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IEAA.L vs. VTIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEAA.L vs. VTIP - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core Euro Corporate Bond UCITS ETF (Acc) (IEAA.L) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IEAA.L is traded in EUR, while VTIP is traded in USD. To make them comparable, the VTIP values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IEAA.L achieves a 0.37% return, which is significantly lower than VTIP's 4.80% return.


IEAA.L

1D
0.00%
1M
-0.37%
6M
-0.00%
YTD
0.37%
1Y
1.32%
3Y*
4.31%
5Y*
-0.13%
10Y*
ALL TIME*
0.83%

VTIP

1D
0.14%
1M
0.73%
6M
3.48%
YTD
4.80%
1Y
5.25%
3Y*
4.22%
5Y*
3.89%
10Y*
2.68%
ALL TIME*
3.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEAA.L vs. VTIP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEAA.L
iShares Core Euro Corporate Bond UCITS ETF (Acc)
0.37%3.08%4.42%7.48%-13.40%-1.11%2.70%6.24%-1.48%0.67%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
4.80%-6.52%11.65%1.48%3.08%13.24%-3.70%7.23%5.28%-0.79%

Correlation

The correlation between IEAA.L and VTIP is -0.24, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.24

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

0.01

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

0.01

Correlation (All Time)
Calculated using the full available price history since Sep 21, 2017

0.05

The correlation between IEAA.L and VTIP shifts across timeframes, from -0.24 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IEAA.L vs. VTIP — Risk / Return Rank

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

IEAA.L
IEAA.L Risk / Return Rank: 1818
Overall Rank
IEAA.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
IEAA.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
IEAA.L Omega Ratio Rank: 1717
Omega Ratio Rank
IEAA.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
IEAA.L Martin Ratio Rank: 2121
Martin Ratio Rank

VTIP
VTIP Risk / Return Rank: 9090
Overall Rank
VTIP Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
VTIP Sortino Ratio Rank: 9191
Sortino Ratio Rank
VTIP Omega Ratio Rank: 9090
Omega Ratio Rank
VTIP Calmar Ratio Rank: 9393
Calmar Ratio Rank
VTIP Martin Ratio Rank: 9090
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.

IEAA.L vs. VTIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Euro Corporate Bond UCITS ETF (Acc) (IEAA.L) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). 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.


IEAA.LVTIPDifference
Sharpe ratioReturn per unit of total volatility

-0.51

Sortino ratioReturn per unit of downside risk

-0.74

Omega ratioGain probability vs. loss probability

1.08

1.16

-0.08

Calmar ratioReturn relative to maximum drawdown

0.51

1.26

-0.75

Martin ratioReturn relative to average drawdown

1.76

3.68

-1.92

IEAA.L vs. VTIP - Sharpe Ratio Comparison

The current IEAA.L Sharpe Ratio is 0.38, which is lower than the VTIP Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of IEAA.L and VTIP, 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

IEAA.L vs. VTIP - Drawdown Comparison

The maximum IEAA.L drawdown since its inception was -17.29%, roughly equal to the maximum VTIP drawdown of -16.49%. Use the drawdown chart below to compare losses from any high point for IEAA.L and VTIP.


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Drawdown Indicators


IEAA.LVTIPDifference

Max Drawdown

Largest peak-to-trough decline

-17.29%

-16.49%

-0.80%

Max Drawdown (1Y)

Largest decline over 1 year

-2.58%

-4.19%

+1.61%

Max Drawdown (3Y)

Largest decline over 3 years

-2.58%

-10.53%

+7.95%

Max Drawdown (5Y)

Largest decline over 5 years

-17.29%

-12.09%

-5.20%

Max Drawdown (10Y)

Largest decline over 10 years

-16.49%

Current Drawdown

Current decline from peak

-1.19%

-3.87%

+2.68%

Average Drawdown

Average peak-to-trough decline

-4.49%

-5.16%

+0.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.75%

1.43%

-0.68%

Volatility

IEAA.L vs. VTIP - Volatility Comparison

The current volatility for iShares Core Euro Corporate Bond UCITS ETF (Acc) (IEAA.L) is 0.89%, while Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) has a volatility of 1.09%. This indicates that IEAA.L experiences smaller price fluctuations and is considered to be less risky than VTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEAA.LVTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.89%

1.09%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

3.06%

4.37%

-1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

3.46%

5.90%

-2.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.59%

7.48%

-2.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.71%

7.39%

-2.68%

IEAA.L vs. VTIP - Expense Ratio Comparison

IEAA.L has a 0.20% expense ratio, which is higher than VTIP's 0.03% 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

IEAA.L vs. VTIP - Dividend Comparison

IEAA.L has not paid dividends to shareholders, while VTIP's dividend yield for the trailing twelve months is around 4.15%.


PositionTTM2025202420232022202120202019201820172016
IEAA.L
iShares Core Euro Corporate Bond UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
4.15%3.81%2.70%2.86%6.84%4.68%1.20%1.95%2.45%1.52%0.76%

Frequently Asked Questions


IEAA.L and VTIP have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VTIP is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VTIP is cheaper with a 0.03% expense ratio, compared with 0.20% for IEAA.L.

IEAA.L is categorized as European Corporate Bonds, while VTIP is Inflation-Protected Bonds. IEAA.L tracks Bloomberg Euro Corp TR EUR, while VTIP tracks Bloomberg U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Year Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for IEAA.L and 0.03% for VTIP.

Portfolio Optimizer

Find the right allocation for IEAA.L and VTIP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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