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V3GS.L vs. V3GP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

V3GS.L vs. V3GP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard ESG Global Corporate Bond UCITS ETF GBP Hedged Accumulating (V3GS.L) and Vanguard ESG Global Corporate Bond UCITS ETF GBP Hedged Distributing (V3GP.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with V3GS.L having a 0.62% return and V3GP.L slightly lower at 0.59%.


V3GS.L

1D
0.24%
1M
0.84%
YTD
0.62%
6M
0.78%
1Y
4.39%
3Y*
5.34%
5Y*
0.46%
10Y*

V3GP.L

1D
0.23%
1M
0.75%
YTD
0.59%
6M
0.77%
1Y
4.36%
3Y*
5.34%
5Y*
0.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

V3GS.L vs. V3GP.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
V3GS.L
Vanguard ESG Global Corporate Bond UCITS ETF GBP Hedged Accumulating
0.62%6.49%3.15%7.67%-14.59%1.06%
V3GP.L
Vanguard ESG Global Corporate Bond UCITS ETF GBP Hedged Distributing
0.59%6.20%3.56%7.64%-14.57%1.05%

Correlation

The correlation between V3GS.L and V3GP.L is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.90

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

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (All Time)
Calculated using the full available price history since May 26, 2021

0.96

The correlation between V3GS.L and V3GP.L has been stable across timeframes, ranging from 0.90 to 0.96 - a consistent structural relationship.

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Return for Risk

V3GS.L vs. V3GP.L — Risk / Return Rank

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

V3GS.L
V3GS.L Risk / Return Rank: 3333
Overall Rank
V3GS.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
V3GS.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
V3GS.L Omega Ratio Rank: 3131
Omega Ratio Rank
V3GS.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
V3GS.L Martin Ratio Rank: 3737
Martin Ratio Rank

V3GP.L
V3GP.L Risk / Return Rank: 3434
Overall Rank
V3GP.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
V3GP.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
V3GP.L Omega Ratio Rank: 3333
Omega Ratio Rank
V3GP.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
V3GP.L Martin Ratio Rank: 3737
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.

V3GS.L vs. V3GP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG Global Corporate Bond UCITS ETF GBP Hedged Accumulating (V3GS.L) and Vanguard ESG Global Corporate Bond UCITS ETF GBP Hedged Distributing (V3GP.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.


V3GS.LV3GP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.20

1.21

-0.01

Calmar ratioReturn relative to maximum drawdown

1.67

1.63

+0.05

Martin ratioReturn relative to average drawdown

5.58

5.57

+0.01

V3GS.L vs. V3GP.L - Sharpe Ratio Comparison

The current V3GS.L Sharpe Ratio is 1.14, which is comparable to the V3GP.L Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of V3GS.L and V3GP.L, 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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Sharpe Ratios by Period


V3GS.LV3GP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

1.21

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.09

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.10

0.00

Drawdowns

V3GS.L vs. V3GP.L - Drawdown Comparison

The maximum V3GS.L drawdown since its inception was -20.17%, roughly equal to the maximum V3GP.L drawdown of -20.15%. Use the drawdown chart below to compare losses from any high point for V3GS.L and V3GP.L.


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Drawdown Indicators


V3GS.LV3GP.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.17%

-20.15%

-0.02%

Max Drawdown (1Y)

Largest decline over 1 year

-2.61%

-2.67%

+0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-3.80%

-3.83%

+0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-20.17%

-20.15%

-0.02%

Current Drawdown

Current decline from peak

-0.61%

-0.64%

+0.03%

Average Drawdown

Average peak-to-trough decline

-7.82%

-7.78%

-0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

0.78%

0.00%

Volatility

V3GS.L vs. V3GP.L - Volatility Comparison

Vanguard ESG Global Corporate Bond UCITS ETF GBP Hedged Accumulating (V3GS.L) has a higher volatility of 1.56% compared to Vanguard ESG Global Corporate Bond UCITS ETF GBP Hedged Distributing (V3GP.L) at 1.43%. This indicates that V3GS.L's price experiences larger fluctuations and is considered to be riskier than V3GP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


V3GS.LV3GP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.56%

1.43%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

3.02%

2.80%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

3.84%

3.60%

+0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.55%

5.42%

+0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.55%

5.42%

+0.13%

V3GS.L vs. V3GP.L - Expense Ratio Comparison

Both V3GS.L and V3GP.L have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

V3GS.L vs. V3GP.L - Dividend Comparison

V3GS.L has not paid dividends to shareholders, while V3GP.L's dividend yield for the trailing twelve months is around 4.37%.


PositionTTM20252024202320222021
V3GP.L
Vanguard ESG Global Corporate Bond UCITS ETF GBP Hedged Distributing
4.37%4.43%4.36%4.10%2.48%0.71%
V3GS.L
Vanguard ESG Global Corporate Bond UCITS ETF GBP Hedged Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.90, V3GS.L and V3GP.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

V3GS.L and V3GP.L have the same expense ratio: 0.15% per year.

Both ETFs track Bloomberg Gbl Agg Corp TR Hdg GBP.

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