ITM.L vs. VDPG.L
ITM.L (ITM Power) is a stock, while VDPG.L (Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc) is Asia Pacific Equities fund tracking the MSCI AC Asia Pac Ex JPN NR USD. Over the past 5 years, ITM.L returned -15.25%/yr vs 13.72%/yr for VDPG.L. At a 0.34 correlation, their price movements are largely independent.
Performance
ITM.L vs. VDPG.L - Performance Comparison
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Different Trading Currencies
ITM.L is traded in GBp, while VDPG.L is traded in GBP. To make them comparable, the VDPG.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, ITM.L achieves a 166.29% return, which is significantly higher than VDPG.L's 53.85% return.
ITM.L
- 1D
- -5.36%
- 1M
- 0.12%
- YTD
- 166.29%
- 6M
- 134.99%
- 1Y
- 143.61%
- 3Y*
- 32.55%
- 5Y*
- -15.25%
- 10Y*
- 24.49%
VDPG.L
- 1D
- -0.73%
- 1M
- 15.08%
- YTD
- 53.85%
- 6M
- 59.61%
- 1Y
- 91.14%
- 3Y*
- 26.43%
- 5Y*
- 13.72%
- 10Y*
- —
ITM.L vs. VDPG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ITM.L ITM Power | 166.29% | 74.51% | -39.90% | -35.18% | -76.74% | -23.64% | 626.11% | 53.44% |
VDPG.L Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc | 53.85% | 30.58% | -3.05% | 4.09% | -1.89% | 1.95% | 15.56% | 1.01% |
Correlation
The correlation between ITM.L and VDPG.L is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2019 | 0.34 |
The correlation between ITM.L and VDPG.L shifts across timeframes, from 0.21 (1 year) to 0.34 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ITM.L vs. VDPG.L — Risk / Return Rank
ITM.L
VDPG.L
ITM.L vs. VDPG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ITM Power (ITM.L) and Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.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.
| ITM.L | VDPG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.82 | ||
| Sortino ratioReturn per unit of downside risk | -2.56 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.81 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | 3.75 | 6.87 | -3.12 |
| Martin ratioReturn relative to average drawdown | 5.84 | 25.62 | -19.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ITM.L | VDPG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.74 | 4.56 | -2.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.21 | 0.86 | -1.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.75 | -0.68 |
Drawdowns
ITM.L vs. VDPG.L - Drawdown Comparison
The maximum ITM.L drawdown since its inception was -97.36%, which is greater than VDPG.L's maximum drawdown of -30.11%. Use the drawdown chart below to compare losses from any high point for ITM.L and VDPG.L.
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Drawdown Indicators
| ITM.L | VDPG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.36% | -30.11% | -67.25% |
Max Drawdown (1Y)Largest decline over 1 year | -38.09% | -13.45% | -24.64% |
Max Drawdown (3Y)Largest decline over 3 years | -74.01% | -16.71% | -57.30% |
Max Drawdown (5Y)Largest decline over 5 years | -95.08% | -17.64% | -77.44% |
Max Drawdown (10Y)Largest decline over 10 years | -96.43% | — | — |
Current DrawdownCurrent decline from peak | -76.86% | -0.73% | -76.13% |
Average DrawdownAverage peak-to-trough decline | -75.29% | -5.88% | -69.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.50% | 3.61% | +20.89% |
Volatility
ITM.L vs. VDPG.L - Volatility Comparison
ITM Power (ITM.L) has a higher volatility of 22.18% compared to Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L) at 10.34%. This indicates that ITM.L's price experiences larger fluctuations and is considered to be riskier than VDPG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ITM.L | VDPG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.18% | 10.34% | +11.84% |
Volatility (6M)Calculated over the trailing 6-month period | 57.56% | 17.86% | +39.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 83.10% | 20.26% | +62.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 73.05% | 15.89% | +57.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 76.55% | 18.41% | +58.14% |
Dividends
ITM.L vs. VDPG.L - Dividend Comparison
Neither ITM.L nor VDPG.L has paid dividends to shareholders.
Frequently Asked Questions
ITM.L and VDPG.L have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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