.L | VWRP.L | |
---|---|---|
YTD Return | 3.87% | 10.78% |
1Y Return | 5.90% | 16.31% |
3Y Return (Ann) | -0.61% | 7.46% |
5Y Return (Ann) | 3.17% | 9.96% |
Sharpe Ratio | 0.63 | 1.54 |
Daily Std Dev | 8.60% | 10.17% |
Max Drawdown | -71.68% | -25.10% |
Current Drawdown | -4.76% | -1.93% |
Correlation
The correlation between CGT.L and VWRP.L is 0.54, 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
CGT.L vs. VWRP.L - Performance Comparison
In the year-to-date period, CGT.L achieves a 3.87% return, which is significantly lower than VWRP.L's 10.78% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
CGT.L vs. VWRP.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Capital Gearing Trust (CGT.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
CGT.L vs. VWRP.L - Dividend Comparison
CGT.L's dividend yield for the trailing twelve months is around 1.87%, while VWRP.L has not paid dividends to shareholders.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Capital Gearing Trust | 1.87% | 1.28% | 0.94% | 0.87% | 0.89% | 0.80% | 0.67% | 0.50% | 0.53% | 0.61% | 0.00% | 0.50% |
Vanguard FTSE All-World UCITS ETF (USD) Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CGT.L vs. VWRP.L - Drawdown Comparison
The maximum CGT.L drawdown since its inception was -71.68%, which is greater than VWRP.L's maximum drawdown of -25.10%. Use the drawdown chart below to compare losses from any high point for CGT.L and VWRP.L. For additional features, visit the drawdowns tool.
Volatility
CGT.L vs. VWRP.L - Volatility Comparison
The current volatility for Capital Gearing Trust (CGT.L) is 2.67%, while Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) has a volatility of 4.16%. This indicates that CGT.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.