VAGP.L vs. SI=F
VAGP.L (Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Distributing) is Global Bonds fund tracking the Bloomberg Global Aggregate TR Hdg GBP, while SI=F (Silver) is an asset. Over the past 5 years, VAGP.L returned -0.24%/yr vs 22.74%/yr for SI=F. At a 0.12 correlation, their price movements are largely independent.
Performance
VAGP.L vs. SI=F - Performance Comparison
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Different Trading Currencies
VAGP.L is traded in GBP, while SI=F is traded in USD. To make them comparable, the SI=F 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 SI=F's 4.80% 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*
- —
SI=F
- 1D
- -2.12%
- 1M
- 1.07%
- YTD
- 4.80%
- 6M
- 27.30%
- 1Y
- 114.75%
- 3Y*
- 42.05%
- 5Y*
- 22.74%
- 10Y*
- 17.15%
VAGP.L vs. SI=F - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% | 2.30% |
SI=F Silver | 4.80% | 124.24% | 23.53% | -4.82% | 15.19% | -10.75% | 43.05% | 10.57% |
Correlation
The correlation between VAGP.L and SI=F is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Jun 21, 2019 | 0.12 |
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Return for Risk
VAGP.L vs. SI=F — Risk / Return Rank
VAGP.L
SI=F
VAGP.L vs. SI=F - 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 Silver (SI=F). 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.L | SI=F | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.33 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 2.24 | -1.09 |
| Martin ratioReturn relative to average drawdown | 3.41 | 4.80 | -1.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VAGP.L | SI=F | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.51 | -0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | 0.58 | -0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.50 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.35 | -0.23 |
Drawdowns
VAGP.L vs. SI=F - Drawdown Comparison
The maximum VAGP.L drawdown since its inception was -18.13%, smaller than the maximum SI=F drawdown of -68.90%. Use the drawdown chart below to compare losses from any high point for VAGP.L and SI=F.
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Drawdown Indicators
| VAGP.L | SI=F | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.13% | -68.90% | +50.77% |
Max Drawdown (1Y)Largest decline over 1 year | -2.80% | -39.67% | +36.87% |
Max Drawdown (3Y)Largest decline over 3 years | -4.04% | -39.67% | +35.63% |
Max Drawdown (5Y)Largest decline over 5 years | -17.70% | -39.67% | +21.97% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.67% | — |
Current DrawdownCurrent decline from peak | -3.76% | -34.76% | +31.00% |
Average DrawdownAverage peak-to-trough decline | -6.70% | -35.45% | +28.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.95% | 20.22% | -19.27% |
Volatility
VAGP.L vs. SI=F - Volatility Comparison
The current volatility for Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Distributing (VAGP.L) is 1.43%, while Silver (SI=F) has a volatility of 13.90%. This indicates that VAGP.L experiences smaller price fluctuations and is considered to be less risky than SI=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VAGP.L | SI=F | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.43% | 13.90% | -12.47% |
Volatility (6M)Calculated over the trailing 6-month period | 2.79% | 59.00% | -56.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.35% | 58.85% | -55.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.78% | 36.31% | -31.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.50% | 32.70% | -28.20% |
Frequently Asked Questions
VAGP.L and SI=F have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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