VGVA.L vs. IGLT.L
Compare and contrast key facts about Vanguard UK Gilt UCITS ETF Accumulating (VGVA.L) and iShares Core UK Gilts UCITS ETF (IGLT.L).
VGVA.L and IGLT.L 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. IGLT.L is a passively managed fund by iShares that tracks the performance of the FTSE Actuaries UK Conventional Gilts All Stocks Index. It was launched on Dec 1, 2006. Both VGVA.L and IGLT.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: VGVA.L or IGLT.L.
Key characteristics
| VGVA.L | IGLT.L | |
|---|---|---|
| YTD Return | -3.84% | -3.13% |
| 1Y Return | 1.38% | 1.69% |
| 3Y Return (Ann) | -10.37% | -8.64% |
| 5Y Return (Ann) | -5.76% | -4.84% |
| Sharpe Ratio | 0.24 | 0.20 |
| Sortino Ratio | 0.41 | 0.33 |
| Omega Ratio | 1.05 | 1.04 |
| Calmar Ratio | 0.06 | 0.05 |
| Martin Ratio | 0.52 | 0.46 |
| Ulcer Index | 3.73% | 3.16% |
| Daily Std Dev | 8.14% | 7.28% |
| Max Drawdown | -39.28% | -35.52% |
| Current Drawdown | -33.03% | -28.54% |
Correlation
The correlation between VGVA.L and IGLT.L is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
VGVA.L vs. IGLT.L - Performance Comparison
In the year-to-date period, VGVA.L achieves a -3.84% return, which is significantly lower than IGLT.L's -3.13% 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. IGLT.L - Expense Ratio Comparison
Both VGVA.L and IGLT.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%.
Risk-Adjusted Performance
VGVA.L vs. IGLT.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard UK Gilt UCITS ETF Accumulating (VGVA.L) and iShares Core UK Gilts UCITS ETF (IGLT.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
VGVA.L vs. IGLT.L - Dividend Comparison
VGVA.L has not paid dividends to shareholders, while IGLT.L's dividend yield for the trailing twelve months is around 5.03%.
| 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% |
IGLT.L iShares Core UK Gilts UCITS ETF | 5.03% | 2.40% | 1.32% | 0.79% | 0.95% | 1.25% | 1.31% | 1.30% | 1.88% | 2.05% | 2.04% | 2.14% |
Drawdowns
VGVA.L vs. IGLT.L - Drawdown Comparison
The maximum VGVA.L drawdown since its inception was -39.28%, which is greater than IGLT.L's maximum drawdown of -35.52%. Use the drawdown chart below to compare losses from any high point for VGVA.L and IGLT.L. For additional features, visit the drawdowns tool.
Volatility
VGVA.L vs. IGLT.L - Volatility Comparison
Vanguard UK Gilt UCITS ETF Accumulating (VGVA.L) and iShares Core UK Gilts UCITS ETF (IGLT.L) have volatilities of 3.21% and 3.07%, 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.