V3AB.L vs. ESGG.L
Compare and contrast key facts about Vanguard ESG Global All Cap UCITS ETF (USD) Accumulating (V3AB.L) and Invesco MSCI World ESG Universal Screened UCITS ETF Acc (ESGG.L).
V3AB.L and ESGG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. V3AB.L is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on Mar 23, 2021. ESGG.L is a passively managed fund by Invesco that tracks the performance of the MSCI ACWI NR USD. It was launched on Jun 13, 2019. Both V3AB.L and ESGG.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.
Performance
V3AB.L vs. ESGG.L - Performance Comparison
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V3AB.L vs. ESGG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
V3AB.L Vanguard ESG Global All Cap UCITS ETF (USD) Accumulating | -2.35% | 12.22% | 19.77% | 17.95% | -11.67% | 17.38% |
ESGG.L Invesco MSCI World ESG Universal Screened UCITS ETF Acc | -1.50% | 12.19% | 20.44% | 19.21% | -11.17% | 21.25% |
Different Trading Currencies
V3AB.L is traded in GBP, while ESGG.L is traded in GBp. To make them comparable, the ESGG.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, V3AB.L achieves a -2.35% return, which is significantly lower than ESGG.L's -1.50% return.
V3AB.L
- 1D
- 2.51%
- 1M
- -3.76%
- YTD
- -2.35%
- 6M
- 1.02%
- 1Y
- 16.71%
- 3Y*
- 13.91%
- 5Y*
- 9.31%
- 10Y*
- —
ESGG.L
- 1D
- 2.04%
- 1M
- -3.53%
- YTD
- -1.50%
- 6M
- 2.33%
- 1Y
- 16.03%
- 3Y*
- 14.56%
- 5Y*
- 10.88%
- 10Y*
- —
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V3AB.L vs. ESGG.L - Expense Ratio Comparison
V3AB.L has a 0.24% expense ratio, which is higher than ESGG.L's 0.19% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
V3AB.L vs. ESGG.L — Risk / Return Rank
V3AB.L
ESGG.L
V3AB.L vs. ESGG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG Global All Cap UCITS ETF (USD) Accumulating (V3AB.L) and Invesco MSCI World ESG Universal Screened UCITS ETF Acc (ESGG.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.
| V3AB.L | ESGG.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 1.11 | +0.01 |
Sortino ratioReturn per unit of downside risk | 1.58 | 1.57 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.23 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.06 | 2.28 | -0.21 |
Martin ratioReturn relative to average drawdown | 8.15 | 8.41 | -0.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| V3AB.L | ESGG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 1.11 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 1.02 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.96 | -0.24 |
Correlation
The correlation between V3AB.L and ESGG.L is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
V3AB.L vs. ESGG.L - Dividend Comparison
Neither V3AB.L nor ESGG.L has paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
V3AB.L Vanguard ESG Global All Cap UCITS ETF (USD) Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 1.91% |
ESGG.L Invesco MSCI World ESG Universal Screened UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
V3AB.L vs. ESGG.L - Drawdown Comparison
The maximum V3AB.L drawdown since its inception was -19.00%, smaller than the maximum ESGG.L drawdown of -23.30%. Use the drawdown chart below to compare losses from any high point for V3AB.L and ESGG.L.
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Drawdown Indicators
| V3AB.L | ESGG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.00% | -23.30% | +4.30% |
Max Drawdown (1Y)Largest decline over 1 year | -10.15% | -10.28% | +0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -19.00% | -18.64% | -0.36% |
Current DrawdownCurrent decline from peak | -4.60% | -3.97% | -0.63% |
Average DrawdownAverage peak-to-trough decline | -4.33% | -3.09% | -1.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 1.92% | +0.10% |
Volatility
V3AB.L vs. ESGG.L - Volatility Comparison
Vanguard ESG Global All Cap UCITS ETF (USD) Accumulating (V3AB.L) has a higher volatility of 5.12% compared to Invesco MSCI World ESG Universal Screened UCITS ETF Acc (ESGG.L) at 4.58%. This indicates that V3AB.L's price experiences larger fluctuations and is considered to be riskier than ESGG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| V3AB.L | ESGG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.12% | 4.58% | +0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 9.28% | 8.46% | +0.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.91% | 14.42% | +0.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.71% | 16.45% | -2.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.70% | 20.04% | -6.34% |