VAGE.DE vs. VWRL.L
Compare and contrast key facts about Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Dist (VAGE.DE) and Vanguard FTSE All-World UCITS ETF Distributing (VWRL.L).
VAGE.DE and VWRL.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VAGE.DE is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Global Aggregate Float Adjusted and Scaled (EUR Hedged). It was launched on Jun 18, 2019. VWRL.L is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on May 22, 2012. Both VAGE.DE and VWRL.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VAGE.DE or VWRL.L.
Key characteristics
| VAGE.DE | VWRL.L | |
|---|---|---|
| YTD Return | -1.16% | 10.33% |
| 1Y Return | 1.20% | 22.62% |
| 3Y Return (Ann) | -3.96% | 10.37% |
| Sharpe Ratio | 0.36 | 2.28 |
| Daily Std Dev | 4.71% | 9.87% |
| Max Drawdown | -19.43% | -24.98% |
| Current Drawdown | -14.57% | 0.00% |
Correlation
The correlation between VAGE.DE and VWRL.L is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
VAGE.DE vs. VWRL.L - Performance Comparison
In the year-to-date period, VAGE.DE achieves a -1.16% return, which is significantly lower than VWRL.L's 10.33% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VAGE.DE vs. VWRL.L - Expense Ratio Comparison
VAGE.DE has a 0.10% expense ratio, which is lower than VWRL.L's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
VAGE.DE vs. VWRL.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Dist (VAGE.DE) and Vanguard FTSE All-World UCITS ETF Distributing (VWRL.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.
Dividends
VAGE.DE vs. VWRL.L - Dividend Comparison
VAGE.DE's dividend yield for the trailing twelve months is around 2.73%, more than VWRL.L's 1.93% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VAGE.DE Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Dist | 2.73% | 2.39% | 1.47% | 0.87% | 1.20% | 0.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VWRL.L Vanguard FTSE All-World UCITS ETF Distributing | 1.93% | 2.16% | 2.49% | 1.99% | 1.99% | 2.49% | 2.95% | 2.47% | 2.51% | 3.06% | 3.52% | 3.06% |
Drawdowns
VAGE.DE vs. VWRL.L - Drawdown Comparison
The maximum VAGE.DE drawdown since its inception was -19.43%, smaller than the maximum VWRL.L drawdown of -24.98%. Use the drawdown chart below to compare losses from any high point for VAGE.DE and VWRL.L. For additional features, visit the drawdowns tool.
Volatility
VAGE.DE vs. VWRL.L - Volatility Comparison
The current volatility for Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Dist (VAGE.DE) is 1.99%, while Vanguard FTSE All-World UCITS ETF Distributing (VWRL.L) has a volatility of 3.64%. This indicates that VAGE.DE experiences smaller price fluctuations and is considered to be less risky than VWRL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.