IBCI.DE vs. VUAA.DE
IBCI.DE (iShares € Inflation Linked Govt Bond UCITS ETF) and VUAA.DE (Vanguard S&P 500 UCITS USD Acc ETF) are both exchange-traded funds - IBCI.DE is a Inflation-Protected Bonds fund tracking the Bloomberg Euro Government Inflation-Linked Bond Index, while VUAA.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, IBCI.DE returned 0.72%/yr vs 14.77%/yr for VUAA.DE. At a 0.12 correlation, their price movements are largely independent. IBCI.DE charges 0.09%/yr vs 0.07%/yr for VUAA.DE.
Performance
IBCI.DE vs. VUAA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IBCI.DE achieves a 3.15% return, which is significantly lower than VUAA.DE's 11.41% return.
IBCI.DE
- 1D
- -0.08%
- 1M
- 0.19%
- YTD
- 3.15%
- 6M
- 2.77%
- 1Y
- 3.37%
- 3Y*
- 1.96%
- 5Y*
- 0.72%
- 10Y*
- 1.55%
VUAA.DE
- 1D
- -0.12%
- 1M
- 5.23%
- YTD
- 11.41%
- 6M
- 11.44%
- 1Y
- 25.64%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- —
IBCI.DE vs. VUAA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IBCI.DE iShares € Inflation Linked Govt Bond UCITS ETF | 3.15% | 0.81% | -0.17% | 5.41% | -9.30% | 6.19% | 1.01% |
VUAA.DE Vanguard S&P 500 UCITS USD Acc ETF | 11.41% | 4.68% | 32.33% | 22.52% | -14.29% | 40.76% | 3.17% |
Correlation
The correlation between IBCI.DE and VUAA.DE is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2020 | 0.12 |
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Return for Risk
IBCI.DE vs. VUAA.DE — Risk / Return Rank
IBCI.DE
VUAA.DE
IBCI.DE vs. VUAA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares € Inflation Linked Govt Bond UCITS ETF (IBCI.DE) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.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.
| IBCI.DE | VUAA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.34 | ||
| Sortino ratioReturn per unit of downside risk | -1.76 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.41 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.77 | 3.56 | -1.80 |
| Martin ratioReturn relative to average drawdown | 4.25 | 12.74 | -8.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IBCI.DE | VUAA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 2.20 | -1.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.97 | -0.86 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.81 | -0.55 |
Drawdowns
IBCI.DE vs. VUAA.DE - Drawdown Comparison
The maximum IBCI.DE drawdown since its inception was -16.37%, smaller than the maximum VUAA.DE drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for IBCI.DE and VUAA.DE.
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Drawdown Indicators
| IBCI.DE | VUAA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.37% | -33.67% | +17.30% |
Max Drawdown (1Y)Largest decline over 1 year | -1.87% | -7.16% | +5.29% |
Max Drawdown (3Y)Largest decline over 3 years | -5.59% | -23.33% | +17.74% |
Max Drawdown (5Y)Largest decline over 5 years | -16.37% | -23.33% | +6.96% |
Max Drawdown (10Y)Largest decline over 10 years | -16.37% | — | — |
Current DrawdownCurrent decline from peak | -5.54% | -0.45% | -5.09% |
Average DrawdownAverage peak-to-trough decline | -4.95% | -5.07% | +0.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.78% | 2.01% | -1.23% |
Volatility
IBCI.DE vs. VUAA.DE - Volatility Comparison
The current volatility for iShares € Inflation Linked Govt Bond UCITS ETF (IBCI.DE) is 1.58%, while Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) has a volatility of 2.65%. This indicates that IBCI.DE experiences smaller price fluctuations and is considered to be less risky than VUAA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBCI.DE | VUAA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.58% | 2.65% | -1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 3.04% | 7.61% | -4.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.83% | 11.58% | -7.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.86% | 15.12% | -8.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.16% | 17.59% | -11.43% |
IBCI.DE vs. VUAA.DE - Expense Ratio Comparison
IBCI.DE has a 0.09% expense ratio, which is higher than VUAA.DE'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
IBCI.DE vs. VUAA.DE - Dividend Comparison
Neither IBCI.DE nor VUAA.DE has paid dividends to shareholders.
Frequently Asked Questions
IBCI.DE and VUAA.DE have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VUAA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUAA.DE is cheaper with a 0.07% expense ratio, compared with 0.09% for IBCI.DE.
IBCI.DE is categorized as Inflation-Protected Bonds, while VUAA.DE is S&P 500. IBCI.DE tracks Bloomberg Euro Government Inflation-Linked Bond Index, while VUAA.DE tracks S&P 500 Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.09% for IBCI.DE and 0.07% for VUAA.DE.
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