VGOV.L vs. RMAP.L
Compare and contrast key facts about Vanguard UK Gilt UCITS ETF Distributing (VGOV.L) and HANetf The Royal Mint Responsibly Sourced Physical Gold ETC (RMAP.L).
VGOV.L and RMAP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VGOV.L is a passively managed fund by Vanguard that tracks the performance of the FTSE Act UK Cnvt Gilts All Stocks TR GBP. It was launched on May 22, 2012. RMAP.L is a passively managed fund by HANetf that tracks the performance of the Gold. It was launched on Feb 12, 2020. Both VGOV.L and RMAP.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: VGOV.L or RMAP.L.
Key characteristics
| VGOV.L | RMAP.L | |
|---|---|---|
| YTD Return | -3.77% | 25.39% |
| 1Y Return | 3.23% | 28.31% |
| 3Y Return (Ann) | -10.32% | 13.53% |
| Sharpe Ratio | 0.19 | 0.61 |
| Sortino Ratio | 0.32 | 1.24 |
| Omega Ratio | 1.04 | 1.35 |
| Calmar Ratio | 0.04 | 1.42 |
| Martin Ratio | 0.42 | 2.41 |
| Ulcer Index | 3.67% | 12.11% |
| Daily Std Dev | 8.35% | 47.49% |
| Max Drawdown | -39.28% | -22.53% |
| Current Drawdown | -32.67% | -4.84% |
Correlation
The correlation between VGOV.L and RMAP.L is 0.42, 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
VGOV.L vs. RMAP.L - Performance Comparison
In the year-to-date period, VGOV.L achieves a -3.77% return, which is significantly lower than RMAP.L's 25.39% 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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VGOV.L vs. RMAP.L - Expense Ratio Comparison
VGOV.L has a 0.07% expense ratio, which is lower than RMAP.L's 0.22% 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
VGOV.L vs. RMAP.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard UK Gilt UCITS ETF Distributing (VGOV.L) and HANetf The Royal Mint Responsibly Sourced Physical Gold ETC (RMAP.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
VGOV.L vs. RMAP.L - Dividend Comparison
VGOV.L's dividend yield for the trailing twelve months is around 4.03%, while RMAP.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGOV.L Vanguard UK Gilt UCITS ETF Distributing | 4.03% | 3.16% | 1.87% | 1.09% | 1.16% | 1.38% | 1.57% | 1.62% | 1.62% | 1.92% | 2.05% | 1.90% |
RMAP.L HANetf The Royal Mint Responsibly Sourced Physical Gold ETC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VGOV.L vs. RMAP.L - Drawdown Comparison
The maximum VGOV.L drawdown since its inception was -39.28%, which is greater than RMAP.L's maximum drawdown of -22.53%. Use the drawdown chart below to compare losses from any high point for VGOV.L and RMAP.L. For additional features, visit the drawdowns tool.
Volatility
VGOV.L vs. RMAP.L - Volatility Comparison
The current volatility for Vanguard UK Gilt UCITS ETF Distributing (VGOV.L) is 3.42%, while HANetf The Royal Mint Responsibly Sourced Physical Gold ETC (RMAP.L) has a volatility of 5.06%. This indicates that VGOV.L experiences smaller price fluctuations and is considered to be less risky than RMAP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.