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IBTM.L vs. VGEA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTM.L vs. VGEA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IBTM.L) and Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VGEA.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IBTM.L is traded in GBP, while VGEA.DE is traded in EUR. To make them comparable, the VGEA.DE values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, IBTM.L achieves a -0.44% return, which is significantly higher than VGEA.DE's -0.74% return.


IBTM.L

1D
-0.27%
1M
1.13%
YTD
-0.44%
6M
-0.61%
1Y
4.98%
3Y*
0.81%
5Y*
-0.07%
10Y*
1.18%

VGEA.DE

1D
0.31%
1M
0.54%
YTD
-0.74%
6M
-1.10%
1Y
1.38%
3Y*
2.75%
5Y*
-2.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTM.L vs. VGEA.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IBTM.L
iShares USD Treasury Bond 7-10yr UCITS ETF (Dist)
-0.44%0.89%1.46%-2.26%-4.74%-1.77%6.02%5.89%
VGEA.DE
Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating
-0.74%5.91%-2.89%4.80%-13.82%-10.13%10.71%4.25%

Correlation

The correlation between IBTM.L and VGEA.DE 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

0.51

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

0.53

Correlation (All Time)
Calculated using the full available price history since Feb 19, 2019

0.56

The correlation between IBTM.L and VGEA.DE shifts across timeframes, from 0.37 (1 year) to 0.56 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IBTM.L vs. VGEA.DE — Risk / Return Rank

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

IBTM.L
IBTM.L Risk / Return Rank: 2323
Overall Rank
IBTM.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
IBTM.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
IBTM.L Omega Ratio Rank: 2222
Omega Ratio Rank
IBTM.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
IBTM.L Martin Ratio Rank: 2020
Martin Ratio Rank

VGEA.DE
VGEA.DE Risk / Return Rank: 99
Overall Rank
VGEA.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
VGEA.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
VGEA.DE Omega Ratio Rank: 88
Omega Ratio Rank
VGEA.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
VGEA.DE Martin Ratio Rank: 99
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.

IBTM.L vs. VGEA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IBTM.L) and Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VGEA.DE). 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.


IBTM.LVGEA.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.55

Sortino ratioReturn per unit of downside risk

+0.83

Omega ratioGain probability vs. loss probability

1.14

1.04

+0.09

Calmar ratioReturn relative to maximum drawdown

0.89

0.31

+0.58

Martin ratioReturn relative to average drawdown

2.08

0.66

+1.42

IBTM.L vs. VGEA.DE - Sharpe Ratio Comparison

The current IBTM.L Sharpe Ratio is 0.79, which is higher than the VGEA.DE Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of IBTM.L and VGEA.DE, 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

IBTM.L vs. VGEA.DE - Drawdown Comparison

The maximum IBTM.L drawdown since its inception was -52.39%, which is greater than VGEA.DE's maximum drawdown of -26.58%. Use the drawdown chart below to compare losses from any high point for IBTM.L and VGEA.DE.


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Drawdown Indicators


IBTM.LVGEA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-52.39%

-26.58%

-25.81%

Max Drawdown (1Y)

Largest decline over 1 year

-5.57%

-4.51%

-1.06%

Max Drawdown (3Y)

Largest decline over 3 years

-7.57%

-6.18%

-1.39%

Max Drawdown (5Y)

Largest decline over 5 years

-16.29%

-20.82%

+4.53%

Max Drawdown (10Y)

Largest decline over 10 years

-26.54%

Current Drawdown

Current decline from peak

-21.38%

-18.67%

-2.71%

Average Drawdown

Average peak-to-trough decline

-20.63%

-15.01%

-5.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.38%

2.08%

+0.30%

Volatility

IBTM.L vs. VGEA.DE - Volatility Comparison

iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IBTM.L) and Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VGEA.DE) have volatilities of 1.55% and 1.59%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBTM.LVGEA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.55%

1.59%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

4.49%

4.37%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

6.25%

5.64%

+0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.47%

7.51%

+1.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.58%

7.85%

+2.73%

IBTM.L vs. VGEA.DE - Expense Ratio Comparison

Both IBTM.L and VGEA.DE have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IBTM.L vs. VGEA.DE - Dividend Comparison

IBTM.L's dividend yield for the trailing twelve months is around 4.36%, while VGEA.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IBTM.L
iShares USD Treasury Bond 7-10yr UCITS ETF (Dist)
4.36%4.19%3.94%3.16%1.96%1.14%1.69%2.53%2.34%2.02%1.79%1.97%
VGEA.DE
Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IBTM.L and VGEA.DE 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.

Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IBTM.L and VGEA.DE have the same expense ratio: 0.07% per year.

IBTM.L is categorized as Government Bonds, while VGEA.DE is European Government Bonds. IBTM.L tracks ICE U.S. Treasury 7-10 Year Bond Index, while VGEA.DE tracks Bloomberg Euro Aggregate Treasury. They also come from different issuers: iShares and Vanguard.

Portfolio Optimizer

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