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

Performance

VGVA.L vs. VHVG.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 Vanguard FTSE Developed World UCITS ETF Acc (VHVG.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022202120202019
VGVA.L
Vanguard UK Gilt UCITS ETF Accumulating
-1.23%4.03%-3.61%3.26%-27.03%-5.38%9.36%-4.57%
VHVG.L
Vanguard FTSE Developed World UCITS ETF Acc
-0.63%13.85%19.99%17.54%-8.66%23.31%12.56%1.61%

Returns By Period

In the year-to-date period, VGVA.L achieves a -1.23% return, which is significantly lower than VHVG.L's -0.63% return.


VGVA.L

1D
0.65%
1M
-3.07%
YTD
-1.23%
6M
1.83%
1Y
2.74%
3Y*
-0.00%
5Y*
-5.28%
10Y*

VHVG.L

1D
2.15%
1M
-3.55%
YTD
-0.63%
6M
3.35%
1Y
18.35%
3Y*
15.16%
5Y*
11.38%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

VGVA.L has a 0.07% expense ratio, which is lower than VHVG.L's 0.12% 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%.


Return for Risk

VGVA.L vs. VHVG.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: 2323
Overall Rank
VGVA.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
VGVA.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
VGVA.L Omega Ratio Rank: 2020
Omega Ratio Rank
VGVA.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
VGVA.L Martin Ratio Rank: 2525
Martin Ratio Rank

VHVG.L
VHVG.L Risk / Return Rank: 7777
Overall Rank
VHVG.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VHVG.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
VHVG.L Omega Ratio Rank: 7272
Omega Ratio Rank
VHVG.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
VHVG.L Martin Ratio Rank: 8585
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. VHVG.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 Vanguard FTSE Developed World UCITS ETF Acc (VHVG.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.LVHVG.LDifference

Sharpe ratio

Return per unit of total volatility

0.43

1.35

-0.92

Sortino ratio

Return per unit of downside risk

0.62

1.86

-1.24

Omega ratio

Gain probability vs. loss probability

1.08

1.28

-0.20

Calmar ratio

Return relative to maximum drawdown

0.59

2.66

-2.07

Martin ratio

Return relative to average drawdown

1.93

10.30

-8.37

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

The current VGVA.L Sharpe Ratio is 0.43, which is lower than the VHVG.L Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of VGVA.L and VHVG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VGVA.LVHVG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.43

1.35

-0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.47

0.87

-1.35

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.26

0.77

-1.03

Correlation

The correlation between VGVA.L and VHVG.L is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

VGVA.L vs. VHVG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

VGVA.L vs. VHVG.L - Drawdown Comparison

The maximum VGVA.L drawdown since its inception was -39.28%, which is greater than VHVG.L's maximum drawdown of -25.41%. Use the drawdown chart below to compare losses from any high point for VGVA.L and VHVG.L.


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Drawdown Indicators


VGVA.LVHVG.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.28%

-25.41%

-13.87%

Max Drawdown (1Y)

Largest decline over 1 year

-4.79%

-9.88%

+5.09%

Max Drawdown (5Y)

Largest decline over 5 years

-37.05%

-17.96%

-19.09%

Current Drawdown

Current decline from peak

-31.03%

-3.89%

-27.14%

Average Drawdown

Average peak-to-trough decline

-19.66%

-3.35%

-16.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.46%

1.79%

-0.33%

Volatility

VGVA.L vs. VHVG.L - Volatility Comparison

The current volatility for Vanguard UK Gilt UCITS ETF Accumulating (VGVA.L) is 2.94%, while Vanguard FTSE Developed World UCITS ETF Acc (VHVG.L) has a volatility of 4.49%. This indicates that VGVA.L experiences smaller price fluctuations and is considered to be less risky than VHVG.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.LVHVG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.94%

4.49%

-1.55%

Volatility (6M)

Calculated over the trailing 6-month period

4.35%

8.19%

-3.84%

Volatility (1Y)

Calculated over the trailing 1-year period

6.39%

13.62%

-7.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.21%

13.02%

-1.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.89%

15.17%

-4.28%