VETY.L vs. BNDW
Compare and contrast key facts about Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VETY.L) and Vanguard Total World Bond ETF (BNDW).
VETY.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. VETY.L is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Euro Agg Govt TR EUR. It was launched on Feb 24, 2016. 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 VETY.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: VETY.L or BNDW.
Key characteristics
| VETY.L | BNDW | |
|---|---|---|
| YTD Return | -5.21% | 2.22% |
| 1Y Return | 0.15% | 8.08% |
| 3Y Return (Ann) | -5.73% | -1.61% |
| 5Y Return (Ann) | -3.18% | -0.13% |
| Sharpe Ratio | -0.07 | 1.64 |
| Sortino Ratio | -0.05 | 2.46 |
| Omega Ratio | 0.99 | 1.29 |
| Calmar Ratio | -0.02 | 0.59 |
| Martin Ratio | -0.10 | 6.02 |
| Ulcer Index | 4.60% | 1.33% |
| Daily Std Dev | 6.61% | 4.88% |
| Max Drawdown | -26.39% | -17.22% |
| Current Drawdown | -24.07% | -6.55% |
Correlation
The correlation between VETY.L and BNDW is 0.55, 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
VETY.L vs. BNDW - Performance Comparison
In the year-to-date period, VETY.L achieves a -5.21% return, which is significantly lower than BNDW's 2.22% 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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VETY.L vs. BNDW - Expense Ratio Comparison
VETY.L has a 0.07% 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
VETY.L vs. BNDW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VETY.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
VETY.L vs. BNDW - Dividend Comparison
VETY.L's dividend yield for the trailing twelve months is around 0.77%, less than BNDW's 4.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
VETY.L Vanguard EUR Eurozone Government Bond UCITS ETF Distributing | 0.77% | 2.11% | 0.54% | 0.09% | 0.17% | 0.60% | 0.63% | 0.55% | 0.37% |
BNDW Vanguard Total World Bond ETF | 4.17% | 3.73% | 2.02% | 2.58% | 1.56% | 3.05% | 1.66% | 0.00% | 0.00% |
Drawdowns
VETY.L vs. BNDW - Drawdown Comparison
The maximum VETY.L drawdown since its inception was -26.39%, which is greater than BNDW's maximum drawdown of -17.22%. Use the drawdown chart below to compare losses from any high point for VETY.L and BNDW. For additional features, visit the drawdowns tool.
Volatility
VETY.L vs. BNDW - Volatility Comparison
Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VETY.L) has a higher volatility of 2.99% compared to Vanguard Total World Bond ETF (BNDW) at 1.31%. This indicates that VETY.L's price experiences larger fluctuations and is considered to be riskier than BNDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.