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IS0L.DE vs. VGEB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS0L.DE vs. VGEB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Germany Government Bond UCITS ETF (Dist) (IS0L.DE) and Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VGEB.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IS0L.DE achieves a -0.09% return, which is significantly lower than VGEB.DE's 0.13% return.


IS0L.DE

1D
0.09%
1M
-0.08%
YTD
-0.09%
6M
-0.26%
1Y
-1.03%
3Y*
0.83%
5Y*
-3.06%
10Y*
-1.31%

VGEB.DE

1D
0.03%
1M
0.00%
YTD
0.13%
6M
0.18%
1Y
0.31%
3Y*
2.38%
5Y*
-2.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS0L.DE vs. VGEB.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS0L.DE
iShares Germany Government Bond UCITS ETF (Dist)
-0.09%-1.50%0.13%5.16%-17.86%-2.55%2.69%2.82%2.31%-0.20%
VGEB.DE
Vanguard EUR Eurozone Government Bond UCITS ETF Distributing
0.13%0.69%1.55%6.99%-18.10%-3.26%4.75%7.05%1.21%-0.03%

Correlation

The correlation between IS0L.DE and VGEB.DE is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.92

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

0.95

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

0.96

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2017

0.88

The correlation between IS0L.DE and VGEB.DE has been stable across timeframes, ranging from 0.88 to 0.96 - a consistent structural relationship.

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Return for Risk

IS0L.DE vs. VGEB.DE — Risk / Return Rank

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

IS0L.DE
IS0L.DE Risk / Return Rank: 55
Overall Rank
IS0L.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
IS0L.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
IS0L.DE Omega Ratio Rank: 55
Omega Ratio Rank
IS0L.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
IS0L.DE Martin Ratio Rank: 44
Martin Ratio Rank

VGEB.DE
VGEB.DE Risk / Return Rank: 99
Overall Rank
VGEB.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
VGEB.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
VGEB.DE Omega Ratio Rank: 88
Omega Ratio Rank
VGEB.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
VGEB.DE Martin Ratio Rank: 99
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.

IS0L.DE vs. VGEB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Germany Government Bond UCITS ETF (Dist) (IS0L.DE) and Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VGEB.DE). 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.


IS0L.DEVGEB.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.38

Sortino ratioReturn per unit of downside risk

-0.53

Omega ratioGain probability vs. loss probability

0.94

1.00

-0.06

Calmar ratioReturn relative to maximum drawdown

-0.48

-0.03

-0.46

Martin ratioReturn relative to average drawdown

-1.02

-0.06

-0.96

IS0L.DE vs. VGEB.DE - Sharpe Ratio Comparison

The current IS0L.DE Sharpe Ratio is -0.40, which is lower than the VGEB.DE Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of IS0L.DE and VGEB.DE, 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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Sharpe Ratios by Period


IS0L.DEVGEB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.40

-0.02

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.50

-0.34

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.03

-0.03

0.00

Drawdowns

IS0L.DE vs. VGEB.DE - Drawdown Comparison

The maximum IS0L.DE drawdown since its inception was -23.96%, which is greater than VGEB.DE's maximum drawdown of -22.15%. Use the drawdown chart below to compare losses from any high point for IS0L.DE and VGEB.DE.


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Drawdown Indicators


IS0L.DEVGEB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.96%

-22.15%

-1.81%

Max Drawdown (1Y)

Largest decline over 1 year

-2.93%

-3.43%

+0.50%

Max Drawdown (3Y)

Largest decline over 3 years

-4.96%

-4.05%

-0.91%

Max Drawdown (5Y)

Largest decline over 5 years

-21.24%

-21.25%

+0.01%

Max Drawdown (10Y)

Largest decline over 10 years

-23.96%

Current Drawdown

Current decline from peak

-19.49%

-13.65%

-5.84%

Average Drawdown

Average peak-to-trough decline

-7.79%

-8.83%

+1.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.39%

1.35%

+0.04%

Volatility

IS0L.DE vs. VGEB.DE - Volatility Comparison

The current volatility for iShares Germany Government Bond UCITS ETF (Dist) (IS0L.DE) is 1.37%, while Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VGEB.DE) has a volatility of 1.63%. This indicates that IS0L.DE experiences smaller price fluctuations and is considered to be less risky than VGEB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS0L.DEVGEB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

1.63%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

2.74%

3.47%

-0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

3.54%

4.16%

-0.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.10%

6.32%

-0.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.27%

5.52%

-0.25%

IS0L.DE vs. VGEB.DE - Expense Ratio Comparison

IS0L.DE has a 0.20% expense ratio, which is higher than VGEB.DE's 0.07% 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

IS0L.DE vs. VGEB.DE - Dividend Comparison

IS0L.DE's dividend yield for the trailing twelve months is around 2.19%, less than VGEB.DE's 2.89% yield.


PositionTTM20252024202320222021202020192018201720162015
IS0L.DE
iShares Germany Government Bond UCITS ETF (Dist)
2.19%2.19%2.13%0.19%0.00%0.00%0.00%0.00%0.00%0.00%0.03%0.35%
VGEB.DE
Vanguard EUR Eurozone Government Bond UCITS ETF Distributing
2.89%2.88%2.56%1.96%0.66%0.08%0.19%0.74%0.80%0.09%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.92, IS0L.DE and VGEB.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, VGEB.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGEB.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for IS0L.DE.

IS0L.DE tracks Bloomberg Euro Treasury Germany, while VGEB.DE tracks Bloomberg Euro Aggregate Treasury. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for IS0L.DE and 0.07% for VGEB.DE.

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