VUTY.L vs. V3GP.L
Compare and contrast key facts about Vanguard USD Treasury Bond UCITS ETF Distributing (VUTY.L) and Vanguard ESG Global Corporate Bond UCITS ETF GBP Hedged Distributing (V3GP.L).
VUTY.L and V3GP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VUTY.L is a passively managed fund by Vanguard that tracks the performance of the Bloomberg US Government TR USD. It was launched on Feb 24, 2016. V3GP.L is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Gbl Agg Corp TR Hdg GBP. It was launched on May 20, 2021. Both VUTY.L and V3GP.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: VUTY.L or V3GP.L.
Key characteristics
| VUTY.L | V3GP.L | |
|---|---|---|
| YTD Return | -3.13% | 279.34% |
| 1Y Return | -2.44% | 302.92% |
| 3Y Return (Ann) | -2.01% | 66.98% |
| Sharpe Ratio | -0.26 | 3.20 |
| Sortino Ratio | -0.34 | 58.04 |
| Omega Ratio | 0.96 | 8.18 |
| Calmar Ratio | -0.08 | 123.25 |
| Martin Ratio | -0.61 | 326.79 |
| Ulcer Index | 2.80% | 0.93% |
| Daily Std Dev | 6.57% | 94.57% |
| Max Drawdown | -21.34% | -20.15% |
| Current Drawdown | -19.74% | -0.73% |
Correlation
The correlation between VUTY.L and V3GP.L is 0.55, 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
VUTY.L vs. V3GP.L - Performance Comparison
In the year-to-date period, VUTY.L achieves a -3.13% return, which is significantly lower than V3GP.L's 279.34% 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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VUTY.L vs. V3GP.L - Expense Ratio Comparison
VUTY.L has a 0.07% expense ratio, which is lower than V3GP.L'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
VUTY.L vs. V3GP.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Treasury Bond UCITS ETF Distributing (VUTY.L) and Vanguard ESG Global Corporate Bond UCITS ETF GBP Hedged Distributing (V3GP.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
VUTY.L vs. V3GP.L - Dividend Comparison
VUTY.L's dividend yield for the trailing twelve months is around 1.35%, less than V3GP.L's 109.77% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
VUTY.L Vanguard USD Treasury Bond UCITS ETF Distributing | 1.35% | 4.34% | 2.52% | 1.64% | 2.10% | 3.09% | 2.97% | 2.13% | 1.22% |
V3GP.L Vanguard ESG Global Corporate Bond UCITS ETF GBP Hedged Distributing | 109.77% | 4.10% | 96.35% | 71.35% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VUTY.L vs. V3GP.L - Drawdown Comparison
The maximum VUTY.L drawdown since its inception was -21.34%, which is greater than V3GP.L's maximum drawdown of -20.15%. Use the drawdown chart below to compare losses from any high point for VUTY.L and V3GP.L. For additional features, visit the drawdowns tool.
Volatility
VUTY.L vs. V3GP.L - Volatility Comparison
The current volatility for Vanguard USD Treasury Bond UCITS ETF Distributing (VUTY.L) is 1.81%, while Vanguard ESG Global Corporate Bond UCITS ETF GBP Hedged Distributing (V3GP.L) has a volatility of 2.93%. This indicates that VUTY.L experiences smaller price fluctuations and is considered to be less risky than V3GP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.