VGOV.L vs. WLDS.L
Compare and contrast key facts about Vanguard UK Gilt UCITS ETF Distributing (VGOV.L) and iShares MSCI World Small Cap UCITS ETF (WLDS.L).
VGOV.L and WLDS.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. WLDS.L is a passively managed fund by iShares that tracks the performance of the MSCI World Small Cap Inde. It was launched on Mar 27, 2018. Both VGOV.L and WLDS.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 WLDS.L.
Key characteristics
| VGOV.L | WLDS.L | |
|---|---|---|
| YTD Return | -4.32% | 5.63% |
| 1Y Return | 3.50% | 19.21% |
| 3Y Return (Ann) | -10.78% | 0.61% |
| 5Y Return (Ann) | -5.76% | 7.34% |
| Sharpe Ratio | 0.31 | 0.60 |
| Sortino Ratio | 0.50 | 1.08 |
| Omega Ratio | 1.06 | 1.26 |
| Calmar Ratio | 0.07 | 0.98 |
| Martin Ratio | 0.72 | 1.77 |
| Ulcer Index | 3.60% | 10.74% |
| Daily Std Dev | 8.41% | 31.75% |
| Max Drawdown | -39.28% | -33.26% |
| Current Drawdown | -33.06% | -5.76% |
Correlation
The correlation between VGOV.L and WLDS.L is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
VGOV.L vs. WLDS.L - Performance Comparison
In the year-to-date period, VGOV.L achieves a -4.32% return, which is significantly lower than WLDS.L's 5.63% 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. WLDS.L - Expense Ratio Comparison
VGOV.L has a 0.07% expense ratio, which is lower than WLDS.L's 0.35% expense ratio.
Risk-Adjusted Performance
VGOV.L vs. WLDS.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 iShares MSCI World Small Cap UCITS ETF (WLDS.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. WLDS.L - Dividend Comparison
VGOV.L's dividend yield for the trailing twelve months is around 4.06%, while WLDS.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 | 4.06% | 3.16% | 1.87% | 1.09% | 1.16% | 1.38% | 1.57% | 1.62% | 1.62% | 1.92% | 2.05% | 1.90% |
WLDS.L iShares MSCI World Small Cap UCITS ETF | 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. WLDS.L - Drawdown Comparison
The maximum VGOV.L drawdown since its inception was -39.28%, which is greater than WLDS.L's maximum drawdown of -33.26%. Use the drawdown chart below to compare losses from any high point for VGOV.L and WLDS.L. For additional features, visit the drawdowns tool.
Volatility
VGOV.L vs. WLDS.L - Volatility Comparison
The current volatility for Vanguard UK Gilt UCITS ETF Distributing (VGOV.L) is 2.43%, while iShares MSCI World Small Cap UCITS ETF (WLDS.L) has a volatility of 2.84%. This indicates that VGOV.L experiences smaller price fluctuations and is considered to be less risky than WLDS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.