IBGS.L vs. VUSA.AS
Compare and contrast key facts about iShares Euro Government Bond 1-3yr UCITS ETF (Dist) (IBGS.L) and Vanguard S&P 500 UCITS ETF (VUSA.AS).
IBGS.L and VUSA.AS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IBGS.L is a passively managed fund by iShares that tracks the performance of the Bloomberg Euro Agg Govt 1-3 Yr TR EUR. It was launched on Jun 5, 2006. VUSA.AS is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 22, 2012. Both IBGS.L and VUSA.AS 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: IBGS.L or VUSA.AS.
Key characteristics
| IBGS.L | VUSA.AS | |
|---|---|---|
| YTD Return | -2.03% | 32.96% |
| 1Y Return | -0.69% | 38.31% |
| 3Y Return (Ann) | -0.48% | 12.67% |
| 5Y Return (Ann) | -0.50% | 16.21% |
| 10Y Return (Ann) | 4.16% | 14.70% |
| Sharpe Ratio | -0.25 | 3.22 |
| Sortino Ratio | -0.34 | 4.33 |
| Omega Ratio | 0.96 | 1.67 |
| Calmar Ratio | -0.09 | 4.63 |
| Martin Ratio | -0.54 | 20.73 |
| Ulcer Index | 1.82% | 1.86% |
| Daily Std Dev | 3.98% | 11.88% |
| Max Drawdown | -13.11% | -33.64% |
| Current Drawdown | -10.28% | 0.00% |
Correlation
The correlation between IBGS.L and VUSA.AS is 0.10, 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
IBGS.L vs. VUSA.AS - Performance Comparison
In the year-to-date period, IBGS.L achieves a -2.03% return, which is significantly lower than VUSA.AS's 32.96% return. Over the past 10 years, IBGS.L has underperformed VUSA.AS with an annualized return of 4.16%, while VUSA.AS has yielded a comparatively higher 14.70% annualized 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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IBGS.L vs. VUSA.AS - Expense Ratio Comparison
IBGS.L has a 0.15% expense ratio, which is higher than VUSA.AS'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
IBGS.L vs. VUSA.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Euro Government Bond 1-3yr UCITS ETF (Dist) (IBGS.L) and Vanguard S&P 500 UCITS ETF (VUSA.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.
Dividends
IBGS.L vs. VUSA.AS - Dividend Comparison
IBGS.L's dividend yield for the trailing twelve months is around 2.53%, more than VUSA.AS's 0.96% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBGS.L iShares Euro Government Bond 1-3yr UCITS ETF (Dist) | 2.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 3.95% | 28.29% | 43.88% | 2.07% |
VUSA.AS Vanguard S&P 500 UCITS ETF | 0.96% | 1.26% | 1.45% | 1.02% | 1.43% | 1.46% | 1.74% | 1.64% | 1.66% | 1.76% | 1.45% | 1.19% |
Drawdowns
IBGS.L vs. VUSA.AS - Drawdown Comparison
The maximum IBGS.L drawdown since its inception was -13.11%, smaller than the maximum VUSA.AS drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for IBGS.L and VUSA.AS. For additional features, visit the drawdowns tool.
Volatility
IBGS.L vs. VUSA.AS - Volatility Comparison
The current volatility for iShares Euro Government Bond 1-3yr UCITS ETF (Dist) (IBGS.L) is 2.49%, while Vanguard S&P 500 UCITS ETF (VUSA.AS) has a volatility of 3.54%. This indicates that IBGS.L experiences smaller price fluctuations and is considered to be less risky than VUSA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.