CVCG.L vs. WIGG.L
Compare and contrast key facts about CVC Income & Growth Limited (CVCG.L) and iShares Fallen Angels High Yield Corporate Bond UCITS ETF GBP Hedged (Dist) (WIGG.L).
WIGG.L is a passively managed fund by iShares that tracks the performance of the ICE BofA Gbl HY Constnd TR HGBP. It was launched on Apr 10, 2018.
Performance
CVCG.L vs. WIGG.L - Performance Comparison
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CVCG.L vs. WIGG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
CVCG.L CVC Income & Growth Limited | -2.40% | 7.43% | 31.28% | 17.87% | -7.57% | 16.87% | 0.78% | -3.50% | -0.45% |
WIGG.L iShares Fallen Angels High Yield Corporate Bond UCITS ETF GBP Hedged (Dist) | -0.76% | 8.82% | 4.80% | 11.01% | -12.90% | 4.06% | 13.22% | 14.56% | -3.63% |
Different Trading Currencies
CVCG.L is traded in GBp, while WIGG.L is traded in GBP. To make them comparable, the WIGG.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, CVCG.L achieves a -2.40% return, which is significantly lower than WIGG.L's -0.76% return.
CVCG.L
- 1D
- 3.67%
- 1M
- -2.16%
- YTD
- -2.40%
- 6M
- -2.51%
- 1Y
- 0.96%
- 3Y*
- 15.10%
- 5Y*
- 10.43%
- 10Y*
- 8.12%
WIGG.L
- 1D
- 0.87%
- 1M
- -1.56%
- YTD
- -0.76%
- 6M
- 0.63%
- 1Y
- 6.04%
- 3Y*
- 7.06%
- 5Y*
- 2.52%
- 10Y*
- —
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Return for Risk
CVCG.L vs. WIGG.L — Risk / Return Rank
CVCG.L
WIGG.L
CVCG.L vs. WIGG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CVC Income & Growth Limited (CVCG.L) and iShares Fallen Angels High Yield Corporate Bond UCITS ETF GBP Hedged (Dist) (WIGG.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.
| CVCG.L | WIGG.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.07 | 1.27 | -1.21 |
Sortino ratioReturn per unit of downside risk | 0.20 | 1.80 | -1.60 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.27 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 0.25 | 1.71 | -1.46 |
Martin ratioReturn relative to average drawdown | 1.37 | 6.97 | -5.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CVCG.L | WIGG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.07 | 1.27 | -1.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.43 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.60 | -0.29 |
Correlation
The correlation between CVCG.L and WIGG.L is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
CVCG.L vs. WIGG.L - Dividend Comparison
CVCG.L's dividend yield for the trailing twelve months is around 8.59%, more than WIGG.L's 7.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CVCG.L CVC Income & Growth Limited | 8.59% | 8.64% | 8.58% | 8.08% | 5.68% | 4.49% | 5.14% | 5.54% | 5.07% | 4.64% | 6.04% | 4.90% |
WIGG.L iShares Fallen Angels High Yield Corporate Bond UCITS ETF GBP Hedged (Dist) | 7.08% | 5.58% | 5.74% | 5.08% | 4.47% | 3.89% | 4.24% | 4.53% | 3.28% | 0.00% | 0.00% | 0.00% |
Drawdowns
CVCG.L vs. WIGG.L - Drawdown Comparison
The maximum CVCG.L drawdown since its inception was -44.77%, which is greater than WIGG.L's maximum drawdown of -23.44%. Use the drawdown chart below to compare losses from any high point for CVCG.L and WIGG.L.
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Drawdown Indicators
| CVCG.L | WIGG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.77% | -23.44% | -21.33% |
Max Drawdown (1Y)Largest decline over 1 year | -10.61% | -4.02% | -6.59% |
Max Drawdown (5Y)Largest decline over 5 years | -17.08% | -17.35% | +0.27% |
Max Drawdown (10Y)Largest decline over 10 years | -44.77% | — | — |
Current DrawdownCurrent decline from peak | -4.02% | -2.29% | -1.73% |
Average DrawdownAverage peak-to-trough decline | -4.08% | -3.65% | -0.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 0.87% | +1.06% |
Volatility
CVCG.L vs. WIGG.L - Volatility Comparison
CVC Income & Growth Limited (CVCG.L) has a higher volatility of 10.31% compared to iShares Fallen Angels High Yield Corporate Bond UCITS ETF GBP Hedged (Dist) (WIGG.L) at 1.91%. This indicates that CVCG.L's price experiences larger fluctuations and is considered to be riskier than WIGG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CVCG.L | WIGG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.31% | 1.91% | +8.40% |
Volatility (6M)Calculated over the trailing 6-month period | 11.53% | 2.70% | +8.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.15% | 4.73% | +9.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.08% | 5.87% | +14.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.84% | 7.49% | +16.35% |