Correlation
The correlation between GAUG and MVOL.L is 0.28, 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.
GAUG vs. MVOL.L
Compare and contrast key facts about FT Cboe Vest U.S. Equity Moderate Buffer ETF - August (GAUG) and iShares Edge MSCI World Minimum Volatility UCITS (MVOL.L).
GAUG and MVOL.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GAUG is a passively managed fund by FT Vest that tracks the performance of the S&P 500. It was launched on Aug 17, 2023. MVOL.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Nov 30, 2012. Both GAUG and MVOL.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GAUG or MVOL.L.
Performance
GAUG vs. MVOL.L - Performance Comparison
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Key characteristics
GAUG:
0.77
MVOL.L:
1.60
GAUG:
1.15
MVOL.L:
2.09
GAUG:
1.20
MVOL.L:
1.33
GAUG:
0.74
MVOL.L:
2.17
GAUG:
3.40
MVOL.L:
8.60
GAUG:
2.19%
MVOL.L:
2.05%
GAUG:
9.98%
MVOL.L:
11.27%
GAUG:
-10.08%
MVOL.L:
-28.82%
GAUG:
-0.56%
MVOL.L:
-0.66%
Returns By Period
In the year-to-date period, GAUG achieves a 1.73% return, which is significantly lower than MVOL.L's 9.64% return.
GAUG
1.73%
3.73%
1.10%
7.66%
N/A
N/A
N/A
MVOL.L
9.64%
1.42%
4.28%
18.17%
8.92%
8.35%
7.78%
Compare stocks, funds, or ETFs
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GAUG vs. MVOL.L - Expense Ratio Comparison
GAUG has a 0.85% expense ratio, which is higher than MVOL.L's 0.35% expense ratio.
Risk-Adjusted Performance
GAUG vs. MVOL.L — Risk-Adjusted Performance Rank
GAUG
MVOL.L
GAUG vs. MVOL.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Moderate Buffer ETF - August (GAUG) and iShares Edge MSCI World Minimum Volatility UCITS (MVOL.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.
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Dividends
GAUG vs. MVOL.L - Dividend Comparison
Neither GAUG nor MVOL.L has paid dividends to shareholders.
Drawdowns
GAUG vs. MVOL.L - Drawdown Comparison
The maximum GAUG drawdown since its inception was -10.08%, smaller than the maximum MVOL.L drawdown of -28.82%. Use the drawdown chart below to compare losses from any high point for GAUG and MVOL.L.
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Volatility
GAUG vs. MVOL.L - Volatility Comparison
FT Cboe Vest U.S. Equity Moderate Buffer ETF - August (GAUG) and iShares Edge MSCI World Minimum Volatility UCITS (MVOL.L) have volatilities of 2.86% and 2.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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