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GAUG vs. MVOL.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


Performance

GAUG vs. MVOL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest U.S. Equity Moderate Buffer ETF - August (GAUG) and iShares Edge MSCI World Minimum Volatility UCITS (MVOL.L). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

GAUG:

0.77

MVOL.L:

1.60

Sortino Ratio

GAUG:

1.15

MVOL.L:

2.09

Omega Ratio

GAUG:

1.20

MVOL.L:

1.33

Calmar Ratio

GAUG:

0.74

MVOL.L:

2.17

Martin Ratio

GAUG:

3.40

MVOL.L:

8.60

Ulcer Index

GAUG:

2.19%

MVOL.L:

2.05%

Daily Std Dev

GAUG:

9.98%

MVOL.L:

11.27%

Max Drawdown

GAUG:

-10.08%

MVOL.L:

-28.82%

Current Drawdown

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

YTD

1.73%

1M

3.73%

6M

1.10%

1Y

7.66%

3Y*

N/A

5Y*

N/A

10Y*

N/A

MVOL.L

YTD

9.64%

1M

1.42%

6M

4.28%

1Y

18.17%

3Y*

8.92%

5Y*

8.35%

10Y*

7.78%

*Annualized

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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.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

GAUG vs. MVOL.L — Risk-Adjusted Performance Rank

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

GAUG
The Risk-Adjusted Performance Rank of GAUG is 7070
Overall Rank
The Sharpe Ratio Rank of GAUG is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of GAUG is 6666
Sortino Ratio Rank
The Omega Ratio Rank of GAUG is 7777
Omega Ratio Rank
The Calmar Ratio Rank of GAUG is 6969
Calmar Ratio Rank
The Martin Ratio Rank of GAUG is 7474
Martin Ratio Rank

MVOL.L
The Risk-Adjusted Performance Rank of MVOL.L is 9191
Overall Rank
The Sharpe Ratio Rank of MVOL.L is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of MVOL.L is 8989
Sortino Ratio Rank
The Omega Ratio Rank of MVOL.L is 9191
Omega Ratio Rank
The Calmar Ratio Rank of MVOL.L is 9393
Calmar Ratio Rank
The Martin Ratio Rank of MVOL.L is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current GAUG Sharpe Ratio is 0.77, which is lower than the MVOL.L Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of GAUG and MVOL.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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

GAUG vs. MVOL.L - Dividend Comparison

Neither GAUG nor MVOL.L has paid dividends to shareholders.


Tickers have no history of dividend payments

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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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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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