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YIEL.L vs. VAGS.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between YIEL.L and VAGS.L is 0.61, 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.


-0.50.00.51.00.6

Performance

YIEL.L vs. VAGS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist (YIEL.L) and Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Accumulating (VAGS.L). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-2.48%
-2.99%
YIEL.L
VAGS.L

Key characteristics

Sharpe Ratio

YIEL.L:

2.68

VAGS.L:

0.08

Sortino Ratio

YIEL.L:

4.13

VAGS.L:

0.63

Omega Ratio

YIEL.L:

1.52

VAGS.L:

1.35

Calmar Ratio

YIEL.L:

1.93

VAGS.L:

0.12

Martin Ratio

YIEL.L:

23.59

VAGS.L:

1.20

Ulcer Index

YIEL.L:

0.34%

VAGS.L:

3.98%

Daily Std Dev

YIEL.L:

2.94%

VAGS.L:

59.36%

Max Drawdown

YIEL.L:

-25.67%

VAGS.L:

-39.37%

Current Drawdown

YIEL.L:

-0.07%

VAGS.L:

-7.79%

Returns By Period

The year-to-date returns for both stocks are quite close, with YIEL.L having a 0.72% return and VAGS.L slightly lower at 0.69%.


YIEL.L

YTD

0.72%

1M

1.56%

6M

4.12%

1Y

7.98%

5Y*

1.50%

10Y*

2.10%

VAGS.L

YTD

0.69%

1M

2.02%

6M

1.23%

1Y

4.69%

5Y*

-0.86%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


YIEL.L vs. VAGS.L - Expense Ratio Comparison

YIEL.L has a 0.25% expense ratio, which is higher than VAGS.L's 0.10% 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%.


YIEL.L
Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist
Expense ratio chart for YIEL.L: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for VAGS.L: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

YIEL.L vs. VAGS.L — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

YIEL.L
The Risk-Adjusted Performance Rank of YIEL.L is 8989
Overall Rank
The Sharpe Ratio Rank of YIEL.L is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of YIEL.L is 9696
Sortino Ratio Rank
The Omega Ratio Rank of YIEL.L is 9494
Omega Ratio Rank
The Calmar Ratio Rank of YIEL.L is 6363
Calmar Ratio Rank
The Martin Ratio Rank of YIEL.L is 9696
Martin Ratio Rank

VAGS.L
The Risk-Adjusted Performance Rank of VAGS.L is 2525
Overall Rank
The Sharpe Ratio Rank of VAGS.L is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of VAGS.L is 1414
Sortino Ratio Rank
The Omega Ratio Rank of VAGS.L is 7979
Omega Ratio Rank
The Calmar Ratio Rank of VAGS.L is 1010
Calmar Ratio Rank
The Martin Ratio Rank of VAGS.L is 1515
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

YIEL.L vs. VAGS.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist (YIEL.L) and Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Accumulating (VAGS.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.


Sharpe ratio
The chart of Sharpe ratio for YIEL.L, currently valued at 0.43, compared to the broader market0.002.004.000.430.04
The chart of Sortino ratio for YIEL.L, currently valued at 0.65, compared to the broader market0.005.0010.000.650.57
The chart of Omega ratio for YIEL.L, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.23
The chart of Calmar ratio for YIEL.L, currently valued at 0.22, compared to the broader market0.005.0010.0015.0020.000.220.06
The chart of Martin ratio for YIEL.L, currently valued at 1.10, compared to the broader market0.0020.0040.0060.0080.00100.001.100.42
YIEL.L
VAGS.L

The current YIEL.L Sharpe Ratio is 2.68, which is higher than the VAGS.L Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of YIEL.L and VAGS.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.


Rolling 12-month Sharpe Ratio-1.000.001.002.00SeptemberOctoberNovemberDecember2025February
0.43
0.04
YIEL.L
VAGS.L

Dividends

YIEL.L vs. VAGS.L - Dividend Comparison

YIEL.L's dividend yield for the trailing twelve months is around 2.27%, while VAGS.L has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
YIEL.L
Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist
2.27%2.29%3.31%3.55%2.85%3.16%3.67%4.00%4.05%4.80%4.41%3.10%
VAGS.L
Vanguard Global Aggregate Bond UCITS ETF GBP Hedged 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%

Drawdowns

YIEL.L vs. VAGS.L - Drawdown Comparison

The maximum YIEL.L drawdown since its inception was -25.67%, smaller than the maximum VAGS.L drawdown of -39.37%. Use the drawdown chart below to compare losses from any high point for YIEL.L and VAGS.L. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%SeptemberOctoberNovemberDecember2025February
-11.38%
-17.85%
YIEL.L
VAGS.L

Volatility

YIEL.L vs. VAGS.L - Volatility Comparison

The current volatility for Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist (YIEL.L) is 2.77%, while Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Accumulating (VAGS.L) has a volatility of 57.97%. This indicates that YIEL.L experiences smaller price fluctuations and is considered to be less risky than VAGS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%SeptemberOctoberNovemberDecember2025February
2.77%
57.97%
YIEL.L
VAGS.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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