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VDTA.L vs. AGGU.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VDTA.L and AGGU.L is 0.78, 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.


-0.50.00.51.00.8

Performance

VDTA.L vs. AGGU.L - Performance Comparison

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

-3.00%-2.00%-1.00%0.00%1.00%SeptemberOctoberNovemberDecember2025February
-1.34%
0.48%
VDTA.L
AGGU.L

Key characteristics

Sharpe Ratio

VDTA.L:

0.73

AGGU.L:

1.24

Sortino Ratio

VDTA.L:

1.07

AGGU.L:

1.85

Omega Ratio

VDTA.L:

1.13

AGGU.L:

1.22

Calmar Ratio

VDTA.L:

0.23

AGGU.L:

0.55

Martin Ratio

VDTA.L:

1.67

AGGU.L:

5.20

Ulcer Index

VDTA.L:

2.22%

AGGU.L:

0.97%

Daily Std Dev

VDTA.L:

5.04%

AGGU.L:

4.04%

Max Drawdown

VDTA.L:

-32.27%

AGGU.L:

-15.55%

Current Drawdown

VDTA.L:

-11.37%

AGGU.L:

-3.69%

Returns By Period

In the year-to-date period, VDTA.L achieves a 0.99% return, which is significantly higher than AGGU.L's 0.56% return.


VDTA.L

YTD

0.99%

1M

1.09%

6M

-1.34%

1Y

3.92%

5Y*

-1.06%

10Y*

N/A

AGGU.L

YTD

0.56%

1M

0.79%

6M

0.49%

1Y

5.16%

5Y*

-0.13%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VDTA.L vs. AGGU.L - Expense Ratio Comparison

VDTA.L has a 0.07% expense ratio, which is lower than AGGU.L's 0.10% 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%.


AGGU.L
iShares Core Global Aggregate Bond UCITS ETF
Expense ratio chart for AGGU.L: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VDTA.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

VDTA.L vs. AGGU.L — Risk-Adjusted Performance Rank

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

VDTA.L
The Risk-Adjusted Performance Rank of VDTA.L is 2323
Overall Rank
The Sharpe Ratio Rank of VDTA.L is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of VDTA.L is 2626
Sortino Ratio Rank
The Omega Ratio Rank of VDTA.L is 2626
Omega Ratio Rank
The Calmar Ratio Rank of VDTA.L is 1515
Calmar Ratio Rank
The Martin Ratio Rank of VDTA.L is 2020
Martin Ratio Rank

AGGU.L
The Risk-Adjusted Performance Rank of AGGU.L is 4747
Overall Rank
The Sharpe Ratio Rank of AGGU.L is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of AGGU.L is 5454
Sortino Ratio Rank
The Omega Ratio Rank of AGGU.L is 4949
Omega Ratio Rank
The Calmar Ratio Rank of AGGU.L is 2828
Calmar Ratio Rank
The Martin Ratio Rank of AGGU.L is 5252
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VDTA.L vs. AGGU.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Treasury Bond UCITS ETF USD Accumulation (VDTA.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.


Sharpe ratio
The chart of Sharpe ratio for VDTA.L, currently valued at 0.73, compared to the broader market0.002.004.000.731.27
The chart of Sortino ratio for VDTA.L, currently valued at 1.07, compared to the broader market0.005.0010.001.071.89
The chart of Omega ratio for VDTA.L, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.22
The chart of Calmar ratio for VDTA.L, currently valued at 0.23, compared to the broader market0.005.0010.0015.000.230.57
The chart of Martin ratio for VDTA.L, currently valued at 1.67, compared to the broader market0.0020.0040.0060.0080.00100.001.675.27
VDTA.L
AGGU.L

The current VDTA.L Sharpe Ratio is 0.73, which is lower than the AGGU.L Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of VDTA.L and AGGU.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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.73
1.27
VDTA.L
AGGU.L

Dividends

VDTA.L vs. AGGU.L - Dividend Comparison

Neither VDTA.L nor AGGU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

VDTA.L vs. AGGU.L - Drawdown Comparison

The maximum VDTA.L drawdown since its inception was -32.27%, 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 VDTA.L and AGGU.L. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%SeptemberOctoberNovemberDecember2025February
-11.37%
-3.69%
VDTA.L
AGGU.L

Volatility

VDTA.L vs. AGGU.L - Volatility Comparison

Vanguard USD Treasury Bond UCITS ETF USD Accumulation (VDTA.L) has a higher volatility of 1.52% compared to iShares Core Global Aggregate Bond UCITS ETF (AGGU.L) at 1.03%. This indicates that VDTA.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.


0.80%1.00%1.20%1.40%1.60%1.80%2.00%SeptemberOctoberNovemberDecember2025February
1.52%
1.03%
VDTA.L
AGGU.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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