IBCM.DE vs. VUAA.L
Compare and contrast key facts about iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist) (IBCM.DE) and Vanguard S&P 500 UCITS ETF (VUAA.L).
IBCM.DE and VUAA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IBCM.DE is a passively managed fund by iShares that tracks the performance of the Bloomberg Euro Government Bond 10. It was launched on Dec 8, 2006. VUAA.L is a passively managed fund by Vanguard Group (Ireland) Limited that tracks the performance of the S&P 500 Index. It was launched on May 14, 2019. Both IBCM.DE and VUAA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IBCM.DE or VUAA.L.
Key characteristics
| IBCM.DE | VUAA.L | |
|---|---|---|
| YTD Return | 0.53% | 26.43% |
| 1Y Return | 6.68% | 38.31% |
| 3Y Return (Ann) | -4.70% | 10.00% |
| 5Y Return (Ann) | -2.54% | 15.75% |
| Sharpe Ratio | 1.02 | 3.30 |
| Sortino Ratio | 1.54 | 4.57 |
| Omega Ratio | 1.17 | 1.63 |
| Calmar Ratio | 0.30 | 5.01 |
| Martin Ratio | 2.78 | 21.64 |
| Ulcer Index | 2.20% | 1.79% |
| Daily Std Dev | 6.07% | 11.67% |
| Max Drawdown | -23.25% | -34.05% |
| Current Drawdown | -15.50% | 0.00% |
Correlation
The correlation between IBCM.DE and VUAA.L is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
IBCM.DE vs. VUAA.L - Performance Comparison
In the year-to-date period, IBCM.DE achieves a 0.53% return, which is significantly lower than VUAA.L's 26.43% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IBCM.DE vs. VUAA.L - Expense Ratio Comparison
IBCM.DE has a 0.15% 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%.
Risk-Adjusted Performance
IBCM.DE vs. VUAA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist) (IBCM.DE) and Vanguard S&P 500 UCITS ETF (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.
Dividends
IBCM.DE vs. VUAA.L - Dividend Comparison
IBCM.DE's dividend yield for the trailing twelve months is around 2.51%, while VUAA.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBCM.DE iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist) | 2.51% | 1.97% | 0.13% | 0.00% | 0.09% | 0.63% | 0.75% | 0.76% | 0.80% | 1.09% | 1.80% | 2.03% |
VUAA.L Vanguard S&P 500 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IBCM.DE vs. VUAA.L - Drawdown Comparison
The maximum IBCM.DE drawdown since its inception was -23.25%, smaller than the maximum VUAA.L drawdown of -34.05%. Use the drawdown chart below to compare losses from any high point for IBCM.DE and VUAA.L. For additional features, visit the drawdowns tool.
Volatility
IBCM.DE vs. VUAA.L - Volatility Comparison
The current volatility for iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist) (IBCM.DE) is 2.97%, while Vanguard S&P 500 UCITS ETF (VUAA.L) has a volatility of 3.80%. This indicates that IBCM.DE experiences smaller price fluctuations and is considered to be less risky than VUAA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.