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VAGP.L vs. AEGG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VAGP.L vs. AEGG.L - Performance Comparison

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

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Returns By Period

In the year-to-date period, VAGP.L achieves a 0.19% return, which is significantly lower than AEGG.L's 0.49% return.


VAGP.L

1D
0.29%
1M
0.35%
YTD
0.19%
6M
0.36%
1Y
3.24%
3Y*
3.74%
5Y*
-0.24%
10Y*

AEGG.L

1D
0.12%
1M
0.30%
YTD
0.49%
6M
0.59%
1Y
3.19%
3Y*
3.84%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VAGP.L vs. AEGG.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VAGP.L
Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Distributing
0.19%4.96%2.51%5.84%-13.81%-0.61%
AEGG.L
iShares Global Aggregate Bond ESG UCITS ETF GBP Hedged (Acc)
0.49%4.36%3.07%5.65%-12.74%-0.69%

Correlation

The correlation between VAGP.L and AEGG.L is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.76

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

0.85

Correlation (All Time)
Calculated using the full available price history since Dec 8, 2021

0.89

The correlation between VAGP.L and AEGG.L shifts across timeframes, from 0.76 (1 year) to 0.89 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VAGP.L vs. AEGG.L — Risk / Return Rank

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

VAGP.L
VAGP.L Risk / Return Rank: 2626
Overall Rank
VAGP.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
VAGP.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
VAGP.L Omega Ratio Rank: 2626
Omega Ratio Rank
VAGP.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
VAGP.L Martin Ratio Rank: 2525
Martin Ratio Rank

AEGG.L
AEGG.L Risk / Return Rank: 2828
Overall Rank
AEGG.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
AEGG.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
AEGG.L Omega Ratio Rank: 2727
Omega Ratio Rank
AEGG.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
AEGG.L Martin Ratio Rank: 2828
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.

VAGP.L vs. AEGG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Distributing (VAGP.L) and iShares Global Aggregate Bond ESG UCITS ETF GBP Hedged (Acc) (AEGG.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.


VAGP.LAEGG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.17

1.18

-0.01

Calmar ratioReturn relative to maximum drawdown

1.15

1.33

-0.17

Martin ratioReturn relative to average drawdown

3.41

3.82

-0.41

VAGP.L vs. AEGG.L - Sharpe Ratio Comparison

The current VAGP.L Sharpe Ratio is 0.97, which is comparable to the AEGG.L Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of VAGP.L and AEGG.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


VAGP.LAEGG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.01

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

-0.05

+0.17

Drawdowns

VAGP.L vs. AEGG.L - Drawdown Comparison

The maximum VAGP.L drawdown since its inception was -18.13%, which is greater than AEGG.L's maximum drawdown of -15.75%. Use the drawdown chart below to compare losses from any high point for VAGP.L and AEGG.L.


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Drawdown Indicators


VAGP.LAEGG.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.13%

-15.75%

-2.38%

Max Drawdown (1Y)

Largest decline over 1 year

-2.80%

-2.38%

-0.42%

Max Drawdown (3Y)

Largest decline over 3 years

-4.04%

-3.72%

-0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-17.70%

Current Drawdown

Current decline from peak

-3.76%

-1.36%

-2.40%

Average Drawdown

Average peak-to-trough decline

-6.70%

-7.54%

+0.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

0.83%

+0.12%

Volatility

VAGP.L vs. AEGG.L - Volatility Comparison

Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Distributing (VAGP.L) and iShares Global Aggregate Bond ESG UCITS ETF GBP Hedged (Acc) (AEGG.L) have volatilities of 1.43% and 1.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VAGP.LAEGG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.43%

1.42%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.79%

2.48%

+0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

3.35%

3.13%

+0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.78%

4.59%

+0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.50%

4.59%

-0.09%

VAGP.L vs. AEGG.L - Expense Ratio Comparison

Both VAGP.L and AEGG.L have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

VAGP.L vs. AEGG.L - Dividend Comparison

VAGP.L's dividend yield for the trailing twelve months is around 3.55%, while AEGG.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
AEGG.L
iShares Global Aggregate Bond ESG UCITS ETF GBP Hedged (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VAGP.L
Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Distributing
3.55%3.50%3.08%2.37%1.46%0.86%1.21%0.59%

Frequently Asked Questions


VAGP.L and AEGG.L have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

VAGP.L and AEGG.L have the same expense ratio: 0.10% per year.

Both ETFs track Bloomberg Global Aggregate TR Hdg GBP. They also come from different issuers: Vanguard and iShares.

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