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IBGL.MI vs. VHYL.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBGL.MI vs. VHYL.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares € Govt Bond 15-30yr UCITS ETF EUR Dist (IBGL.MI) and Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing (VHYL.AS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBGL.MI achieves a -0.06% return, which is significantly lower than VHYL.AS's 12.61% return. Over the past 10 years, IBGL.MI has underperformed VHYL.AS with an annualized return of -2.10%, while VHYL.AS has yielded a comparatively higher 9.66% annualized return.


IBGL.MI

1D
-0.95%
1M
1.07%
YTD
-0.06%
6M
-0.97%
1Y
-3.37%
3Y*
-0.04%
5Y*
-7.32%
10Y*
-2.10%

VHYL.AS

1D
0.20%
1M
3.45%
YTD
12.61%
6M
14.16%
1Y
25.03%
3Y*
15.90%
5Y*
11.50%
10Y*
9.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBGL.MI vs. VHYL.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBGL.MI
iShares € Govt Bond 15-30yr UCITS ETF EUR Dist
-0.06%-5.53%-0.17%10.21%-34.75%-7.00%11.97%15.43%3.11%-1.15%
VHYL.AS
Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing
12.61%12.40%16.77%7.02%0.17%27.85%-8.79%22.93%-7.01%4.82%

Correlation

The correlation between IBGL.MI and VHYL.AS is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.22

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

0.10

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

0.00

Correlation (All Time)
Calculated using the full available price history since Jun 6, 2013

0.00

Over the past year, IBGL.MI and VHYL.AS have become more correlated (0.37) than their long-term average of 0.00, meaning their price movements have been converging.

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Return for Risk

IBGL.MI vs. VHYL.AS — Risk / Return Rank

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

IBGL.MI
IBGL.MI Risk / Return Rank: 55
Overall Rank
IBGL.MI Sharpe Ratio Rank: 66
Sharpe Ratio Rank
IBGL.MI Sortino Ratio Rank: 55
Sortino Ratio Rank
IBGL.MI Omega Ratio Rank: 55
Omega Ratio Rank
IBGL.MI Calmar Ratio Rank: 44
Calmar Ratio Rank
IBGL.MI Martin Ratio Rank: 44
Martin Ratio Rank

VHYL.AS
VHYL.AS Risk / Return Rank: 8383
Overall Rank
VHYL.AS Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
VHYL.AS Sortino Ratio Rank: 8686
Sortino Ratio Rank
VHYL.AS Omega Ratio Rank: 8484
Omega Ratio Rank
VHYL.AS Calmar Ratio Rank: 8181
Calmar Ratio Rank
VHYL.AS 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.

IBGL.MI vs. VHYL.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € Govt Bond 15-30yr UCITS ETF EUR Dist (IBGL.MI) and Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing (VHYL.AS). 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.


IBGL.MIVHYL.ASDifference
Sharpe ratioReturn per unit of total volatility

-3.08

Sortino ratioReturn per unit of downside risk

-4.26

Omega ratioGain probability vs. loss probability

0.95

1.51

-0.56

Calmar ratioReturn relative to maximum drawdown

-0.54

4.17

-4.70

Martin ratioReturn relative to average drawdown

-0.98

15.90

-16.88

IBGL.MI vs. VHYL.AS - Sharpe Ratio Comparison

The current IBGL.MI Sharpe Ratio is -0.36, which is lower than the VHYL.AS Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of IBGL.MI and VHYL.AS, 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


IBGL.MIVHYL.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.36

2.71

-3.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.54

0.98

-1.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.18

0.70

-0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.66

-0.39

Drawdowns

IBGL.MI vs. VHYL.AS - Drawdown Comparison

The maximum IBGL.MI drawdown since its inception was -43.83%, which is greater than VHYL.AS's maximum drawdown of -34.08%. Use the drawdown chart below to compare losses from any high point for IBGL.MI and VHYL.AS.


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Drawdown Indicators


IBGL.MIVHYL.ASDifference

Max Drawdown

Largest peak-to-trough decline

-43.83%

-34.08%

-9.75%

Max Drawdown (1Y)

Largest decline over 1 year

-6.26%

-5.93%

-0.33%

Max Drawdown (3Y)

Largest decline over 3 years

-12.10%

-16.76%

+4.66%

Max Drawdown (5Y)

Largest decline over 5 years

-42.23%

-16.76%

-25.47%

Max Drawdown (10Y)

Largest decline over 10 years

-43.83%

-34.08%

-9.75%

Current Drawdown

Current decline from peak

-37.45%

-0.24%

-37.21%

Average Drawdown

Average peak-to-trough decline

-12.22%

-4.34%

-7.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

1.56%

+1.88%

Volatility

IBGL.MI vs. VHYL.AS - Volatility Comparison

iShares € Govt Bond 15-30yr UCITS ETF EUR Dist (IBGL.MI) has a higher volatility of 3.70% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing (VHYL.AS) at 2.22%. This indicates that IBGL.MI's price experiences larger fluctuations and is considered to be riskier than VHYL.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBGL.MIVHYL.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.70%

2.22%

+1.48%

Volatility (6M)

Calculated over the trailing 6-month period

7.20%

6.95%

+0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

9.28%

9.10%

+0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.56%

11.57%

+1.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.50%

13.59%

-2.09%

IBGL.MI vs. VHYL.AS - Expense Ratio Comparison

IBGL.MI has a 0.15% expense ratio, which is lower than VHYL.AS's 0.29% expense ratio.


Dividends

IBGL.MI vs. VHYL.AS - Dividend Comparison

IBGL.MI's dividend yield for the trailing twelve months is around 3.68%, more than VHYL.AS's 2.49% yield.


PositionTTM20252024202320222021202020192018201720162015
IBGL.MI
iShares € Govt Bond 15-30yr UCITS ETF EUR Dist
3.68%3.53%3.18%2.66%1.32%0.53%0.74%1.27%1.50%1.35%1.48%1.83%
VHYL.AS
Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing
2.49%2.85%3.03%3.40%3.78%3.03%3.08%3.24%3.68%3.13%3.02%3.25%

Frequently Asked Questions


IBGL.MI and VHYL.AS have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

IBGL.MI is cheaper with a 0.15% expense ratio, compared with 0.29% for VHYL.AS.

IBGL.MI is categorized as European Government Bonds, while VHYL.AS is Global Equities. IBGL.MI tracks Bloomberg Euro Government Bond 30 Year Term Index, while VHYL.AS tracks FTSE All-World High Dividend Yield Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.15% for IBGL.MI and 0.29% for VHYL.AS.

Portfolio Optimizer

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