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GCVG.L vs. BND
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GCVG.L vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR Refinitiv Global Convertible Bond GBP Hedged UCITS ETF (GCVG.L) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

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GCVG.L vs. BND - Yearly Performance Comparison


2026 (YTD)2025202420232022
GCVG.L
SPDR Refinitiv Global Convertible Bond GBP Hedged UCITS ETF
5.31%22.98%9.45%13.81%-14.46%
BND
Vanguard Total Bond Market ETF
1.75%-0.55%3.15%0.37%-0.55%
Different Trading Currencies

GCVG.L is traded in GBP, while BND is traded in USD. To make them comparable, the BND values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, GCVG.L achieves a 5.31% return, which is significantly higher than BND's 1.95% return.


GCVG.L

1D
3.31%
1M
-2.70%
YTD
5.31%
6M
9.45%
1Y
26.68%
3Y*
15.43%
5Y*
10Y*

BND

1D
0.00%
1M
0.02%
YTD
1.95%
6M
2.65%
1Y
1.55%
3Y*
1.21%
5Y*
1.15%
10Y*
2.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GCVG.L vs. BND - Expense Ratio Comparison

GCVG.L has a 0.55% expense ratio, which is higher than BND's 0.03% expense ratio.


Return for Risk

GCVG.L vs. BND — Risk / Return Rank

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

GCVG.L
GCVG.L Risk / Return Rank: 9595
Overall Rank
GCVG.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
GCVG.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
GCVG.L Omega Ratio Rank: 9595
Omega Ratio Rank
GCVG.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
GCVG.L Martin Ratio Rank: 9696
Martin Ratio Rank

BND
BND Risk / Return Rank: 5050
Overall Rank
BND Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
BND Sortino Ratio Rank: 4646
Sortino Ratio Rank
BND Omega Ratio Rank: 3939
Omega Ratio Rank
BND Calmar Ratio Rank: 6767
Calmar Ratio Rank
BND Martin Ratio Rank: 4848
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.

GCVG.L vs. BND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Refinitiv Global Convertible Bond GBP Hedged UCITS ETF (GCVG.L) and Vanguard Total Bond Market ETF (BND). 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.


GCVG.LBNDDifference

Sharpe ratio

Return per unit of total volatility

2.40

0.21

+2.18

Sortino ratio

Return per unit of downside risk

3.33

0.35

+2.98

Omega ratio

Gain probability vs. loss probability

1.48

1.04

+0.43

Calmar ratio

Return relative to maximum drawdown

4.12

0.28

+3.85

Martin ratio

Return relative to average drawdown

18.05

0.54

+17.51

GCVG.L vs. BND - Sharpe Ratio Comparison

The current GCVG.L Sharpe Ratio is 2.40, which is higher than the BND Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of GCVG.L and BND, 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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Sharpe Ratios by Period


GCVG.LBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

0.21

+2.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.51

+0.31

Correlation

The correlation between GCVG.L and BND is -0.16. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

GCVG.L vs. BND - Dividend Comparison

GCVG.L's dividend yield for the trailing twelve months is around 0.58%, less than BND's 3.93% yield.


TTM20252024202320222021202020192018201720162015
GCVG.L
SPDR Refinitiv Global Convertible Bond GBP Hedged UCITS ETF
0.58%0.59%0.41%0.28%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BND
Vanguard Total Bond Market ETF
3.93%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%

Drawdowns

GCVG.L vs. BND - Drawdown Comparison

The maximum GCVG.L drawdown since its inception was -17.60%, roughly equal to the maximum BND drawdown of -17.48%. Use the drawdown chart below to compare losses from any high point for GCVG.L and BND.


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Drawdown Indicators


GCVG.LBNDDifference

Max Drawdown

Largest peak-to-trough decline

-17.60%

-18.58%

+0.98%

Max Drawdown (1Y)

Largest decline over 1 year

-6.51%

-2.44%

-4.07%

Max Drawdown (5Y)

Largest decline over 5 years

-17.91%

Max Drawdown (10Y)

Largest decline over 10 years

-18.58%

Current Drawdown

Current decline from peak

-3.22%

-2.54%

-0.68%

Average Drawdown

Average peak-to-trough decline

-5.68%

-3.07%

-2.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.49%

0.90%

+0.59%

Volatility

GCVG.L vs. BND - Volatility Comparison

SPDR Refinitiv Global Convertible Bond GBP Hedged UCITS ETF (GCVG.L) has a higher volatility of 5.25% compared to Vanguard Total Bond Market ETF (BND) at 2.35%. This indicates that GCVG.L's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GCVG.LBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.25%

2.35%

+2.90%

Volatility (6M)

Calculated over the trailing 6-month period

9.28%

4.89%

+4.39%

Volatility (1Y)

Calculated over the trailing 1-year period

11.09%

7.36%

+3.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.77%

8.69%

+1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.77%

10.04%

-0.27%