V3GU.L vs. LILM

Last updated Jun 5, 2026

V3GU.L (Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Accumulating) is Global Corporate Bonds fund tracking the Bloomberg Gbl Agg Corp 0901 TR Hdg USD, while LILM (Lilium N.V.) is a stock.

Performance

V3GU.L vs. LILM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Accumulating (V3GU.L) and Lilium N.V. (LILM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

V3GU.L

• 1D: 0.21%
• 1M: 0.76%
• YTD: 0.61%
• 6M: 0.82%
• 1Y: 4.54%
• 3Y*: 5.68%
• 5Y*: —
• 10Y*: —

LILM

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

V3GU.L vs. LILM - Yearly Performance Comparison

	2026 (YTD)
V3GU.L Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Accumulating	0.33%
LILM Lilium N.V.	0.00%

Return for Risk

V3GU.L vs. LILM — Risk / Return Rank

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

V3GU.L

V3GU.L Risk / Return Rank: 35
V3GU.L Sharpe Ratio Rank: 33
V3GU.L Sortino Ratio Rank: 34
V3GU.L Omega Ratio Rank: 33
V3GU.L Calmar Ratio Rank: 35
V3GU.L Martin Ratio Rank: 38

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.

V3GU.L vs. LILM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Accumulating (V3GU.L) and Lilium N.V. (LILM). 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.

	V3GU.L	LILM	Difference
Sharpe ratio: Return per unit of total volatility	1.19	—	—
Sortino ratio: Return per unit of downside risk	1.77	—	—
Omega ratio: Gain probability vs. loss probability	1.21	—	—
Calmar ratio: Return relative to maximum drawdown	1.68	—	—
Martin ratio: Return relative to average drawdown	5.86	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	V3GU.L	LILM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.19	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.14	—	—

Drawdowns

V3GU.L vs. LILM - Drawdown Comparison

The maximum V3GU.L drawdown since its inception was -18.89%, which is greater than LILM's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for V3GU.L and LILM.

Drawdown Indicators

	V3GU.L	LILM	Difference
Max Drawdown Largest peak-to-trough decline	-18.89%	0.00%	-18.89%
Max Drawdown (1Y) Largest decline over 1 year	-2.69%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-3.67%	—	—
Current Drawdown Current decline from peak	-0.58%	0.00%	-0.58%
Average Drawdown Average peak-to-trough decline	-6.79%	0.00%	-6.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.77%	—	—

Volatility

Volatility by Period

	V3GU.L	LILM	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.45%	—	—
Volatility (6M) Calculated over the trailing 6-month period	2.97%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	3.80%	0.00%	+3.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.13%	0.00%	+6.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.13%	0.00%	+6.13%

Dividends

V3GU.L vs. LILM - Dividend Comparison

Neither V3GU.L nor LILM has paid dividends to shareholders.

Tickers have no history of dividend payments