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

Performance

VGVA.L vs. AGGU.L - Performance Comparison

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

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Different Trading Currencies

VGVA.L is traded in GBP, while AGGU.L is traded in USD. To make them comparable, the AGGU.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, VGVA.L achieves a -1.19% return, which is significantly lower than AGGU.L's 0.77% return.


VGVA.L

1D
0.28%
1M
1.61%
YTD
-1.19%
6M
-1.36%
1Y
2.14%
3Y*
2.10%
5Y*
-5.33%
10Y*

AGGU.L

1D
0.09%
1M
1.07%
YTD
0.77%
6M
-0.04%
1Y
4.26%
3Y*
1.55%
5Y*
1.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
VGVA.L
Vanguard UK Gilt UCITS ETF Accumulating
-1.19%4.03%-3.61%3.26%-27.03%-5.38%9.36%5.93%
AGGU.L
iShares Core Global Aggregate Bond UCITS ETF
0.77%-2.74%5.26%1.37%-1.01%-0.88%2.06%5.02%

Correlation

The correlation between VGVA.L and AGGU.L is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.06

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

0.25

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

0.28

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

0.30

Over the past year, the correlation between VGVA.L and AGGU.L has dropped to 0.06 - well below their long-term average of 0.30, suggesting their price drivers have been diverging.

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Return for Risk

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

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

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

AGGU.L
AGGU.L Risk / Return Rank: 3030
Overall Rank
AGGU.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
AGGU.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
AGGU.L Omega Ratio Rank: 2828
Omega Ratio Rank
AGGU.L Calmar Ratio Rank: 3030
Calmar Ratio Rank
AGGU.L Martin Ratio Rank: 3131
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.

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

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


VGVA.LAGGU.LDifference
Sharpe ratioReturn per unit of total volatility

-0.33

Sortino ratioReturn per unit of downside risk

-0.49

Omega ratioGain probability vs. loss probability

1.06

1.12

-0.06

Calmar ratioReturn relative to maximum drawdown

0.37

0.74

-0.37

Martin ratioReturn relative to average drawdown

1.00

1.84

-0.84

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

The current VGVA.L Sharpe Ratio is 0.33, which is lower than the AGGU.L Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of VGVA.L and AGGU.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


VGVA.LAGGU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

0.65

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.47

0.19

-0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.25

0.19

-0.44

Drawdowns

VGVA.L vs. AGGU.L - Drawdown Comparison

The maximum VGVA.L drawdown since its inception was -39.28%, which is greater than AGGU.L's maximum drawdown of -17.38%. Use the drawdown chart below to compare losses from any high point for VGVA.L and AGGU.L.


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Drawdown Indicators


VGVA.LAGGU.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.28%

-17.38%

-21.90%

Max Drawdown (1Y)

Largest decline over 1 year

-5.75%

-5.72%

-0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-7.88%

-9.02%

+1.14%

Max Drawdown (5Y)

Largest decline over 5 years

-37.05%

-15.79%

-21.26%

Current Drawdown

Current decline from peak

-31.00%

-8.75%

-22.25%

Average Drawdown

Average peak-to-trough decline

-19.93%

-8.64%

-11.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

2.31%

-0.18%

Volatility

VGVA.L vs. AGGU.L - Volatility Comparison

Vanguard UK Gilt UCITS ETF Accumulating (VGVA.L) has a higher volatility of 2.79% compared to iShares Core Global Aggregate Bond UCITS ETF (AGGU.L) at 1.71%. This indicates that VGVA.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.


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Volatility by Period


VGVA.LAGGU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.79%

1.71%

+1.08%

Volatility (6M)

Calculated over the trailing 6-month period

5.27%

5.15%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

6.53%

6.49%

+0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.28%

8.69%

+2.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.86%

9.05%

+1.81%

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

VGVA.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%.


Dividends

VGVA.L vs. AGGU.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


VGVA.L and AGGU.L have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VGVA.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGVA.L is cheaper with a 0.07% expense ratio, compared with 0.10% for AGGU.L.

VGVA.L is categorized as European Government Bonds, while AGGU.L is Global Bonds. VGVA.L tracks FTSE Act UK Cnvt Gilts All Stocks TR GBP, while AGGU.L tracks Bloomberg Global Aggregate Bond Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.07% for VGVA.L and 0.10% for AGGU.L.

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