IBGL.MI vs. VHYL.AS
IBGL.MI (iShares € Govt Bond 15-30yr UCITS ETF EUR Dist) and VHYL.AS (Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing) are both exchange-traded funds - IBGL.MI is a European Government Bonds fund tracking the Bloomberg Euro Government Bond 30 Year Term Index, while VHYL.AS is a Global Equities fund tracking the FTSE All-World High Dividend Yield Index. Both are passively managed. Over the past 10 years, IBGL.MI returned -2.10%/yr vs 9.66%/yr for VHYL.AS. At a 0.00 correlation, their price movements are largely independent. IBGL.MI charges 0.15%/yr vs 0.29%/yr for VHYL.AS.
Performance
IBGL.MI vs. VHYL.AS - Performance Comparison
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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%
IBGL.MI vs. VHYL.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
IBGL.MI
VHYL.AS
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.MI | VHYL.AS | Difference | |
|---|---|---|---|
| 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 |
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
| IBGL.MI | VHYL.AS | Difference | |
|---|---|---|---|
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.MI | VHYL.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -37.45% | -0.24% | -37.21% |
Average DrawdownAverage peak-to-trough decline | -12.22% | -4.34% | -7.88% |
Ulcer IndexDepth 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.MI | VHYL.AS | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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