PortfoliosLab logoPortfoliosLab logo
IGLS.L vs. VETY.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGLS.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 (Dist) (IGLS.L) and Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VETY.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IGLS.L achieves a 0.98% return, which is significantly higher than VETY.L's -0.07% return. Over the past 10 years, IGLS.L has outperformed VETY.L with an annualized return of 0.89%, while VETY.L has yielded a comparatively lower 0.03% annualized return.


IGLS.L

1D
0.06%
1M
0.79%
YTD
0.98%
6M
1.40%
1Y
3.26%
3Y*
4.79%
5Y*
1.49%
10Y*
0.89%

VETY.L

1D
-0.05%
1M
0.54%
YTD
-0.07%
6M
0.09%
1Y
2.22%
3Y*
2.64%
5Y*
-1.89%
10Y*
0.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IGLS.L
iShares UK Gilts 0-5yr UCITS ETF GBP (Dist)
0.98%5.26%2.65%4.19%-4.44%-1.68%1.48%1.05%0.14%-0.38%
VETY.L
Vanguard EUR Eurozone Government Bond UCITS ETF Distributing
-0.07%5.77%-2.94%4.81%-13.61%-9.79%10.62%1.55%1.79%3.47%

Correlation

The correlation between IGLS.L and VETY.L is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.52

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

0.57

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

0.57

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

0.49

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

0.49

The correlation between IGLS.L and VETY.L has been stable across timeframes, ranging from 0.49 to 0.57 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

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

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

IGLS.L
IGLS.L Risk / Return Rank: 5050
Overall Rank
IGLS.L Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
IGLS.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
IGLS.L Omega Ratio Rank: 6161
Omega Ratio Rank
IGLS.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
IGLS.L Martin Ratio Rank: 4040
Martin Ratio Rank

VETY.L
VETY.L Risk / Return Rank: 1414
Overall Rank
VETY.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
VETY.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
VETY.L Omega Ratio Rank: 1313
Omega Ratio Rank
VETY.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
VETY.L Martin Ratio Rank: 1414
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.

IGLS.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 (Dist) (IGLS.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.

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.


IGLS.LVETY.LDifference
Sharpe ratioReturn per unit of total volatility

+1.23

Sortino ratioReturn per unit of downside risk

+1.76

Omega ratioGain probability vs. loss probability

1.33

1.07

+0.25

Calmar ratioReturn relative to maximum drawdown

1.67

0.47

+1.19

Martin ratioReturn relative to average drawdown

5.61

1.01

+4.60

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

The current IGLS.L Sharpe Ratio is 1.64, which is higher than the VETY.L Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of IGLS.L and VETY.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.


Loading charts...

Drawdowns

IGLS.L vs. VETY.L - Drawdown Comparison

The maximum IGLS.L drawdown since its inception was -9.54%, smaller than the maximum VETY.L drawdown of -26.62%. Use the drawdown chart below to compare losses from any high point for IGLS.L and VETY.L.


Loading charts...

Drawdown Indicators


IGLS.LVETY.LDifference

Max Drawdown

Largest peak-to-trough decline

-9.54%

-26.62%

+17.08%

Max Drawdown (1Y)

Largest decline over 1 year

-1.95%

-4.67%

+2.72%

Max Drawdown (3Y)

Largest decline over 3 years

-1.95%

-6.32%

+4.37%

Max Drawdown (5Y)

Largest decline over 5 years

-8.85%

-20.73%

+11.88%

Max Drawdown (10Y)

Largest decline over 10 years

-9.54%

-26.62%

+17.08%

Current Drawdown

Current decline from peak

0.00%

-18.13%

+18.13%

Average Drawdown

Average peak-to-trough decline

-1.19%

-12.09%

+10.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

2.20%

-1.62%

Volatility

IGLS.L vs. VETY.L - Volatility Comparison

The current volatility for iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) (IGLS.L) is 0.50%, while Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VETY.L) has a volatility of 1.46%. This indicates that IGLS.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.


Loading charts...

Volatility by Period


IGLS.LVETY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.50%

1.46%

-0.96%

Volatility (6M)

Calculated over the trailing 6-month period

1.78%

4.27%

-2.49%

Volatility (1Y)

Calculated over the trailing 1-year period

1.98%

5.41%

-3.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.67%

7.52%

-4.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.15%

8.23%

-6.08%

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

Both IGLS.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%.


Dividends

IGLS.L vs. VETY.L - Dividend Comparison

IGLS.L's dividend yield for the trailing twelve months is around 3.96%, more than VETY.L's 2.90% yield.


PositionTTM20252024202320222021202020192018201720162015
IGLS.L
iShares UK Gilts 0-5yr UCITS ETF GBP (Dist)
3.96%3.88%3.67%1.62%0.30%0.25%0.53%0.46%0.33%0.53%0.88%0.48%
VETY.L
Vanguard EUR Eurozone Government Bond UCITS ETF Distributing
2.90%2.82%2.61%1.82%0.47%0.08%0.15%0.53%0.55%0.48%0.31%0.00%

Frequently Asked Questions


IGLS.L and VETY.L have a correlation of 0.52, 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.

IGLS.L and VETY.L have the same expense ratio: 0.07% per year.

IGLS.L tracks FTSE Act UK Cnvt Gilts All Stocks TR GBP, while VETY.L tracks Bloomberg Euro Agg Govt TR EUR. They also come from different issuers: iShares and Vanguard.

Portfolio Optimizer

Find the right allocation for IGLS.L and VETY.L

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

Open Portfolio Optimizer