IBCI.DE vs. VUAA.L
IBCI.DE (iShares € Inflation Linked Govt Bond UCITS ETF) and VUAA.L (Vanguard S&P 500 UCITS ETF USD Accumulation) are both exchange-traded funds - IBCI.DE is a Inflation-Protected Bonds fund tracking the Bloomberg Euro Government Inflation-Linked Bond Index, while VUAA.L is a S&P 500 fund tracking the S&P 500 Net Total Return. Both are passively managed. At a 0.15 correlation, their price movements are largely independent. IBCI.DE charges 0.09%/yr vs 0.07%/yr for VUAA.L.
Performance
IBCI.DE vs. VUAA.L - Performance Comparison
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Different Trading Currencies
IBCI.DE is traded in EUR, while VUAA.L is traded in USD. To make them comparable, the VUAA.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, IBCI.DE achieves a 3.15% return, which is significantly lower than VUAA.L's 11.28% 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.L
- 1D
- -0.27%
- 1M
- 4.14%
- YTD
- 11.28%
- 6M
- 10.75%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBCI.DE vs. VUAA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IBCI.DE iShares € Inflation Linked Govt Bond UCITS ETF | 3.15% | -0.01% |
VUAA.L Vanguard S&P 500 UCITS ETF USD Accumulation | 11.28% | 12.15% |
Correlation
The correlation between IBCI.DE and VUAA.L is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 9, 2025 | 0.15 |
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Return for Risk
IBCI.DE vs. VUAA.L — Risk / Return Rank
IBCI.DE
VUAA.L
IBCI.DE vs. VUAA.L - 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 ETF USD Accumulation (VUAA.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.
| IBCI.DE | VUAA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.15 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.77 | — | — |
| Martin ratioReturn relative to average drawdown | 4.25 | — | — |
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.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | — | — |
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 | 2.00 | -1.74 |
Drawdowns
IBCI.DE vs. VUAA.L - Drawdown Comparison
The maximum IBCI.DE drawdown since its inception was -16.37%, which is greater than VUAA.L's maximum drawdown of -7.08%. Use the drawdown chart below to compare losses from any high point for IBCI.DE and VUAA.L.
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Drawdown Indicators
| IBCI.DE | VUAA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.37% | -7.08% | -9.29% |
Max Drawdown (1Y)Largest decline over 1 year | -1.87% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -5.59% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -16.37% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -16.37% | — | — |
Current DrawdownCurrent decline from peak | -5.54% | -0.67% | -4.87% |
Average DrawdownAverage peak-to-trough decline | -4.95% | -1.45% | -3.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.78% | 2.07% | -1.29% |
Volatility
IBCI.DE vs. VUAA.L - Volatility Comparison
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Volatility by Period
| IBCI.DE | VUAA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.58% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 3.04% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 3.83% | 12.45% | -8.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.86% | 12.45% | -5.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.16% | 12.45% | -6.29% |
IBCI.DE vs. VUAA.L - Expense Ratio Comparison
IBCI.DE has a 0.09% expense ratio, which is higher than VUAA.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
IBCI.DE vs. VUAA.L - Dividend Comparison
Neither IBCI.DE nor VUAA.L has paid dividends to shareholders.
Frequently Asked Questions
IBCI.DE and VUAA.L have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VUAA.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUAA.L 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.L is S&P 500. IBCI.DE tracks Bloomberg Euro Government Inflation-Linked Bond Index, while VUAA.L tracks S&P 500 Net Total Return. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.09% for IBCI.DE and 0.07% for VUAA.L.
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