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

Performance

VAGP.L vs. GLAD.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 SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc) (GLAD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, VAGP.L achieves a 0.19% return, which is significantly lower than GLAD.L's 0.95% 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*

GLAD.L

1D
0.15%
1M
1.06%
YTD
0.95%
6M
0.02%
1Y
4.48%
3Y*
1.54%
5Y*
1.74%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
VAGP.L
Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Distributing
0.19%4.96%2.51%5.84%-13.81%-2.03%5.31%-0.32%
GLAD.L
SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc)
0.95%-2.74%5.03%1.40%-0.92%-0.43%2.12%-4.71%

Correlation

The correlation between VAGP.L and GLAD.L is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

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

0.26

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

0.24

Correlation (All Time)
Calculated using the full available price history since Oct 14, 2019

0.23

The correlation between VAGP.L and GLAD.L shifts across timeframes, from 0.08 (1 year) to 0.26 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

VAGP.L vs. GLAD.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

GLAD.L
GLAD.L Risk / Return Rank: 3131
Overall Rank
GLAD.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
GLAD.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
GLAD.L Omega Ratio Rank: 3030
Omega Ratio Rank
GLAD.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
GLAD.L Martin Ratio Rank: 3131
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. GLAD.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 SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc) (GLAD.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.LGLAD.LDifference
Sharpe ratioReturn per unit of total volatility

+0.27

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.17

1.13

+0.05

Calmar ratioReturn relative to maximum drawdown

1.15

0.77

+0.39

Martin ratioReturn relative to average drawdown

3.41

1.89

+1.52

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

The current VAGP.L Sharpe Ratio is 0.97, which is higher than the GLAD.L Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of VAGP.L and GLAD.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.LGLAD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.69

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

0.20

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.01

+0.11

Drawdowns

VAGP.L vs. GLAD.L - Drawdown Comparison

The maximum VAGP.L drawdown since its inception was -18.13%, which is greater than GLAD.L's maximum drawdown of -16.50%. Use the drawdown chart below to compare losses from any high point for VAGP.L and GLAD.L.


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Drawdown Indicators


VAGP.LGLAD.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.13%

-16.50%

-1.63%

Max Drawdown (1Y)

Largest decline over 1 year

-2.80%

-5.81%

+3.01%

Max Drawdown (3Y)

Largest decline over 3 years

-4.04%

-8.90%

+4.86%

Max Drawdown (5Y)

Largest decline over 5 years

-17.70%

-15.63%

-2.07%

Current Drawdown

Current decline from peak

-3.76%

-7.81%

+4.05%

Average Drawdown

Average peak-to-trough decline

-6.70%

-9.44%

+2.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

2.37%

-1.42%

Volatility

VAGP.L vs. GLAD.L - Volatility Comparison

The current volatility for Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Distributing (VAGP.L) is 1.43%, while SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc) (GLAD.L) has a volatility of 1.77%. This indicates that VAGP.L experiences smaller price fluctuations and is considered to be less risky than GLAD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VAGP.LGLAD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.43%

1.77%

-0.34%

Volatility (6M)

Calculated over the trailing 6-month period

2.79%

5.10%

-2.31%

Volatility (1Y)

Calculated over the trailing 1-year period

3.35%

6.43%

-3.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.78%

8.58%

-3.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.50%

8.84%

-4.34%

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

Both VAGP.L and GLAD.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. GLAD.L - Dividend Comparison

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


PositionTTM2025202420232022202120202019
GLAD.L
SPDR Bloomberg Global Aggregate Bond UCITS ETF USD 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 GLAD.L have a correlation of 0.08, 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 GLAD.L have the same expense ratio: 0.10% per year.

VAGP.L tracks Bloomberg Global Aggregate TR Hdg GBP, while GLAD.L tracks Bloomberg Global Aggregate TR Hdg USD. They also come from different issuers: Vanguard and State Street.

Portfolio Optimizer

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