VAGU.L vs. AGGU.L
Compare and contrast key facts about Vanguard Global Aggregate Bond UCITS ETF USD Hedged Accumulating (VAGU.L) and iShares Core Global Aggregate Bond UCITS ETF (AGGU.L).
VAGU.L and AGGU.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VAGU.L is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Global Aggregate TR Hdg USD. It was launched on Jun 18, 2019. AGGU.L is a passively managed fund by iShares that tracks the performance of the Bloomberg Global Aggregate Bond Index. It was launched on Nov 21, 2017. Both VAGU.L and AGGU.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: VAGU.L or AGGU.L.
Key characteristics
VAGU.L | AGGU.L | |
---|---|---|
YTD Return | -0.60% | -0.13% |
1Y Return | 3.22% | 3.60% |
3Y Return (Ann) | -2.13% | -1.71% |
Sharpe Ratio | 0.70 | 0.83 |
Daily Std Dev | 5.15% | 4.63% |
Max Drawdown | -17.42% | -15.55% |
Current Drawdown | -9.08% | -7.54% |
Correlation
The correlation between VAGU.L and AGGU.L is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
VAGU.L vs. AGGU.L - Performance Comparison
In the year-to-date period, VAGU.L achieves a -0.60% return, which is significantly lower than AGGU.L's -0.13% 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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VAGU.L vs. AGGU.L - Expense Ratio Comparison
Both VAGU.L and AGGU.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%.
Risk-Adjusted Performance
VAGU.L vs. AGGU.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Aggregate Bond UCITS ETF USD Hedged Accumulating (VAGU.L) and iShares Core Global Aggregate Bond UCITS ETF (AGGU.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
VAGU.L vs. AGGU.L - Dividend Comparison
Neither VAGU.L nor AGGU.L has paid dividends to shareholders.
Drawdowns
VAGU.L vs. AGGU.L - Drawdown Comparison
The maximum VAGU.L drawdown since its inception was -17.42%, which is greater than AGGU.L's maximum drawdown of -15.55%. Use the drawdown chart below to compare losses from any high point for VAGU.L and AGGU.L. For additional features, visit the drawdowns tool.
Volatility
VAGU.L vs. AGGU.L - Volatility Comparison
Vanguard Global Aggregate Bond UCITS ETF USD Hedged Accumulating (VAGU.L) has a higher volatility of 1.19% compared to iShares Core Global Aggregate Bond UCITS ETF (AGGU.L) at 1.12%. This indicates that VAGU.L's price experiences larger fluctuations and is considered to be riskier than AGGU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.