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IBGY.L vs. VUTY.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBGY.L vs. VUTY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares € Govt Bond 5-7yr UCITS ETF EUR (Dist) (IBGY.L) and Vanguard USD Treasury Bond UCITS ETF Distributing (VUTY.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBGY.L achieves a -4.44% return, which is significantly lower than VUTY.L's -0.43% return. Over the past 10 years, IBGY.L has underperformed VUTY.L with an annualized return of -0.02%, while VUTY.L has yielded a comparatively higher 0.60% annualized return.


IBGY.L

1D
-0.78%
1M
-2.48%
6M
-4.06%
YTD
-4.44%
1Y
-2.82%
3Y*
2.31%
5Y*
-1.77%
10Y*
-0.02%

VUTY.L

1D
-0.63%
1M
-0.62%
6M
-0.61%
YTD
-0.43%
1Y
2.80%
3Y*
1.93%
5Y*
-0.28%
10Y*
0.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBGY.L vs. VUTY.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBGY.L
iShares € Govt Bond 5-7yr UCITS ETF EUR (Dist)
-4.44%7.76%-2.63%4.85%-10.06%-8.35%8.45%-0.79%1.40%3.93%
VUTY.L
Vanguard USD Treasury Bond UCITS ETF Distributing
-0.43%-1.14%2.53%-1.95%-1.84%-1.13%4.01%3.66%6.64%-6.80%

Correlation

The correlation between IBGY.L and VUTY.L is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.47

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

0.51

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

0.59

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2016

0.59

Over the past year, the correlation between IBGY.L and VUTY.L has dropped to 0.34 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.

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Return for Risk

IBGY.L vs. VUTY.L — Risk / Return Rank

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

IBGY.L
IBGY.L Risk / Return Rank: 55
Overall Rank
IBGY.L Sharpe Ratio Rank: 55
Sharpe Ratio Rank
IBGY.L Sortino Ratio Rank: 55
Sortino Ratio Rank
IBGY.L Omega Ratio Rank: 55
Omega Ratio Rank
IBGY.L Calmar Ratio Rank: 55
Calmar Ratio Rank
IBGY.L Martin Ratio Rank: 44
Martin Ratio Rank

VUTY.L
VUTY.L Risk / Return Rank: 1717
Overall Rank
VUTY.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
VUTY.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
VUTY.L Omega Ratio Rank: 1616
Omega Ratio Rank
VUTY.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
VUTY.L Martin Ratio Rank: 1616
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.

IBGY.L vs. VUTY.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € Govt Bond 5-7yr UCITS ETF EUR (Dist) (IBGY.L) and Vanguard USD Treasury Bond UCITS ETF Distributing (VUTY.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IBGY.LVUTY.LDifference
Sharpe ratioReturn per unit of total volatility

-0.99

Sortino ratioReturn per unit of downside risk

-1.42

Omega ratioGain probability vs. loss probability

0.92

1.08

-0.16

Calmar ratioReturn relative to maximum drawdown

-0.48

0.53

-1.01

Martin ratioReturn relative to average drawdown

-1.04

1.22

-2.26

IBGY.L vs. VUTY.L - Sharpe Ratio Comparison

The current IBGY.L Sharpe Ratio is -0.52, which is lower than the VUTY.L Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of IBGY.L and VUTY.L, 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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Drawdowns

IBGY.L vs. VUTY.L - Drawdown Comparison

The maximum IBGY.L drawdown since its inception was -22.02%, roughly equal to the maximum VUTY.L drawdown of -22.66%. Use the drawdown chart below to compare losses from any high point for IBGY.L and VUTY.L.


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Drawdown Indicators


IBGY.LVUTY.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.02%

-22.66%

+0.64%

Max Drawdown (1Y)

Largest decline over 1 year

-5.89%

-5.24%

-0.65%

Max Drawdown (3Y)

Largest decline over 3 years

-5.89%

-8.28%

+2.39%

Max Drawdown (5Y)

Largest decline over 5 years

-16.81%

-16.17%

-0.64%

Max Drawdown (10Y)

Largest decline over 10 years

-22.02%

-22.66%

+0.64%

Current Drawdown

Current decline from peak

-15.22%

-18.09%

+2.87%

Average Drawdown

Average peak-to-trough decline

-10.11%

-12.67%

+2.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

2.29%

+0.41%

Volatility

IBGY.L vs. VUTY.L - Volatility Comparison

The current volatility for iShares € Govt Bond 5-7yr UCITS ETF EUR (Dist) (IBGY.L) is 1.44%, while Vanguard USD Treasury Bond UCITS ETF Distributing (VUTY.L) has a volatility of 2.01%. This indicates that IBGY.L experiences smaller price fluctuations and is considered to be less risky than VUTY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBGY.LVUTY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.44%

2.01%

-0.57%

Volatility (6M)

Calculated over the trailing 6-month period

4.41%

4.46%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

5.35%

5.99%

-0.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.83%

8.66%

-1.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.51%

9.23%

-1.72%

IBGY.L vs. VUTY.L - Expense Ratio Comparison

IBGY.L has a 0.20% expense ratio, which is higher than VUTY.L's 0.05% 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

IBGY.L vs. VUTY.L - Dividend Comparison

IBGY.L's dividend yield for the trailing twelve months is around 1.34%, less than VUTY.L's 4.30% yield.


PositionTTM20252024202320222021202020192018201720162015
IBGY.L
iShares € Govt Bond 5-7yr UCITS ETF EUR (Dist)
1.34%2.60%2.59%0.84%0.00%0.00%0.13%0.51%0.34%0.22%0.48%0.35%
VUTY.L
Vanguard USD Treasury Bond UCITS ETF Distributing
4.30%4.40%4.00%3.47%2.06%1.19%1.64%2.42%2.24%1.64%0.92%0.00%

Frequently Asked Questions


IBGY.L and VUTY.L have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VUTY.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUTY.L is cheaper with a 0.05% expense ratio, compared with 0.20% for IBGY.L.

IBGY.L tracks iShares € Govt Bond 5-7yr UCITS ETF EUR (Dist), while VUTY.L tracks Bloomberg Global Aggregate US Treasury Float Adjusted Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for IBGY.L and 0.05% for VUTY.L.

Portfolio Optimizer

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