PortfoliosLab logoPortfoliosLab logo
GAAA.L vs. VWRA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GAAA.L vs. VWRA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global AAA-AA Govt Bond UCITS ETF USD (Acc) (GAAA.L) and Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

GAAA.L vs. VWRA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
GAAA.L
iShares Global AAA-AA Govt Bond UCITS ETF USD (Acc)
-0.80%10.43%-5.07%8.26%-20.61%-8.76%12.37%1.09%
VWRA.L
Vanguard FTSE All-World UCITS ETF USD Accumulating
-1.45%22.45%17.65%22.28%-18.11%18.46%16.19%7.33%

Returns By Period

In the year-to-date period, GAAA.L achieves a -0.80% return, which is significantly higher than VWRA.L's -1.45% return.


GAAA.L

1D
0.79%
1M
-2.48%
YTD
-0.80%
6M
-0.44%
1Y
6.78%
3Y*
2.93%
5Y*
-2.78%
10Y*

VWRA.L

1D
2.86%
1M
-3.99%
YTD
-1.45%
6M
2.03%
1Y
21.96%
3Y*
17.54%
5Y*
9.70%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


GAAA.L vs. VWRA.L - Expense Ratio Comparison

GAAA.L has a 0.20% expense ratio, which is lower than VWRA.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%.


Return for Risk

GAAA.L vs. VWRA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GAAA.L
GAAA.L Risk / Return Rank: 4343
Overall Rank
GAAA.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
GAAA.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
GAAA.L Omega Ratio Rank: 3838
Omega Ratio Rank
GAAA.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
GAAA.L Martin Ratio Rank: 3939
Martin Ratio Rank

VWRA.L
VWRA.L Risk / Return Rank: 7979
Overall Rank
VWRA.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
VWRA.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
VWRA.L Omega Ratio Rank: 7575
Omega Ratio Rank
VWRA.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
VWRA.L Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GAAA.L vs. VWRA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global AAA-AA Govt Bond UCITS ETF USD (Acc) (GAAA.L) and Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.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.


GAAA.LVWRA.LDifference

Sharpe ratio

Return per unit of total volatility

0.89

1.43

-0.53

Sortino ratio

Return per unit of downside risk

1.34

1.98

-0.65

Omega ratio

Gain probability vs. loss probability

1.16

1.29

-0.13

Calmar ratio

Return relative to maximum drawdown

1.31

2.45

-1.14

Martin ratio

Return relative to average drawdown

4.01

9.77

-5.76

GAAA.L vs. VWRA.L - Sharpe Ratio Comparison

The current GAAA.L Sharpe Ratio is 0.89, which is lower than the VWRA.L Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of GAAA.L and VWRA.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.


Loading graphics...

Sharpe Ratios by Period


GAAA.LVWRA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

1.43

-0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.32

0.64

-0.95

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

0.68

-0.76

Correlation

The correlation between GAAA.L and VWRA.L is 0.29, 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

GAAA.L vs. VWRA.L - Dividend Comparison

Neither GAAA.L nor VWRA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GAAA.L vs. VWRA.L - Drawdown Comparison

The maximum GAAA.L drawdown since its inception was -33.06%, roughly equal to the maximum VWRA.L drawdown of -33.62%. Use the drawdown chart below to compare losses from any high point for GAAA.L and VWRA.L.


Loading graphics...

Drawdown Indicators


GAAA.LVWRA.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.06%

-33.62%

+0.56%

Max Drawdown (1Y)

Largest decline over 1 year

-5.08%

-11.49%

+6.41%

Max Drawdown (5Y)

Largest decline over 5 years

-30.55%

-26.06%

-4.49%

Current Drawdown

Current decline from peak

-18.45%

-5.56%

-12.89%

Average Drawdown

Average peak-to-trough decline

-13.72%

-5.50%

-8.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

2.21%

-0.55%

Volatility

GAAA.L vs. VWRA.L - Volatility Comparison

The current volatility for iShares Global AAA-AA Govt Bond UCITS ETF USD (Acc) (GAAA.L) is 2.84%, while Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) has a volatility of 5.65%. This indicates that GAAA.L experiences smaller price fluctuations and is considered to be less risky than VWRA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


GAAA.LVWRA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.84%

5.65%

-2.81%

Volatility (6M)

Calculated over the trailing 6-month period

4.76%

9.15%

-4.39%

Volatility (1Y)

Calculated over the trailing 1-year period

7.58%

15.38%

-7.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.80%

15.27%

-6.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.94%

17.32%

-9.38%