UKDV.L vs. VGOV.L
Compare and contrast key facts about SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) (UKDV.L) and Vanguard UK Gilt UCITS ETF Distributing (VGOV.L).
UKDV.L and VGOV.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UKDV.L is a passively managed fund by State Street that tracks the performance of the FTSE AllSh TR GBP. It was launched on Feb 28, 2012. VGOV.L is a passively managed fund by Vanguard that tracks the performance of the FTSE Act UK Cnvt Gilts All Stocks TR GBP. It was launched on May 22, 2012. Both UKDV.L and VGOV.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UKDV.L or VGOV.L.
Key characteristics
| UKDV.L | VGOV.L | |
|---|---|---|
| YTD Return | 5.90% | -3.98% |
| 1Y Return | 13.29% | 1.31% |
| 3Y Return (Ann) | 1.38% | -10.38% |
| 5Y Return (Ann) | 1.13% | -5.76% |
| 10Y Return (Ann) | 2.39% | -0.47% |
| Sharpe Ratio | 1.06 | 0.23 |
| Sortino Ratio | 1.55 | 0.38 |
| Omega Ratio | 1.19 | 1.04 |
| Calmar Ratio | 0.82 | 0.05 |
| Martin Ratio | 7.09 | 0.51 |
| Ulcer Index | 1.85% | 3.69% |
| Daily Std Dev | 12.50% | 8.35% |
| Max Drawdown | -38.15% | -39.28% |
| Current Drawdown | -5.05% | -32.82% |
Correlation
The correlation between UKDV.L and VGOV.L is 0.29, 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
UKDV.L vs. VGOV.L - Performance Comparison
In the year-to-date period, UKDV.L achieves a 5.90% return, which is significantly higher than VGOV.L's -3.98% return. Over the past 10 years, UKDV.L has outperformed VGOV.L with an annualized return of 2.39%, while VGOV.L has yielded a comparatively lower -0.47% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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UKDV.L vs. VGOV.L - Expense Ratio Comparison
UKDV.L has a 0.30% expense ratio, which is higher than VGOV.L's 0.07% expense ratio.
Risk-Adjusted Performance
UKDV.L vs. VGOV.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) (UKDV.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.
Dividends
UKDV.L vs. VGOV.L - Dividend Comparison
UKDV.L's dividend yield for the trailing twelve months is around 1.33%, less than VGOV.L's 4.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UKDV.L SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) | 1.33% | 3.64% | 4.54% | 3.63% | 3.27% | 5.39% | 4.67% | 3.78% | 4.28% | 3.99% | 4.41% | 3.53% |
VGOV.L Vanguard UK Gilt UCITS ETF Distributing | 4.04% | 3.16% | 1.87% | 1.09% | 1.16% | 1.38% | 1.57% | 1.62% | 1.62% | 1.92% | 2.05% | 1.90% |
Drawdowns
UKDV.L vs. VGOV.L - Drawdown Comparison
The maximum UKDV.L drawdown since its inception was -38.15%, roughly equal to the maximum VGOV.L drawdown of -39.28%. Use the drawdown chart below to compare losses from any high point for UKDV.L and VGOV.L. For additional features, visit the drawdowns tool.
Volatility
UKDV.L vs. VGOV.L - Volatility Comparison
SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) (UKDV.L) has a higher volatility of 4.82% compared to Vanguard UK Gilt UCITS ETF Distributing (VGOV.L) at 3.26%. This indicates that UKDV.L's price experiences larger fluctuations and is considered to be riskier than VGOV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.