VAGU.L vs. BNDW
Compare and contrast key facts about Vanguard Global Aggregate Bond UCITS ETF USD Hedged Accumulating (VAGU.L) and Vanguard Total World Bond ETF (BNDW).
VAGU.L and BNDW 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. BNDW is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Barclays Global Aggregate Float Adjusted TR Index. It was launched on Sep 4, 2018. Both VAGU.L and BNDW 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 BNDW.
Key characteristics
| VAGU.L | BNDW | |
|---|---|---|
| YTD Return | -0.60% | -0.69% |
| 1Y Return | 3.22% | 3.26% |
| 3Y Return (Ann) | -2.13% | -2.19% |
| Sharpe Ratio | 0.70 | 0.57 |
| Daily Std Dev | 5.15% | 5.53% |
| Max Drawdown | -17.42% | -17.21% |
| Current Drawdown | -9.08% | -9.21% |
Correlation
The correlation between VAGU.L and BNDW is 0.71, 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. BNDW - Performance Comparison
In the year-to-date period, VAGU.L achieves a -0.60% return, which is significantly higher than BNDW's -0.69% 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. BNDW - Expense Ratio Comparison
VAGU.L has a 0.10% expense ratio, which is higher than BNDW's 0.06% expense ratio. However, 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
VAGU.L vs. BNDW - 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 Vanguard Total World Bond ETF (BNDW). 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. BNDW - Dividend Comparison
VAGU.L has not paid dividends to shareholders, while BNDW's dividend yield for the trailing twelve months is around 3.98%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
VAGU.L Vanguard Global Aggregate Bond UCITS ETF USD Hedged Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BNDW Vanguard Total World Bond ETF | 3.98% | 3.73% | 2.02% | 2.58% | 1.56% | 3.05% | 1.66% |
Drawdowns
VAGU.L vs. BNDW - Drawdown Comparison
The maximum VAGU.L drawdown since its inception was -17.42%, roughly equal to the maximum BNDW drawdown of -17.21%. Use the drawdown chart below to compare losses from any high point for VAGU.L and BNDW. For additional features, visit the drawdowns tool.
Volatility
VAGU.L vs. BNDW - Volatility Comparison
Vanguard Global Aggregate Bond UCITS ETF USD Hedged Accumulating (VAGU.L) and Vanguard Total World Bond ETF (BNDW) have volatilities of 1.19% and 1.22%, 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.