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V3AB.L vs. V3AM.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between V3AB.L and V3AM.L is 0.64, 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.


Performance

V3AB.L vs. V3AM.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 Vanguard ESG Global All Cap UCITS ETF (USD) Distributing (V3AM.L). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

V3AB.L:

0.26

V3AM.L:

0.26

Sortino Ratio

V3AB.L:

0.50

V3AM.L:

0.48

Omega Ratio

V3AB.L:

1.07

V3AM.L:

1.07

Calmar Ratio

V3AB.L:

0.24

V3AM.L:

0.22

Martin Ratio

V3AB.L:

0.81

V3AM.L:

0.76

Ulcer Index

V3AB.L:

5.64%

V3AM.L:

5.68%

Daily Std Dev

V3AB.L:

15.33%

V3AM.L:

15.39%

Max Drawdown

V3AB.L:

-19.00%

V3AM.L:

-19.25%

Current Drawdown

V3AB.L:

-9.57%

V3AM.L:

-9.66%

Returns By Period

The year-to-date returns for both investments are quite close, with V3AB.L having a -5.66% return and V3AM.L slightly higher at -5.49%.


V3AB.L

YTD

-5.66%

1M

5.03%

6M

-5.92%

1Y

4.55%

3Y*

10.48%

5Y*

N/A

10Y*

N/A

V3AM.L

YTD

-5.49%

1M

5.08%

6M

-5.91%

1Y

4.30%

3Y*

10.46%

5Y*

N/A

10Y*

N/A

*Annualized

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V3AB.L vs. V3AM.L - Expense Ratio Comparison

Both V3AB.L and V3AM.L have an expense ratio of 0.24%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

V3AB.L vs. V3AM.L — Risk-Adjusted Performance Rank

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

V3AB.L
The Risk-Adjusted Performance Rank of V3AB.L is 3636
Overall Rank
The Sharpe Ratio Rank of V3AB.L is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of V3AB.L is 3535
Sortino Ratio Rank
The Omega Ratio Rank of V3AB.L is 3636
Omega Ratio Rank
The Calmar Ratio Rank of V3AB.L is 3838
Calmar Ratio Rank
The Martin Ratio Rank of V3AB.L is 3636
Martin Ratio Rank

V3AM.L
The Risk-Adjusted Performance Rank of V3AM.L is 3535
Overall Rank
The Sharpe Ratio Rank of V3AM.L is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of V3AM.L is 3434
Sortino Ratio Rank
The Omega Ratio Rank of V3AM.L is 3535
Omega Ratio Rank
The Calmar Ratio Rank of V3AM.L is 3636
Calmar Ratio Rank
The Martin Ratio Rank of V3AM.L is 3535
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

V3AB.L vs. V3AM.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG Global All Cap UCITS ETF (USD) Accumulating (V3AB.L) and Vanguard ESG Global All Cap UCITS ETF (USD) Distributing (V3AM.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.


The current V3AB.L Sharpe Ratio is 0.26, which is comparable to the V3AM.L Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of V3AB.L and V3AM.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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

V3AB.L vs. V3AM.L - Dividend Comparison

V3AB.L has not paid dividends to shareholders, while V3AM.L's dividend yield for the trailing twelve months is around 1.39%.


TTM2024202320222021
V3AB.L
Vanguard ESG Global All Cap UCITS ETF (USD) Accumulating
0.00%0.00%0.00%1.91%0.00%
V3AM.L
Vanguard ESG Global All Cap UCITS ETF (USD) Distributing
1.39%1.28%1.45%1.70%0.92%

Drawdowns

V3AB.L vs. V3AM.L - Drawdown Comparison

The maximum V3AB.L drawdown since its inception was -19.00%, roughly equal to the maximum V3AM.L drawdown of -19.25%. Use the drawdown chart below to compare losses from any high point for V3AB.L and V3AM.L.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

V3AB.L vs. V3AM.L - Volatility Comparison

The current volatility for Vanguard ESG Global All Cap UCITS ETF (USD) Accumulating (V3AB.L) is 4.27%, while Vanguard ESG Global All Cap UCITS ETF (USD) Distributing (V3AM.L) has a volatility of 4.54%. This indicates that V3AB.L experiences smaller price fluctuations and is considered to be less risky than V3AM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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