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V3GP.L vs. FEUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

V3GP.L vs. FEUS - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard ESG Global Corporate Bond UCITS ETF GBP Hedged Distributing (V3GP.L) and FlexShares ESG & Climate US Large Cap Core Index Fund (FEUS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

V3GP.L is traded in GBP, while FEUS is traded in USD. To make them comparable, the FEUS values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, V3GP.L achieves a 0.64% return, which is significantly lower than FEUS's 8.81% return.


V3GP.L

1D
0.23%
1M
0.61%
YTD
0.64%
6M
1.44%
1Y
4.43%
3Y*
5.47%
5Y*
0.39%
10Y*

FEUS

1D
0.52%
1M
-0.81%
YTD
8.81%
6M
8.25%
1Y
25.62%
3Y*
16.45%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

V3GP.L vs. FEUS - Yearly Performance Comparison


2026 (YTD)20252024202320222021
V3GP.L
Vanguard ESG Global Corporate Bond UCITS ETF GBP Hedged Distributing
0.64%6.28%3.50%7.55%-14.46%-1.22%
FEUS
FlexShares ESG & Climate US Large Cap Core Index Fund
8.81%6.50%25.25%19.27%-9.48%10.40%

Correlation

The correlation between V3GP.L and FEUS is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.08

Correlation (All Time)
Calculated using the full available price history since Sep 21, 2021

0.08

The correlation between V3GP.L and FEUS shifts across timeframes, from 0.08 (all time) to 0.20 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

V3GP.L vs. FEUS — Risk / Return Rank

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

V3GP.L
V3GP.L Risk / Return Rank: 3636
Overall Rank
V3GP.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
V3GP.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
V3GP.L Omega Ratio Rank: 3737
Omega Ratio Rank
V3GP.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
V3GP.L Martin Ratio Rank: 3838
Martin Ratio Rank

FEUS
FEUS Risk / Return Rank: 5959
Overall Rank
FEUS Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FEUS Sortino Ratio Rank: 5959
Sortino Ratio Rank
FEUS Omega Ratio Rank: 6060
Omega Ratio Rank
FEUS Calmar Ratio Rank: 5353
Calmar Ratio Rank
FEUS Martin Ratio Rank: 6161
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.

V3GP.L vs. FEUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG Global Corporate Bond UCITS ETF GBP Hedged Distributing (V3GP.L) and FlexShares ESG & Climate US Large Cap Core Index Fund (FEUS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


V3GP.LFEUSDifference
Sharpe ratioReturn per unit of total volatility

-0.92

Sortino ratioReturn per unit of downside risk

-1.03

Omega ratioGain probability vs. loss probability

1.22

1.37

-0.16

Calmar ratioReturn relative to maximum drawdown

1.61

2.88

-1.27

Martin ratioReturn relative to average drawdown

5.27

10.12

-4.85

V3GP.L vs. FEUS - Sharpe Ratio Comparison

The current V3GP.L Sharpe Ratio is 1.12, which is lower than the FEUS Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of V3GP.L and FEUS, 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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Drawdowns

V3GP.L vs. FEUS - Drawdown Comparison

The maximum V3GP.L drawdown since its inception was -20.08%, smaller than the maximum FEUS drawdown of -22.50%. Use the drawdown chart below to compare losses from any high point for V3GP.L and FEUS.


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Drawdown Indicators


V3GP.LFEUSDifference

Max Drawdown

Largest peak-to-trough decline

-20.08%

-22.50%

+2.42%

Max Drawdown (1Y)

Largest decline over 1 year

-2.60%

-8.51%

+5.91%

Max Drawdown (3Y)

Largest decline over 3 years

-3.67%

-22.50%

+18.83%

Max Drawdown (5Y)

Largest decline over 5 years

-20.08%

Current Drawdown

Current decline from peak

-0.52%

-2.33%

+1.81%

Average Drawdown

Average peak-to-trough decline

-7.69%

-4.37%

-3.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

2.41%

-1.62%

Volatility

V3GP.L vs. FEUS - Volatility Comparison

The current volatility for Vanguard ESG Global Corporate Bond UCITS ETF GBP Hedged Distributing (V3GP.L) is 1.38%, while FlexShares ESG & Climate US Large Cap Core Index Fund (FEUS) has a volatility of 3.92%. This indicates that V3GP.L experiences smaller price fluctuations and is considered to be less risky than FEUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


V3GP.LFEUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.38%

3.92%

-2.54%

Volatility (6M)

Calculated over the trailing 6-month period

2.84%

9.00%

-6.16%

Volatility (1Y)

Calculated over the trailing 1-year period

3.73%

11.99%

-8.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.54%

16.01%

-10.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.52%

16.01%

-10.49%

V3GP.L vs. FEUS - Expense Ratio Comparison

V3GP.L has a 0.15% expense ratio, which is higher than FEUS's 0.09% 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%.


Dividends

V3GP.L vs. FEUS - Dividend Comparison

V3GP.L's dividend yield for the trailing twelve months is around 4.36%, more than FEUS's 1.00% yield.


PositionTTM20252024202320222021
FEUS
FlexShares ESG & Climate US Large Cap Core Index Fund
1.00%1.06%1.15%1.41%1.48%0.36%
V3GP.L
Vanguard ESG Global Corporate Bond UCITS ETF GBP Hedged Distributing
4.36%4.43%4.36%4.10%2.48%0.71%

Frequently Asked Questions


V3GP.L and FEUS have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FEUS is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FEUS is cheaper with a 0.09% expense ratio, compared with 0.15% for V3GP.L.

V3GP.L is categorized as Global Corporate Bonds, while FEUS is Large Cap Blend Equities. V3GP.L tracks Bloomberg Gbl Agg Corp TR Hdg GBP, while FEUS tracks Northern Trust ESG & Climate US Large Cap Core Index - Benchmark TR Gross. They also come from different issuers: Vanguard and FlexShares. Their fees differ too: 0.15% for V3GP.L and 0.09% for FEUS.

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