IGUS.L vs. VTHRX
IGUS.L (iShares S&P 500 GBP Hedged UCITS ETF) and VTHRX (Vanguard Target Retirement 2030 Fund) are both funds - IGUS.L is a S&P 500 fund tracking the S&P 500 Index, while VTHRX is a Target Retirement Date fund managed by Vanguard. Over the past 10 years, IGUS.L returned 13.52%/yr vs 9.52%/yr for VTHRX. At a 0.39 correlation, their price movements are largely independent. IGUS.L charges 0.20%/yr vs 0.08%/yr for VTHRX.
Performance
IGUS.L vs. VTHRX - Performance Comparison
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Different Trading Currencies
IGUS.L is traded in GBp, while VTHRX is traded in USD. To make them comparable, the VTHRX values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, IGUS.L achieves a 7.87% return, which is significantly higher than VTHRX's 6.97% return. Over the past 10 years, IGUS.L has outperformed VTHRX with an annualized return of 13.52%, while VTHRX has yielded a comparatively lower 9.52% annualized return.
IGUS.L
- 1D
- 2.06%
- 1M
- -0.82%
- YTD
- 7.87%
- 6M
- 9.06%
- 1Y
- 24.08%
- 3Y*
- 19.90%
- 5Y*
- 11.97%
- 10Y*
- 13.52%
VTHRX
- 1D
- 1.27%
- 1M
- -0.13%
- YTD
- 6.97%
- 6M
- 6.81%
- 1Y
- 18.92%
- 3Y*
- 11.04%
- 5Y*
- 7.64%
- 10Y*
- 9.52%
IGUS.L vs. VTHRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IGUS.L iShares S&P 500 GBP Hedged UCITS ETF | 7.87% | 17.39% | 24.64% | 24.49% | -20.60% | 28.57% | 14.63% | 27.27% | -7.47% | 19.85% |
VTHRX Vanguard Target Retirement 2030 Fund | 6.97% | 7.97% | 12.36% | 10.43% | -6.33% | 12.42% | 10.76% | 16.47% | -0.27% | 5.27% |
Correlation
The correlation between IGUS.L and VTHRX is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2010 | 0.39 |
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Return for Risk
IGUS.L vs. VTHRX — Risk / Return Rank
IGUS.L
VTHRX
IGUS.L vs. VTHRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 GBP Hedged UCITS ETF (IGUS.L) and Vanguard Target Retirement 2030 Fund (VTHRX). 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.
| IGUS.L | VTHRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.39 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.45 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | 3.75 | -0.96 |
| Martin ratioReturn relative to average drawdown | 11.79 | 13.50 | -1.71 |
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Drawdowns
IGUS.L vs. VTHRX - Drawdown Comparison
The maximum IGUS.L drawdown since its inception was -36.66%, which is greater than VTHRX's maximum drawdown of -26.52%. Use the drawdown chart below to compare losses from any high point for IGUS.L and VTHRX.
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Drawdown Indicators
| IGUS.L | VTHRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.66% | -26.52% | -10.14% |
Max Drawdown (1Y)Largest decline over 1 year | -8.44% | -4.86% | -3.58% |
Max Drawdown (3Y)Largest decline over 3 years | -18.98% | -12.88% | -6.10% |
Max Drawdown (5Y)Largest decline over 5 years | -25.66% | -12.88% | -12.78% |
Max Drawdown (10Y)Largest decline over 10 years | -36.66% | -17.59% | -19.07% |
Current DrawdownCurrent decline from peak | -2.23% | -1.07% | -1.16% |
Average DrawdownAverage peak-to-trough decline | -4.12% | -3.80% | -0.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 1.35% | +0.65% |
Volatility
IGUS.L vs. VTHRX - Volatility Comparison
iShares S&P 500 GBP Hedged UCITS ETF (IGUS.L) has a higher volatility of 4.04% compared to Vanguard Target Retirement 2030 Fund (VTHRX) at 2.95%. This indicates that IGUS.L's price experiences larger fluctuations and is considered to be riskier than VTHRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IGUS.L | VTHRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.04% | 2.95% | +1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 9.13% | 6.14% | +2.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.18% | 7.85% | +4.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.15% | 9.56% | +6.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.60% | 11.81% | +4.79% |
IGUS.L vs. VTHRX - Expense Ratio Comparison
IGUS.L has a 0.20% expense ratio, which is higher than VTHRX's 0.08% 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
IGUS.L vs. VTHRX - Dividend Comparison
IGUS.L has not paid dividends to shareholders, while VTHRX's dividend yield for the trailing twelve months is around 3.78%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGUS.L iShares S&P 500 GBP Hedged UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTHRX Vanguard Target Retirement 2030 Fund | 3.78% | 4.03% | 3.63% | 2.59% | 2.53% | 17.56% | 2.56% | 2.38% | 2.71% | 0.06% | 2.38% | 3.72% |
Frequently Asked Questions
IGUS.L and VTHRX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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