VAGU.L vs. IDTP.L
Compare and contrast key facts about Vanguard Global Aggregate Bond UCITS ETF USD Hedged Accumulating (VAGU.L) and iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L).
VAGU.L and IDTP.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. IDTP.L is a passively managed fund by iShares that tracks the performance of the Bloomberg Gbl Infl Linked US TIPS TR USD. It was launched on Dec 8, 2006. Both VAGU.L and IDTP.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 IDTP.L.
Key characteristics
| VAGU.L | IDTP.L | |
|---|---|---|
| YTD Return | -0.60% | 0.20% |
| 1Y Return | 3.22% | 0.93% |
| 3Y Return (Ann) | -2.13% | -1.58% |
| Sharpe Ratio | 0.70 | 0.23 |
| Daily Std Dev | 5.15% | 5.96% |
| Max Drawdown | -17.42% | -15.12% |
| Current Drawdown | -9.08% | -9.82% |
Correlation
The correlation between VAGU.L and IDTP.L is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VAGU.L vs. IDTP.L - Performance Comparison
In the year-to-date period, VAGU.L achieves a -0.60% return, which is significantly lower than IDTP.L's 0.20% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VAGU.L vs. IDTP.L - Expense Ratio Comparison
VAGU.L has a 0.10% expense ratio, which is lower than IDTP.L's 0.12% expense ratio. Despite the difference, 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. IDTP.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 $ TIPS UCITS ETF USD (Acc) (IDTP.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. IDTP.L - Dividend Comparison
Neither VAGU.L nor IDTP.L has paid dividends to shareholders.
Drawdowns
VAGU.L vs. IDTP.L - Drawdown Comparison
The maximum VAGU.L drawdown since its inception was -17.42%, which is greater than IDTP.L's maximum drawdown of -15.12%. Use the drawdown chart below to compare losses from any high point for VAGU.L and IDTP.L. For additional features, visit the drawdowns tool.
Volatility
VAGU.L vs. IDTP.L - Volatility Comparison
Vanguard Global Aggregate Bond UCITS ETF USD Hedged Accumulating (VAGU.L) and iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) have volatilities of 1.19% and 1.25%, 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.