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VGOV.L vs. VGVA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGOV.L vs. VGVA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard UK Gilt UCITS ETF Distributing (VGOV.L) and Vanguard UK Gilt UCITS ETF Accumulating (VGVA.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VGOV.L achieves a -1.28% return, which is significantly lower than VGVA.L's -1.19% return.


VGOV.L

1D
0.28%
1M
1.61%
YTD
-1.28%
6M
-1.26%
1Y
2.08%
3Y*
2.10%
5Y*
-5.33%
10Y*
-1.29%

VGVA.L

1D
0.28%
1M
1.61%
YTD
-1.19%
6M
-1.36%
1Y
2.14%
3Y*
2.10%
5Y*
-5.33%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGOV.L vs. VGVA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VGOV.L
Vanguard UK Gilt UCITS ETF Distributing
-1.28%4.78%-4.30%3.32%-27.01%-5.37%9.32%5.94%
VGVA.L
Vanguard UK Gilt UCITS ETF Accumulating
-1.19%4.03%-3.61%3.26%-27.03%-5.38%9.36%5.93%

Correlation

The correlation between VGOV.L and VGVA.L is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2019

0.98

The correlation between VGOV.L and VGVA.L has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

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Return for Risk

VGOV.L vs. VGVA.L — Risk / Return Rank

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

VGOV.L
VGOV.L Risk / Return Rank: 1313
Overall Rank
VGOV.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
VGOV.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
VGOV.L Omega Ratio Rank: 1313
Omega Ratio Rank
VGOV.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
VGOV.L Martin Ratio Rank: 1414
Martin Ratio Rank

VGVA.L
VGVA.L Risk / Return Rank: 1414
Overall Rank
VGVA.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
VGVA.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
VGVA.L Omega Ratio Rank: 1313
Omega Ratio Rank
VGVA.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
VGVA.L Martin Ratio Rank: 1414
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.

VGOV.L vs. VGVA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard UK Gilt UCITS ETF Distributing (VGOV.L) and Vanguard UK Gilt UCITS ETF Accumulating (VGVA.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.


VGOV.LVGVA.LDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.06

1.06

0.00

Calmar ratioReturn relative to maximum drawdown

0.36

0.37

-0.01

Martin ratioReturn relative to average drawdown

0.96

1.00

-0.04

VGOV.L vs. VGVA.L - Sharpe Ratio Comparison

The current VGOV.L Sharpe Ratio is 0.32, which is comparable to the VGVA.L Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of VGOV.L and VGVA.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VGOV.LVGVA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

0.33

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.47

-0.47

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

-0.25

+0.28

Drawdowns

VGOV.L vs. VGVA.L - Drawdown Comparison

The maximum VGOV.L drawdown since its inception was -39.28%, roughly equal to the maximum VGVA.L drawdown of -39.28%. Use the drawdown chart below to compare losses from any high point for VGOV.L and VGVA.L.


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Drawdown Indicators


VGOV.LVGVA.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.28%

-39.28%

0.00%

Max Drawdown (1Y)

Largest decline over 1 year

-5.74%

-5.75%

+0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-7.98%

-7.88%

-0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-37.38%

-37.05%

-0.33%

Max Drawdown (10Y)

Largest decline over 10 years

-39.28%

Current Drawdown

Current decline from peak

-30.74%

-31.00%

+0.26%

Average Drawdown

Average peak-to-trough decline

-12.39%

-19.93%

+7.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

2.13%

+0.03%

Volatility

VGOV.L vs. VGVA.L - Volatility Comparison

Vanguard UK Gilt UCITS ETF Distributing (VGOV.L) and Vanguard UK Gilt UCITS ETF Accumulating (VGVA.L) have volatilities of 2.69% and 2.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGOV.LVGVA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.69%

2.79%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

5.24%

5.27%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

6.47%

6.53%

-0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.44%

11.28%

+0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.15%

10.86%

-0.71%

VGOV.L vs. VGVA.L - Expense Ratio Comparison

Both VGOV.L and VGVA.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

VGOV.L vs. VGVA.L - Dividend Comparison

VGOV.L's dividend yield for the trailing twelve months is around 4.61%, while VGVA.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
VGOV.L
Vanguard UK Gilt UCITS ETF Distributing
4.61%4.51%4.14%3.16%1.87%1.09%1.16%1.38%1.57%1.62%1.62%1.92%
VGVA.L
Vanguard UK Gilt UCITS ETF Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.97, VGOV.L and VGVA.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

VGOV.L and VGVA.L have the same expense ratio: 0.07% per year.

Both ETFs track FTSE Act UK Cnvt Gilts All Stocks TR GBP.

Portfolio Optimizer

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