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MOAT.L vs. VGOV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MOAT.L vs. VGOV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Morningstar US Sustainable Wide Moat UCITS ETF (MOAT.L) and Vanguard UK Gilt UCITS ETF Distributing (VGOV.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, MOAT.L achieves a -2.67% return, which is significantly lower than VGOV.L's -1.52% return. Over the past 10 years, MOAT.L has outperformed VGOV.L with an annualized return of 10.55%, while VGOV.L has yielded a comparatively lower -2.01% annualized return.


MOAT.L

1D
1.08%
1M
1.82%
YTD
-2.67%
6M
-3.13%
1Y
8.27%
3Y*
8.16%
5Y*
3.18%
10Y*
10.55%

VGOV.L

1D
0.33%
1M
0.75%
YTD
-1.52%
6M
-0.53%
1Y
1.11%
3Y*
4.73%
5Y*
-6.32%
10Y*
-2.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MOAT.L vs. VGOV.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MOAT.L
VanEck Morningstar US Sustainable Wide Moat UCITS ETF
-2.67%7.34%11.12%18.37%-18.70%25.53%13.62%33.80%-2.10%23.05%
VGOV.L
Vanguard UK Gilt UCITS ETF Distributing
-1.52%12.69%-5.89%8.77%-34.81%-6.23%12.67%11.97%-5.33%11.60%

Correlation

The correlation between MOAT.L and VGOV.L is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.41

Correlation (3Y)
Calculated over the trailing 3-year period

0.33

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (10Y)
Calculated over the trailing 10-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Oct 29, 2015

0.10

Over the past year, MOAT.L and VGOV.L have become more correlated (0.41) than their long-term average of 0.10, meaning their price movements have been converging.

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Return for Risk

MOAT.L vs. VGOV.L — Risk / Return Rank

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

MOAT.L
MOAT.L Risk / Return Rank: 1919
Overall Rank
MOAT.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
MOAT.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
MOAT.L Omega Ratio Rank: 1818
Omega Ratio Rank
MOAT.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
MOAT.L Martin Ratio Rank: 1818
Martin Ratio Rank

VGOV.L
VGOV.L Risk / Return Rank: 1313
Overall Rank
VGOV.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
VGOV.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
VGOV.L Omega Ratio Rank: 1313
Omega Ratio Rank
VGOV.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
VGOV.L Martin Ratio Rank: 1414
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.

MOAT.L vs. VGOV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Morningstar US Sustainable Wide Moat UCITS ETF (MOAT.L) and Vanguard UK Gilt UCITS ETF Distributing (VGOV.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.


MOAT.LVGOV.LDifference
Sharpe ratioReturn per unit of total volatility

+0.50

Sortino ratioReturn per unit of downside risk

+0.79

Omega ratioGain probability vs. loss probability

1.11

1.03

+0.08

Calmar ratioReturn relative to maximum drawdown

0.70

0.16

+0.54

Martin ratioReturn relative to average drawdown

1.89

0.36

+1.53

MOAT.L vs. VGOV.L - Sharpe Ratio Comparison

The current MOAT.L Sharpe Ratio is 0.61, which is higher than the VGOV.L Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of MOAT.L and VGOV.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MOAT.LVGOV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

0.11

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

-0.41

+0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

-0.14

+0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

-0.06

+0.72

Drawdowns

MOAT.L vs. VGOV.L - Drawdown Comparison

The maximum MOAT.L drawdown since its inception was -32.78%, smaller than the maximum VGOV.L drawdown of -51.33%. Use the drawdown chart below to compare losses from any high point for MOAT.L and VGOV.L.


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Drawdown Indicators


MOAT.LVGOV.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.78%

-51.33%

+18.55%

Max Drawdown (1Y)

Largest decline over 1 year

-11.86%

-7.00%

-4.86%

Max Drawdown (3Y)

Largest decline over 3 years

-21.84%

-15.02%

-6.82%

Max Drawdown (5Y)

Largest decline over 5 years

-27.06%

-51.03%

+23.97%

Max Drawdown (10Y)

Largest decline over 10 years

-32.78%

-51.33%

+18.55%

Current Drawdown

Current decline from peak

-5.02%

-30.57%

+25.55%

Average Drawdown

Average peak-to-trough decline

-5.58%

-14.33%

+8.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.42%

3.10%

+1.32%

Volatility

MOAT.L vs. VGOV.L - Volatility Comparison

VanEck Morningstar US Sustainable Wide Moat UCITS ETF (MOAT.L) and Vanguard UK Gilt UCITS ETF Distributing (VGOV.L) have volatilities of 3.79% and 3.84%, 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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Volatility by Period


MOAT.LVGOV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.79%

3.84%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

9.62%

8.01%

+1.61%

Volatility (1Y)

Calculated over the trailing 1-year period

13.79%

10.52%

+3.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.32%

15.29%

+1.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.93%

13.85%

+3.08%

MOAT.L vs. VGOV.L - Expense Ratio Comparison

MOAT.L has a 0.49% expense ratio, which is higher than VGOV.L's 0.07% expense ratio.


Dividends

MOAT.L vs. VGOV.L - Dividend Comparison

MOAT.L has not paid dividends to shareholders, while VGOV.L's dividend yield for the trailing twelve months is around 4.61%.


PositionTTM20252024202320222021202020192018201720162015
MOAT.L
VanEck Morningstar US Sustainable Wide Moat UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGOV.L
Vanguard UK Gilt UCITS ETF Distributing
4.61%4.51%4.14%3.16%1.87%1.09%1.16%1.38%1.57%1.62%1.62%1.92%

Frequently Asked Questions


MOAT.L and VGOV.L have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VGOV.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGOV.L is cheaper with a 0.07% expense ratio, compared with 0.49% for MOAT.L.

MOAT.L is categorized as Large Cap Blend Equities, while VGOV.L is European Government Bonds. MOAT.L tracks Russell 1000 TR USD, while VGOV.L tracks FTSE Act UK Cnvt Gilts All Stocks TR GBP. They also come from different issuers: VanEck and Vanguard. Their fees differ too: 0.49% for MOAT.L and 0.07% for VGOV.L.

Portfolio Optimizer

Find the right allocation for MOAT.L and VGOV.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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