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IMBS.L vs. VPAC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IMBS.L vs. VPAC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares US Mortgage Backed Securities UCITS ETF USD (Dist) (IMBS.L) and Invesco Variable Rate Preferred Shares UCITS ETF USD (VPAC.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IMBS.L achieves a -0.33% return, which is significantly lower than VPAC.L's 2.04% return.


IMBS.L

1D
-0.04%
1M
-0.33%
6M
-0.09%
YTD
-0.33%
1Y
5.49%
3Y*
4.05%
5Y*
0.06%
10Y*
1.01%

VPAC.L

1D
-0.12%
1M
0.03%
6M
1.83%
YTD
2.04%
1Y
5.32%
3Y*
8.42%
5Y*
3.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IMBS.L vs. VPAC.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IMBS.L
iShares US Mortgage Backed Securities UCITS ETF USD (Dist)
-0.33%8.60%1.54%3.57%-11.37%-1.69%4.04%6.52%0.69%
VPAC.L
Invesco Variable Rate Preferred Shares UCITS ETF USD
2.04%6.34%10.84%9.27%-9.70%3.64%4.81%17.14%-1.27%

Correlation

The correlation between IMBS.L and VPAC.L is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.27

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

0.28

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2018

0.25

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Return for Risk

IMBS.L vs. VPAC.L — Risk / Return Rank

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

IMBS.L
IMBS.L Risk / Return Rank: 3131
Overall Rank
IMBS.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IMBS.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
IMBS.L Omega Ratio Rank: 2525
Omega Ratio Rank
IMBS.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
IMBS.L Martin Ratio Rank: 4040
Martin Ratio Rank

VPAC.L
VPAC.L Risk / Return Rank: 6565
Overall Rank
VPAC.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
VPAC.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
VPAC.L Omega Ratio Rank: 6767
Omega Ratio Rank
VPAC.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
VPAC.L Martin Ratio Rank: 6969
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.

IMBS.L vs. VPAC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares US Mortgage Backed Securities UCITS ETF USD (Dist) (IMBS.L) and Invesco Variable Rate Preferred Shares UCITS ETF USD (VPAC.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.


IMBS.LVPAC.LDifference
Sharpe ratioReturn per unit of total volatility

-0.78

Sortino ratioReturn per unit of downside risk

-1.16

Omega ratioGain probability vs. loss probability

1.15

1.32

-0.17

Calmar ratioReturn relative to maximum drawdown

1.60

2.54

-0.95

Martin ratioReturn relative to average drawdown

5.11

9.98

-4.88

IMBS.L vs. VPAC.L - Sharpe Ratio Comparison

The current IMBS.L Sharpe Ratio is 0.85, which is lower than the VPAC.L Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of IMBS.L and VPAC.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.


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Drawdowns

IMBS.L vs. VPAC.L - Drawdown Comparison

The maximum IMBS.L drawdown since its inception was -18.09%, smaller than the maximum VPAC.L drawdown of -34.25%. Use the drawdown chart below to compare losses from any high point for IMBS.L and VPAC.L.


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Drawdown Indicators


IMBS.LVPAC.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.09%

-34.25%

+16.16%

Max Drawdown (1Y)

Largest decline over 1 year

-3.26%

-2.02%

-1.24%

Max Drawdown (3Y)

Largest decline over 3 years

-7.51%

-3.40%

-4.11%

Max Drawdown (5Y)

Largest decline over 5 years

-17.67%

-13.89%

-3.78%

Max Drawdown (10Y)

Largest decline over 10 years

-18.09%

Current Drawdown

Current decline from peak

-1.49%

-0.33%

-1.16%

Average Drawdown

Average peak-to-trough decline

-4.22%

-3.14%

-1.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

0.52%

+0.50%

Volatility

IMBS.L vs. VPAC.L - Volatility Comparison

iShares US Mortgage Backed Securities UCITS ETF USD (Dist) (IMBS.L) has a higher volatility of 1.37% compared to Invesco Variable Rate Preferred Shares UCITS ETF USD (VPAC.L) at 0.74%. This indicates that IMBS.L's price experiences larger fluctuations and is considered to be riskier than VPAC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IMBS.LVPAC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

0.74%

+0.63%

Volatility (6M)

Calculated over the trailing 6-month period

4.22%

2.28%

+1.94%

Volatility (1Y)

Calculated over the trailing 1-year period

6.17%

3.17%

+3.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.77%

5.30%

+2.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.35%

11.00%

-4.65%

IMBS.L vs. VPAC.L - Expense Ratio Comparison

IMBS.L has a 0.28% expense ratio, which is lower than VPAC.L's 0.50% expense ratio.


Dividends

IMBS.L vs. VPAC.L - Dividend Comparison

IMBS.L's dividend yield for the trailing twelve months is around 3.74%, while VPAC.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
IMBS.L
iShares US Mortgage Backed Securities UCITS ETF USD (Dist)
3.74%3.58%3.55%3.23%2.42%2.24%2.56%2.99%3.04%2.89%1.53%
VPAC.L
Invesco Variable Rate Preferred Shares UCITS ETF USD
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


IMBS.L and VPAC.L have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IMBS.L is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IMBS.L is cheaper with a 0.28% expense ratio, compared with 0.50% for VPAC.L.

IMBS.L tracks iShares US Mortgage Backed Securities UCITS ETF USD (Dist), while VPAC.L tracks Invesco Variable Rate Preferred Shares UCITS ETF USD. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.28% for IMBS.L and 0.50% for VPAC.L.

Portfolio Optimizer

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