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CE31.L vs. VGWE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CE31.L vs. VGWE.DE - 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 FTSE All-World High Dividend Yield UCITS ETF USD Acc (VGWE.DE). 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 VGWE.DE is traded in EUR. To make them comparable, the VGWE.DE 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 lower than VGWE.DE's 11.54% 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%

VGWE.DE

1D
0.35%
1M
3.53%
YTD
11.54%
6M
13.03%
1Y
28.13%
3Y*
16.00%
5Y*
11.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CE31.L vs. VGWE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CE31.L
iShares Euro Government Bond 1-3yr UCITS ETF (Acc)
-0.69%7.55%-1.61%1.46%1.17%-7.40%1.16%
VGWE.DE
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc
11.54%18.67%10.56%5.73%5.50%18.81%7.29%

Correlation

The correlation between CE31.L and VGWE.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.12

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

0.11

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2020

0.11

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Return for Risk

CE31.L vs. VGWE.DE — 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

VGWE.DE
VGWE.DE Risk / Return Rank: 8181
Overall Rank
VGWE.DE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VGWE.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
VGWE.DE Omega Ratio Rank: 7979
Omega Ratio Rank
VGWE.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
VGWE.DE Martin Ratio Rank: 8181
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. VGWE.DE - 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 FTSE All-World High Dividend Yield UCITS ETF USD Acc (VGWE.DE). 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.LVGWE.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.16

Sortino ratioReturn per unit of downside risk

-2.79

Omega ratioGain probability vs. loss probability

1.15

1.55

-0.40

Calmar ratioReturn relative to maximum drawdown

1.40

4.08

-2.68

Martin ratioReturn relative to average drawdown

3.13

15.13

-12.00

CE31.L vs. VGWE.DE - Sharpe Ratio Comparison

The current CE31.L Sharpe Ratio is 0.88, which is lower than the VGWE.DE Sharpe Ratio of 3.04. The chart below compares the historical Sharpe Ratios of CE31.L and VGWE.DE, 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.LVGWE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

3.04

-2.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

1.03

-0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

1.07

-1.00

Drawdowns

CE31.L vs. VGWE.DE - Drawdown Comparison

The maximum CE31.L drawdown since its inception was -18.33%, which is greater than VGWE.DE's maximum drawdown of -13.60%. Use the drawdown chart below to compare losses from any high point for CE31.L and VGWE.DE.


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Drawdown Indicators


CE31.LVGWE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.33%

-13.60%

-4.73%

Max Drawdown (1Y)

Largest decline over 1 year

-2.62%

-6.86%

+4.24%

Max Drawdown (3Y)

Largest decline over 3 years

-3.05%

-13.60%

+10.55%

Max Drawdown (5Y)

Largest decline over 5 years

-5.98%

-13.60%

+7.62%

Max Drawdown (10Y)

Largest decline over 10 years

-13.14%

Current Drawdown

Current decline from peak

-3.78%

-0.01%

-3.77%

Average Drawdown

Average peak-to-trough decline

-7.24%

-2.09%

-5.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

1.85%

-0.68%

Volatility

CE31.L vs. VGWE.DE - Volatility Comparison

The current volatility for iShares Euro Government Bond 1-3yr UCITS ETF (Acc) (CE31.L) is 1.27%, while Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc (VGWE.DE) has a volatility of 2.37%. This indicates that CE31.L experiences smaller price fluctuations and is considered to be less risky than VGWE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CE31.LVGWE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

2.37%

-1.10%

Volatility (6M)

Calculated over the trailing 6-month period

2.87%

7.28%

-4.41%

Volatility (1Y)

Calculated over the trailing 1-year period

4.18%

9.23%

-5.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.29%

11.21%

-5.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.07%

11.96%

-4.89%

CE31.L vs. VGWE.DE - Expense Ratio Comparison

CE31.L has a 0.15% expense ratio, which is lower than VGWE.DE's 0.29% expense ratio.


Dividends

CE31.L vs. VGWE.DE - Dividend Comparison

Neither CE31.L nor VGWE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CE31.L and VGWE.DE have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CE31.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CE31.L is cheaper with a 0.15% expense ratio, compared with 0.29% for VGWE.DE.

CE31.L is categorized as European Government Bonds, while VGWE.DE is Dividend. CE31.L tracks Bloomberg Euro Agg Govt 1-3 Yr TR EUR, while VGWE.DE tracks FTSE All-World High Dividend Yield Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.15% for CE31.L and 0.29% for VGWE.DE.

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