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IGL5.L vs. VETY.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGL5.L vs. VETY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares UK Gilts 0-5yr UCITS ETF GBP (Acc) (IGL5.L) and Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VETY.L). The values are adjusted to include any dividend payments, if applicable.

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IGL5.L vs. VETY.L - Yearly Performance Comparison


2026 (YTD)202520242023
IGL5.L
iShares UK Gilts 0-5yr UCITS ETF GBP (Acc)
0.43%4.56%2.68%4.14%
VETY.L
Vanguard EUR Eurozone Government Bond UCITS ETF Distributing
-1.23%2.82%-5.14%6.31%

Returns By Period

In the year-to-date period, IGL5.L achieves a 0.43% return, which is significantly higher than VETY.L's -1.23% return.


IGL5.L

1D
-0.04%
1M
-0.64%
YTD
0.43%
6M
1.29%
1Y
3.60%
3Y*
5Y*
10Y*

VETY.L

1D
0.11%
1M
-1.42%
YTD
-1.23%
6M
-1.56%
1Y
2.60%
3Y*
-0.14%
5Y*
-3.14%
10Y*
0.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IGL5.L vs. VETY.L - Expense Ratio Comparison

Both IGL5.L and VETY.L 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%.


Return for Risk

IGL5.L vs. VETY.L — Risk / Return Rank

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

IGL5.L
IGL5.L Risk / Return Rank: 7878
Overall Rank
IGL5.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IGL5.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
IGL5.L Omega Ratio Rank: 8989
Omega Ratio Rank
IGL5.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
IGL5.L Martin Ratio Rank: 6666
Martin Ratio Rank

VETY.L
VETY.L Risk / Return Rank: 1919
Overall Rank
VETY.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
VETY.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
VETY.L Omega Ratio Rank: 1919
Omega Ratio Rank
VETY.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
VETY.L Martin Ratio Rank: 1515
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.

IGL5.L vs. VETY.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares UK Gilts 0-5yr UCITS ETF GBP (Acc) (IGL5.L) and Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VETY.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.


IGL5.LVETY.LDifference

Sharpe ratio

Return per unit of total volatility

1.87

0.41

+1.46

Sortino ratio

Return per unit of downside risk

2.68

0.64

+2.04

Omega ratio

Gain probability vs. loss probability

1.39

1.08

+0.31

Calmar ratio

Return relative to maximum drawdown

1.71

0.29

+1.42

Martin ratio

Return relative to average drawdown

8.19

0.72

+7.46

IGL5.L vs. VETY.L - Sharpe Ratio Comparison

The current IGL5.L Sharpe Ratio is 1.87, which is higher than the VETY.L Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of IGL5.L and VETY.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IGL5.LVETY.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

0.41

+1.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

1.95

0.05

+1.90

Correlation

The correlation between IGL5.L and VETY.L is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IGL5.L vs. VETY.L - Dividend Comparison

Neither IGL5.L nor VETY.L has paid dividends to shareholders.


TTM2025202420232022202120202019201820172016
IGL5.L
iShares UK Gilts 0-5yr UCITS ETF GBP (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VETY.L
Vanguard EUR Eurozone Government Bond UCITS ETF Distributing
0.00%0.00%0.28%2.11%0.54%0.09%0.17%0.60%0.63%0.54%0.37%

Drawdowns

IGL5.L vs. VETY.L - Drawdown Comparison

The maximum IGL5.L drawdown since its inception was -1.89%, smaller than the maximum VETY.L drawdown of -26.39%. Use the drawdown chart below to compare losses from any high point for IGL5.L and VETY.L.


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Drawdown Indicators


IGL5.LVETY.LDifference

Max Drawdown

Largest peak-to-trough decline

-1.89%

-26.39%

+24.50%

Max Drawdown (1Y)

Largest decline over 1 year

-1.89%

-5.11%

+3.22%

Max Drawdown (5Y)

Largest decline over 5 years

-20.49%

Max Drawdown (10Y)

Largest decline over 10 years

-26.39%

Current Drawdown

Current decline from peak

-1.11%

-22.83%

+21.72%

Average Drawdown

Average peak-to-trough decline

-0.28%

-12.32%

+12.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.40%

2.07%

-1.67%

Volatility

IGL5.L vs. VETY.L - Volatility Comparison

The current volatility for iShares UK Gilts 0-5yr UCITS ETF GBP (Acc) (IGL5.L) is 1.15%, while Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VETY.L) has a volatility of 2.26%. This indicates that IGL5.L experiences smaller price fluctuations and is considered to be less risky than VETY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGL5.LVETY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

2.26%

-1.11%

Volatility (6M)

Calculated over the trailing 6-month period

1.59%

4.04%

-2.45%

Volatility (1Y)

Calculated over the trailing 1-year period

1.92%

6.26%

-4.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.10%

7.59%

-5.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.10%

8.62%

-6.52%