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GLAD.L vs. VAGU.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLAD.L vs. VAGU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc) (GLAD.L) and Vanguard Global Aggregate Bond UCITS ETF USD Hedged Accumulating (VAGU.L). The values are adjusted to include any dividend payments, if applicable.

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GLAD.L vs. VAGU.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
GLAD.L
SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc)
-0.09%4.72%3.23%6.73%-11.24%-1.59%5.21%-0.04%
VAGU.L
Vanguard Global Aggregate Bond UCITS ETF USD Hedged Accumulating
-0.37%4.94%2.73%6.90%-12.61%-2.00%5.90%0.17%

Returns By Period

In the year-to-date period, GLAD.L achieves a -0.09% return, which is significantly higher than VAGU.L's -0.37% return.


GLAD.L

1D
0.29%
1M
-1.34%
YTD
-0.09%
6M
0.75%
1Y
3.42%
3Y*
3.95%
5Y*
0.60%
10Y*

VAGU.L

1D
0.02%
1M
-1.61%
YTD
-0.37%
6M
0.32%
1Y
3.09%
3Y*
3.77%
5Y*
0.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLAD.L vs. VAGU.L - Expense Ratio Comparison

Both GLAD.L and VAGU.L have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

GLAD.L vs. VAGU.L — Risk / Return Rank

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

GLAD.L
GLAD.L Risk / Return Rank: 4848
Overall Rank
GLAD.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
GLAD.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
GLAD.L Omega Ratio Rank: 4545
Omega Ratio Rank
GLAD.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
GLAD.L Martin Ratio Rank: 4747
Martin Ratio Rank

VAGU.L
VAGU.L Risk / Return Rank: 4040
Overall Rank
VAGU.L Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VAGU.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
VAGU.L Omega Ratio Rank: 3535
Omega Ratio Rank
VAGU.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
VAGU.L Martin Ratio Rank: 4343
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.

GLAD.L vs. VAGU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc) (GLAD.L) and Vanguard Global Aggregate Bond UCITS ETF USD Hedged Accumulating (VAGU.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.


GLAD.LVAGU.LDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.80

+0.16

Sortino ratio

Return per unit of downside risk

1.32

1.14

+0.18

Omega ratio

Gain probability vs. loss probability

1.19

1.15

+0.04

Calmar ratio

Return relative to maximum drawdown

1.49

1.24

+0.25

Martin ratio

Return relative to average drawdown

5.01

4.23

+0.78

GLAD.L vs. VAGU.L - Sharpe Ratio Comparison

The current GLAD.L Sharpe Ratio is 0.96, which is comparable to the VAGU.L Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of GLAD.L and VAGU.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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Sharpe Ratios by Period


GLAD.LVAGU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.80

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.04

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.20

+0.01

Correlation

The correlation between GLAD.L and VAGU.L is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GLAD.L vs. VAGU.L - Dividend Comparison

Neither GLAD.L nor VAGU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GLAD.L vs. VAGU.L - Drawdown Comparison

The maximum GLAD.L drawdown since its inception was -15.20%, smaller than the maximum VAGU.L drawdown of -17.42%. Use the drawdown chart below to compare losses from any high point for GLAD.L and VAGU.L.


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Drawdown Indicators


GLAD.LVAGU.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.20%

-17.42%

+2.22%

Max Drawdown (1Y)

Largest decline over 1 year

-2.31%

-2.63%

+0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-15.05%

-17.10%

+2.05%

Current Drawdown

Current decline from peak

-1.63%

-2.10%

+0.47%

Average Drawdown

Average peak-to-trough decline

-4.63%

-5.63%

+1.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

0.77%

-0.08%

Volatility

GLAD.L vs. VAGU.L - Volatility Comparison

SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc) (GLAD.L) has a higher volatility of 1.48% compared to Vanguard Global Aggregate Bond UCITS ETF USD Hedged Accumulating (VAGU.L) at 1.30%. This indicates that GLAD.L's price experiences larger fluctuations and is considered to be riskier than VAGU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLAD.LVAGU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

1.30%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

2.11%

2.21%

-0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

3.55%

3.85%

-0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.42%

5.03%

-0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.27%

4.73%

-0.46%