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MAGG.L vs. V80A.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MAGG.L vs. V80A.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in BlackRock ESG Multi-Asset Growth Portfolio UCITS ETF GBP Hedged (Acc) (MAGG.L) and Vanguard LifeStrategy 80% Equity UCITS ETF EUR Acc (V80A.DE). The values are adjusted to include any dividend payments, if applicable.

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MAGG.L vs. V80A.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MAGG.L
BlackRock ESG Multi-Asset Growth Portfolio UCITS ETF GBP Hedged (Acc)
-0.90%10.89%19.68%12.90%-17.33%18.23%1.64%
V80A.DE
Vanguard LifeStrategy 80% Equity UCITS ETF EUR Acc
-0.08%13.56%14.05%12.80%-8.77%12.04%0.60%
Different Trading Currencies

MAGG.L is traded in GBP, while V80A.DE is traded in EUR. To make them comparable, the V80A.DE values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, MAGG.L achieves a -0.90% return, which is significantly lower than V80A.DE's -0.08% return.


MAGG.L

1D
2.45%
1M
-3.18%
YTD
-0.90%
6M
2.88%
1Y
14.70%
3Y*
12.69%
5Y*
6.90%
10Y*

V80A.DE

1D
1.86%
1M
-2.52%
YTD
-0.08%
6M
3.01%
1Y
16.41%
3Y*
12.13%
5Y*
8.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MAGG.L vs. V80A.DE - Expense Ratio Comparison

Both MAGG.L and V80A.DE have an expense ratio of 0.25%, 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

MAGG.L vs. V80A.DE — Risk / Return Rank

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

MAGG.L
MAGG.L Risk / Return Rank: 6464
Overall Rank
MAGG.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
MAGG.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
MAGG.L Omega Ratio Rank: 6060
Omega Ratio Rank
MAGG.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
MAGG.L Martin Ratio Rank: 7272
Martin Ratio Rank

V80A.DE
V80A.DE Risk / Return Rank: 5151
Overall Rank
V80A.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
V80A.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
V80A.DE Omega Ratio Rank: 4747
Omega Ratio Rank
V80A.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
V80A.DE Martin Ratio Rank: 6262
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.

MAGG.L vs. V80A.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock ESG Multi-Asset Growth Portfolio UCITS ETF GBP Hedged (Acc) (MAGG.L) and Vanguard LifeStrategy 80% Equity UCITS ETF EUR Acc (V80A.DE). 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.


MAGG.LV80A.DEDifference

Sharpe ratio

Return per unit of total volatility

1.11

1.40

-0.29

Sortino ratio

Return per unit of downside risk

1.58

1.98

-0.40

Omega ratio

Gain probability vs. loss probability

1.23

1.29

-0.06

Calmar ratio

Return relative to maximum drawdown

1.98

2.67

-0.69

Martin ratio

Return relative to average drawdown

8.16

9.97

-1.81

MAGG.L vs. V80A.DE - Sharpe Ratio Comparison

The current MAGG.L Sharpe Ratio is 1.11, which is comparable to the V80A.DE Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of MAGG.L and V80A.DE, 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


MAGG.LV80A.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

1.40

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.75

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.73

-0.05

Correlation

The correlation between MAGG.L and V80A.DE is 0.76, 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

MAGG.L vs. V80A.DE - Dividend Comparison

Neither MAGG.L nor V80A.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MAGG.L vs. V80A.DE - Drawdown Comparison

The maximum MAGG.L drawdown since its inception was -21.07%, which is greater than V80A.DE's maximum drawdown of -14.77%. Use the drawdown chart below to compare losses from any high point for MAGG.L and V80A.DE.


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Drawdown Indicators


MAGG.LV80A.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.07%

-16.79%

-4.28%

Max Drawdown (1Y)

Largest decline over 1 year

-11.04%

-10.30%

-0.74%

Max Drawdown (5Y)

Largest decline over 5 years

-21.07%

-16.79%

-4.28%

Current Drawdown

Current decline from peak

-4.63%

-3.66%

-0.97%

Average Drawdown

Average peak-to-trough decline

-5.87%

-4.10%

-1.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.84%

1.64%

+0.20%

Volatility

MAGG.L vs. V80A.DE - Volatility Comparison

BlackRock ESG Multi-Asset Growth Portfolio UCITS ETF GBP Hedged (Acc) (MAGG.L) has a higher volatility of 4.61% compared to Vanguard LifeStrategy 80% Equity UCITS ETF EUR Acc (V80A.DE) at 3.81%. This indicates that MAGG.L's price experiences larger fluctuations and is considered to be riskier than V80A.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MAGG.LV80A.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.61%

3.81%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

7.61%

6.96%

+0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

13.29%

11.71%

+1.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.95%

10.82%

+1.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.01%

10.77%

+1.24%