VAGU.L vs. VUTA.L
Compare and contrast key facts about Vanguard Global Aggregate Bond UCITS ETF USD Hedged Accumulating (VAGU.L) and Vanguard USD Treasury Bond UCITS ETF Accumulating (VUTA.L).
VAGU.L and VUTA.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. VUTA.L is a passively managed fund by Vanguard that tracks the performance of the Bloomberg US Government TR USD. It was launched on Feb 19, 2019. Both VAGU.L and VUTA.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.
Performance
VAGU.L vs. VUTA.L - Performance Comparison
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VAGU.L vs. VUTA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VAGU.L Vanguard Global Aggregate Bond UCITS ETF USD Hedged Accumulating | -0.37% | 4.94% | 2.73% | 6.90% | -12.61% | -2.00% | 5.90% | 2.39% |
VUTA.L Vanguard USD Treasury Bond UCITS ETF Accumulating | -0.14% | 6.34% | 0.80% | 3.29% | -12.37% | -1.98% | 7.15% | 1.99% |
Different Trading Currencies
VAGU.L is traded in USD, while VUTA.L is traded in GBP. To make them comparable, the VUTA.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, VAGU.L achieves a -0.37% return, which is significantly lower than VUTA.L's -0.14% return.
VAGU.L
- 1D
- 0.02%
- 1M
- -1.61%
- YTD
- -0.37%
- 6M
- 0.32%
- 1Y
- 3.09%
- 3Y*
- 3.77%
- 5Y*
- 0.19%
- 10Y*
- —
VUTA.L
- 1D
- -0.07%
- 1M
- -1.57%
- YTD
- -0.14%
- 6M
- 0.72%
- 1Y
- 2.90%
- 3Y*
- 2.73%
- 5Y*
- -0.25%
- 10Y*
- —
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VAGU.L vs. VUTA.L - Expense Ratio Comparison
VAGU.L has a 0.10% expense ratio, which is higher than VUTA.L's 0.07% 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%.
Return for Risk
VAGU.L vs. VUTA.L — Risk / Return Rank
VAGU.L
VUTA.L
VAGU.L vs. VUTA.L - Risk-Adjusted Trends 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 USD Treasury Bond UCITS ETF Accumulating (VUTA.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.
| VAGU.L | VUTA.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.53 | +0.27 |
Sortino ratioReturn per unit of downside risk | 1.14 | 0.80 | +0.34 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.09 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.24 | 0.99 | +0.25 |
Martin ratioReturn relative to average drawdown | 4.23 | 2.48 | +1.74 |
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
| VAGU.L | VUTA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.53 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | -0.04 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.17 | +0.03 |
Correlation
The correlation between VAGU.L and VUTA.L is 0.59, 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.
Dividends
VAGU.L vs. VUTA.L - Dividend Comparison
Neither VAGU.L nor VUTA.L has paid dividends to shareholders.
Drawdowns
VAGU.L vs. VUTA.L - Drawdown Comparison
The maximum VAGU.L drawdown since its inception was -17.42%, smaller than the maximum VUTA.L drawdown of -19.22%. Use the drawdown chart below to compare losses from any high point for VAGU.L and VUTA.L.
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Drawdown Indicators
| VAGU.L | VUTA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.42% | -23.40% | +5.98% |
Max Drawdown (1Y)Largest decline over 1 year | -2.63% | -7.50% | +4.87% |
Max Drawdown (5Y)Largest decline over 5 years | -17.10% | -16.17% | -0.93% |
Current DrawdownCurrent decline from peak | -2.10% | -17.70% | +15.60% |
Average DrawdownAverage peak-to-trough decline | -5.63% | -15.29% | +9.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.77% | 4.37% | -3.60% |
Volatility
VAGU.L vs. VUTA.L - Volatility Comparison
The current volatility for Vanguard Global Aggregate Bond UCITS ETF USD Hedged Accumulating (VAGU.L) is 1.30%, while Vanguard USD Treasury Bond UCITS ETF Accumulating (VUTA.L) has a volatility of 2.00%. This indicates that VAGU.L experiences smaller price fluctuations and is considered to be less risky than VUTA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VAGU.L | VUTA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.30% | 2.00% | -0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 2.21% | 3.48% | -1.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.85% | 5.48% | -1.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.03% | 7.01% | -1.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.73% | 7.26% | -2.53% |