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CE01.L vs. VETA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CE01.L vs. VETA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Euro Government Bond 7-10yr UCITS ETF (Acc) (CE01.L) and Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VETA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CE01.L is traded in GBp, while VETA.L is traded in GBP. To make them comparable, the VETA.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CE01.L achieves a -0.91% return, which is significantly lower than VETA.L's -0.82% return.


CE01.L

1D
0.23%
1M
0.98%
YTD
-0.91%
6M
-0.95%
1Y
2.93%
3Y*
2.70%
5Y*
-2.20%
10Y*
0.80%

VETA.L

1D
0.23%
1M
0.78%
YTD
-0.82%
6M
-0.92%
1Y
2.67%
3Y*
2.47%
5Y*
-2.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CE01.L vs. VETA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CE01.L
iShares Euro Government Bond 7-10yr UCITS ETF (Acc)
-0.91%6.87%-3.53%6.60%-15.38%-9.55%10.06%3.33%
VETA.L
Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating
-0.82%5.79%-2.93%4.76%-13.59%-9.77%10.65%3.88%

Correlation

The correlation between CE01.L and VETA.L is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

Correlation (3Y)
Calculated over the trailing 3-year period

0.98

Correlation (5Y)
Calculated over the trailing 5-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2019

0.98

The correlation between CE01.L and VETA.L has been stable across timeframes, ranging from 0.98 to 0.98 - a consistent structural relationship.

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Return for Risk

CE01.L vs. VETA.L — Risk / Return Rank

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

CE01.L
CE01.L Risk / Return Rank: 1616
Overall Rank
CE01.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
CE01.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
CE01.L Omega Ratio Rank: 1616
Omega Ratio Rank
CE01.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
CE01.L Martin Ratio Rank: 1515
Martin Ratio Rank

VETA.L
VETA.L Risk / Return Rank: 1616
Overall Rank
VETA.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
VETA.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
VETA.L Omega Ratio Rank: 1616
Omega Ratio Rank
VETA.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
VETA.L Martin Ratio Rank: 1515
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.

CE01.L vs. VETA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Government Bond 7-10yr UCITS ETF (Acc) (CE01.L) and Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VETA.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.


CE01.LVETA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.09

1.09

0.00

Calmar ratioReturn relative to maximum drawdown

0.55

0.57

-0.02

Martin ratioReturn relative to average drawdown

1.30

1.29

+0.01

CE01.L vs. VETA.L - Sharpe Ratio Comparison

The current CE01.L Sharpe Ratio is 0.50, which is comparable to the VETA.L Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of CE01.L and VETA.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CE01.LVETA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

0.49

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.27

-0.28

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

-0.08

+0.26

Drawdowns

CE01.L vs. VETA.L - Drawdown Comparison

The maximum CE01.L drawdown since its inception was -27.47%, roughly equal to the maximum VETA.L drawdown of -26.60%. Use the drawdown chart below to compare losses from any high point for CE01.L and VETA.L.


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Drawdown Indicators


CE01.LVETA.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.47%

-26.60%

-0.87%

Max Drawdown (1Y)

Largest decline over 1 year

-5.33%

-4.66%

-0.67%

Max Drawdown (3Y)

Largest decline over 3 years

-6.85%

-6.23%

-0.62%

Max Drawdown (5Y)

Largest decline over 5 years

-22.14%

-20.71%

-1.43%

Max Drawdown (10Y)

Largest decline over 10 years

-27.47%

Current Drawdown

Current decline from peak

-18.53%

-18.72%

+0.19%

Average Drawdown

Average peak-to-trough decline

-10.31%

-15.05%

+4.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.25%

2.07%

+0.18%

Volatility

CE01.L vs. VETA.L - Volatility Comparison

iShares Euro Government Bond 7-10yr UCITS ETF (Acc) (CE01.L) has a higher volatility of 1.98% compared to Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VETA.L) at 1.85%. This indicates that CE01.L's price experiences larger fluctuations and is considered to be riskier than VETA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CE01.LVETA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.98%

1.85%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

4.61%

4.18%

+0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

5.88%

5.43%

+0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.21%

7.49%

+0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.83%

7.96%

+0.87%

CE01.L vs. VETA.L - Expense Ratio Comparison

CE01.L has a 0.15% expense ratio, which is higher than VETA.L's 0.07% 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%.


Dividends

CE01.L vs. VETA.L - Dividend Comparison

Neither CE01.L nor VETA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.98, CE01.L and VETA.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, VETA.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VETA.L is cheaper with a 0.07% expense ratio, compared with 0.15% for CE01.L.

Both ETFs track Bloomberg Euro Agg Govt TR EUR. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.15% for CE01.L and 0.07% for VETA.L.

Portfolio Optimizer

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