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CE31.L vs. VETY.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CE31.L vs. VETY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Euro Government Bond 1-3yr UCITS ETF (Acc) (CE31.L) and Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VETY.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CE31.L is traded in GBp, while VETY.L is traded in GBP. To make them comparable, the VETY.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CE31.L achieves a -0.69% return, which is significantly higher than VETY.L's -2.03% return. Over the past 10 years, CE31.L has outperformed VETY.L with an annualized return of 1.34%, while VETY.L has yielded a comparatively lower 0.12% annualized return.


CE31.L

1D
0.18%
1M
0.53%
YTD
-0.69%
6M
-0.65%
1Y
3.69%
3Y*
2.80%
5Y*
0.96%
10Y*
1.34%

VETY.L

1D
0.19%
1M
0.54%
YTD
-2.03%
6M
-2.33%
1Y
-0.25%
3Y*
0.38%
5Y*
-3.27%
10Y*
0.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CE31.L vs. VETY.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CE31.L
iShares Euro Government Bond 1-3yr UCITS ETF (Acc)
-0.69%7.55%-1.61%1.46%1.17%-7.40%5.40%-4.80%0.64%3.54%
VETY.L
Vanguard EUR Eurozone Government Bond UCITS ETF Distributing
-2.03%2.82%-5.14%5.08%-13.54%-9.76%10.66%1.61%1.86%3.57%

Correlation

The correlation between CE31.L and VETY.L is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.77

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

0.72

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

0.70

Correlation (10Y)
Calculated over the trailing 10-year period

0.80

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2016

0.80

The correlation between CE31.L and VETY.L shifts across timeframes, from 0.70 (5 years) to 0.80 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CE31.L vs. VETY.L — Risk / Return Rank

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

CE31.L
CE31.L Risk / Return Rank: 2626
Overall Rank
CE31.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
CE31.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
CE31.L Omega Ratio Rank: 2424
Omega Ratio Rank
CE31.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
CE31.L Martin Ratio Rank: 2424
Martin Ratio Rank

VETY.L
VETY.L Risk / Return Rank: 88
Overall Rank
VETY.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
VETY.L Sortino Ratio Rank: 88
Sortino Ratio Rank
VETY.L Omega Ratio Rank: 88
Omega Ratio Rank
VETY.L Calmar Ratio Rank: 99
Calmar Ratio Rank
VETY.L Martin Ratio Rank: 99
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.

CE31.L vs. VETY.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Government Bond 1-3yr UCITS ETF (Acc) (CE31.L) and Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VETY.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.


CE31.LVETY.LDifference
Sharpe ratioReturn per unit of total volatility

+0.92

Sortino ratioReturn per unit of downside risk

+1.39

Omega ratioGain probability vs. loss probability

1.15

1.00

+0.16

Calmar ratioReturn relative to maximum drawdown

1.40

-0.05

+1.45

Martin ratioReturn relative to average drawdown

3.13

-0.10

+3.24

CE31.L vs. VETY.L - Sharpe Ratio Comparison

The current CE31.L Sharpe Ratio is 0.88, which is higher than the VETY.L Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of CE31.L and VETY.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


CE31.LVETY.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

-0.04

+0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

-0.43

+0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.01

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.04

+0.03

Drawdowns

CE31.L vs. VETY.L - Drawdown Comparison

The maximum CE31.L drawdown since its inception was -18.33%, smaller than the maximum VETY.L drawdown of -26.39%. Use the drawdown chart below to compare losses from any high point for CE31.L and VETY.L.


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Drawdown Indicators


CE31.LVETY.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.33%

-26.39%

+8.06%

Max Drawdown (1Y)

Largest decline over 1 year

-2.62%

-5.11%

+2.49%

Max Drawdown (3Y)

Largest decline over 3 years

-3.05%

-7.67%

+4.62%

Max Drawdown (5Y)

Largest decline over 5 years

-5.98%

-20.49%

+14.51%

Max Drawdown (10Y)

Largest decline over 10 years

-13.14%

-26.39%

+13.25%

Current Drawdown

Current decline from peak

-3.78%

-23.46%

+19.68%

Average Drawdown

Average peak-to-trough decline

-7.24%

-12.50%

+5.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

2.44%

-1.27%

Volatility

CE31.L vs. VETY.L - Volatility Comparison

The current volatility for iShares Euro Government Bond 1-3yr UCITS ETF (Acc) (CE31.L) is 1.27%, while Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VETY.L) has a volatility of 1.84%. This indicates that CE31.L experiences smaller price fluctuations and is considered to be less risky than VETY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CE31.LVETY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

1.84%

-0.57%

Volatility (6M)

Calculated over the trailing 6-month period

2.87%

4.28%

-1.41%

Volatility (1Y)

Calculated over the trailing 1-year period

4.18%

5.64%

-1.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.29%

7.56%

-2.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.07%

8.54%

-1.47%

CE31.L vs. VETY.L - Expense Ratio Comparison

CE31.L has a 0.15% expense ratio, which is higher than VETY.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

CE31.L vs. VETY.L - Dividend Comparison

Neither CE31.L nor VETY.L has paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
CE31.L
iShares Euro Government Bond 1-3yr UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VETY.L
Vanguard EUR Eurozone Government Bond UCITS ETF Distributing
0.00%0.00%0.28%2.11%0.54%0.09%0.17%0.60%0.63%0.54%0.37%

Frequently Asked Questions


CE31.L and VETY.L have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

VETY.L is cheaper with a 0.07% expense ratio, compared with 0.15% for CE31.L.

CE31.L tracks Bloomberg Euro Agg Govt 1-3 Yr TR EUR, while VETY.L tracks Bloomberg Euro Agg Govt TR EUR. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.15% for CE31.L and 0.07% for VETY.L.

Portfolio Optimizer

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