ISHG vs. VETY.L
Compare and contrast key facts about iShares 1-3 Year International Treasury Bond ETF (ISHG) and Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VETY.L).
ISHG and VETY.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ISHG is a passively managed fund by iShares that tracks the performance of the S&P/Citigroup International Treasury Bond Index Ex-US 1-3 Year. It was launched on Jan 21, 2009. VETY.L is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Euro Agg Govt TR EUR. It was launched on Feb 24, 2016. Both ISHG and VETY.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ISHG or VETY.L.
Key characteristics
| ISHG | VETY.L | |
|---|---|---|
| YTD Return | -1.30% | -5.65% |
| 1Y Return | 4.68% | -0.65% |
| 3Y Return (Ann) | -3.69% | -6.12% |
| 5Y Return (Ann) | -1.58% | -3.41% |
| Sharpe Ratio | 0.63 | -0.09 |
| Sortino Ratio | 0.97 | -0.08 |
| Omega Ratio | 1.12 | 0.99 |
| Calmar Ratio | 0.13 | -0.02 |
| Martin Ratio | 1.52 | -0.13 |
| Ulcer Index | 2.76% | 4.57% |
| Daily Std Dev | 6.60% | 6.60% |
| Max Drawdown | -37.26% | -26.39% |
| Current Drawdown | -29.33% | -24.42% |
Correlation
The correlation between ISHG and VETY.L is 0.69, 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.
Performance
ISHG vs. VETY.L - Performance Comparison
In the year-to-date period, ISHG achieves a -1.30% return, which is significantly higher than VETY.L's -5.65% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ISHG vs. VETY.L - Expense Ratio Comparison
ISHG has a 0.35% expense ratio, which is higher than VETY.L's 0.07% expense ratio.
Risk-Adjusted Performance
ISHG vs. VETY.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 1-3 Year International Treasury Bond ETF (ISHG) 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.
Dividends
ISHG vs. VETY.L - Dividend Comparison
ISHG's dividend yield for the trailing twelve months is around 0.18%, less than VETY.L's 0.77% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISHG iShares 1-3 Year International Treasury Bond ETF | 0.18% | 0.18% | 0.00% | 1.29% | 0.00% | 0.00% | 1.80% | 0.46% | 0.00% | 0.09% | 0.42% | 0.20% |
VETY.L Vanguard EUR Eurozone Government Bond UCITS ETF Distributing | 0.77% | 2.11% | 0.54% | 0.09% | 0.17% | 0.60% | 0.63% | 0.55% | 0.37% | 0.00% | 0.00% | 0.00% |
Drawdowns
ISHG vs. VETY.L - Drawdown Comparison
The maximum ISHG drawdown since its inception was -37.26%, which is greater than VETY.L's maximum drawdown of -26.39%. Use the drawdown chart below to compare losses from any high point for ISHG and VETY.L. For additional features, visit the drawdowns tool.
Volatility
ISHG vs. VETY.L - Volatility Comparison
The current volatility for iShares 1-3 Year International Treasury Bond ETF (ISHG) is 2.20%, while Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VETY.L) has a volatility of 2.95%. This indicates that ISHG 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.