VGVA.L vs. BLV
Compare and contrast key facts about Vanguard UK Gilt UCITS ETF Accumulating (VGVA.L) and Vanguard Long-Term Bond ETF (BLV).
VGVA.L and BLV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VGVA.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 Feb 19, 2019. BLV is a passively managed fund by Vanguard that tracks the performance of the Barclays U.S. Long Government/Credit Float Adjusted Index. It was launched on Apr 3, 2007. Both VGVA.L and BLV 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: VGVA.L or BLV.
Key characteristics
| VGVA.L | BLV | |
|---|---|---|
| YTD Return | -4.09% | -1.08% |
| 1Y Return | 2.16% | 10.09% |
| 3Y Return (Ann) | -10.75% | -8.50% |
| 5Y Return (Ann) | -5.71% | -2.26% |
| Sharpe Ratio | 0.32 | 0.93 |
| Sortino Ratio | 0.53 | 1.37 |
| Omega Ratio | 1.06 | 1.16 |
| Calmar Ratio | 0.07 | 0.32 |
| Martin Ratio | 0.72 | 2.62 |
| Ulcer Index | 3.68% | 4.30% |
| Daily Std Dev | 8.16% | 12.15% |
| Max Drawdown | -39.28% | -38.29% |
| Current Drawdown | -33.21% | -27.02% |
Correlation
The correlation between VGVA.L and BLV is 0.53, 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
VGVA.L vs. BLV - Performance Comparison
In the year-to-date period, VGVA.L achieves a -4.09% return, which is significantly lower than BLV's -1.08% 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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VGVA.L vs. BLV - Expense Ratio Comparison
VGVA.L has a 0.07% expense ratio, which is higher than BLV's 0.04% 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
VGVA.L vs. BLV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard UK Gilt UCITS ETF Accumulating (VGVA.L) and Vanguard Long-Term Bond ETF (BLV). 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
VGVA.L vs. BLV - Dividend Comparison
VGVA.L has not paid dividends to shareholders, while BLV's dividend yield for the trailing twelve months is around 4.48%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
BLV Vanguard Long-Term Bond ETF | 4.48% | 4.06% | 4.17% | 3.37% | 5.84% | 3.57% | 4.07% | 3.63% | 4.16% | 4.37% | 3.90% | 4.85% |
Drawdowns
VGVA.L vs. BLV - Drawdown Comparison
The maximum VGVA.L drawdown since its inception was -39.28%, roughly equal to the maximum BLV drawdown of -38.29%. Use the drawdown chart below to compare losses from any high point for VGVA.L and BLV. For additional features, visit the drawdowns tool.
Volatility
VGVA.L vs. BLV - Volatility Comparison
The current volatility for Vanguard UK Gilt UCITS ETF Accumulating (VGVA.L) is 3.21%, while Vanguard Long-Term Bond ETF (BLV) has a volatility of 3.86%. This indicates that VGVA.L experiences smaller price fluctuations and is considered to be less risky than BLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.