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V3AB.L vs. ESGG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

V3AB.L vs. ESGG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard ESG Global All Cap UCITS ETF (USD) Accumulating (V3AB.L) and Invesco MSCI World ESG Universal Screened UCITS ETF Acc (ESGG.L). The values are adjusted to include any dividend payments, if applicable.

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V3AB.L vs. ESGG.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

V3AB.L
V3AB.L Risk / Return Rank: 6666
Overall Rank
V3AB.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
V3AB.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
V3AB.L Omega Ratio Rank: 6060
Omega Ratio Rank
V3AB.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
V3AB.L Martin Ratio Rank: 7474
Martin Ratio Rank

ESGG.L
ESGG.L Risk / Return Rank: 6565
Overall Rank
ESGG.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
ESGG.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
ESGG.L Omega Ratio Rank: 5959
Omega Ratio Rank
ESGG.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
ESGG.L Martin Ratio Rank: 7373
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.

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.LESGG.LDifference

Sharpe ratio

Return per unit of total volatility

1.12

1.11

+0.01

Sortino ratio

Return per unit of downside risk

1.58

1.57

+0.01

Omega ratio

Gain probability vs. loss probability

1.23

1.23

0.00

Calmar ratio

Return relative to maximum drawdown

2.06

2.28

-0.21

Martin ratio

Return relative to average drawdown

8.15

8.41

-0.26

V3AB.L vs. ESGG.L - Sharpe Ratio Comparison

The current V3AB.L Sharpe Ratio is 1.12, which is comparable to the ESGG.L Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of V3AB.L and ESGG.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


V3AB.LESGG.LDifference

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.


TTM2025202420232022
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.LESGG.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-4.60%

-3.97%

-0.63%

Average Drawdown

Average peak-to-trough decline

-4.33%

-3.09%

-1.24%

Ulcer Index

Depth 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.LESGG.LDifference

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%