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VAGU.L vs. VUTA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VAGU.L vs. VUTA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Global Aggregate Bond UCITS ETF USD Hedged Accumulating (VAGU.L) and Vanguard USD Treasury Bond UCITS ETF Accumulating (VUTA.L). The values are adjusted to include any dividend payments, if applicable.

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VAGU.L vs. VUTA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VAGU.L
VAGU.L Risk / Return Rank: 4040
Overall Rank
VAGU.L Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VAGU.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
VAGU.L Omega Ratio Rank: 3535
Omega Ratio Rank
VAGU.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
VAGU.L Martin Ratio Rank: 4343
Martin Ratio Rank

VUTA.L
VUTA.L Risk / Return Rank: 1111
Overall Rank
VUTA.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
VUTA.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
VUTA.L Omega Ratio Rank: 1010
Omega Ratio Rank
VUTA.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
VUTA.L Martin Ratio Rank: 1313
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.LVUTA.LDifference

Sharpe ratio

Return per unit of total volatility

0.80

0.53

+0.27

Sortino ratio

Return per unit of downside risk

1.14

0.80

+0.34

Omega ratio

Gain probability vs. loss probability

1.15

1.09

+0.06

Calmar ratio

Return relative to maximum drawdown

1.24

0.99

+0.25

Martin ratio

Return relative to average drawdown

4.23

2.48

+1.74

VAGU.L vs. VUTA.L - Sharpe Ratio Comparison

The current VAGU.L Sharpe Ratio is 0.80, which is higher than the VUTA.L Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of VAGU.L and VUTA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VAGU.LVUTA.LDifference

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.


Tickers have no history of dividend payments

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.LVUTA.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.10%

-17.70%

+15.60%

Average Drawdown

Average peak-to-trough decline

-5.63%

-15.29%

+9.66%

Ulcer Index

Depth 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.LVUTA.LDifference

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%