VGVA.L vs. FWIA.DE
Compare and contrast key facts about Vanguard UK Gilt UCITS ETF Accumulating (VGVA.L) and Invesco FTSE All-World UCITS ETF Acc (FWIA.DE).
VGVA.L and FWIA.DE 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. FWIA.DE is a passively managed fund by Invesco that tracks the performance of the FTSE All-World. It was launched on Jun 26, 2023. Both VGVA.L and FWIA.DE 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 FWIA.DE.
Key characteristics
| VGVA.L | FWIA.DE | |
|---|---|---|
| YTD Return | -3.31% | 24.73% |
| 1Y Return | 3.88% | 32.61% |
| Sharpe Ratio | 0.45 | 2.70 |
| Sortino Ratio | 0.71 | 3.68 |
| Omega Ratio | 1.08 | 1.56 |
| Calmar Ratio | 0.10 | 3.87 |
| Martin Ratio | 0.99 | 18.37 |
| Ulcer Index | 3.70% | 1.65% |
| Daily Std Dev | 8.15% | 11.19% |
| Max Drawdown | -39.28% | -7.83% |
| Current Drawdown | -32.66% | 0.00% |
Correlation
The correlation between VGVA.L and FWIA.DE is 0.37, 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
VGVA.L vs. FWIA.DE - Performance Comparison
In the year-to-date period, VGVA.L achieves a -3.31% return, which is significantly lower than FWIA.DE's 24.73% 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. FWIA.DE - Expense Ratio Comparison
VGVA.L has a 0.07% expense ratio, which is lower than FWIA.DE's 0.15% 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
VGVA.L vs. FWIA.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard UK Gilt UCITS ETF Accumulating (VGVA.L) and Invesco FTSE All-World UCITS ETF Acc (FWIA.DE). 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. FWIA.DE - Dividend Comparison
Neither VGVA.L nor FWIA.DE has paid dividends to shareholders.
Drawdowns
VGVA.L vs. FWIA.DE - Drawdown Comparison
The maximum VGVA.L drawdown since its inception was -39.28%, which is greater than FWIA.DE's maximum drawdown of -7.83%. Use the drawdown chart below to compare losses from any high point for VGVA.L and FWIA.DE. For additional features, visit the drawdowns tool.
Volatility
VGVA.L vs. FWIA.DE - Volatility Comparison
Vanguard UK Gilt UCITS ETF Accumulating (VGVA.L) and Invesco FTSE All-World UCITS ETF Acc (FWIA.DE) have volatilities of 3.20% and 3.33%, 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.