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MIDD.L vs. VMIG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

MIDD.L vs. VMIG.L

Last updated Jun 5, 2026

MIDD.L (iShares FTSE 250 UCITS ETF) and VMIG.L (Vanguard FTSE 250 UCITS ETF (GBP) Accumulating) are both Europe Equities funds tracking the FTSE 250 Ex Investment Trust TR GBP, from iShares and Vanguard respectively. Both are passively managed. Over the past 5 years, MIDD.L returned 3.14%/yr vs 3.38%/yr for VMIG.L. With a 0.98 correlation, they move nearly in lockstep. MIDD.L charges 0.40%/yr vs 0.10%/yr for VMIG.L.

Performance

MIDD.L vs. VMIG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares FTSE 250 UCITS ETF (MIDD.L) and Vanguard FTSE 250 UCITS ETF (GBP) Accumulating (VMIG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

MIDD.L is traded in GBp, while VMIG.L is traded in GBP. To make them comparable, the VMIG.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with MIDD.L having a 5.26% return and VMIG.L slightly lower at 5.18%.

MIDD.L

1D
0.56%
1M
4.32%
YTD
5.26%
6M
7.17%
1Y
13.79%
3Y*
9.96%
5Y*
3.14%
10Y*
5.54%

VMIG.L

1D
0.70%
1M
4.25%
YTD
5.18%
6M
7.41%
1Y
14.23%
3Y*
10.30%
5Y*
3.38%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

MIDD.L vs. VMIG.L - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
MIDD.L
iShares FTSE 250 UCITS ETF		5.26%12.44%7.33%7.76%-17.86%16.27%-5.34%14.04%
VMIG.L
Vanguard FTSE 250 UCITS ETF (GBP) Accumulating		5.18%12.85%7.41%8.08%-17.25%16.12%-4.72%14.21%

Correlation

The correlation between MIDD.L and VMIG.L is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

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

0.99

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

0.98

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

0.98

Correlation (All Time)
Calculated using the full available price history since May 17, 2019

0.98

The correlation between MIDD.L and VMIG.L has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

MIDD.L vs. VMIG.L - Sectors Allocation Comparison

Sectors
MIDD.L
VMIG.L

Industrials

19.9%
19.9%

Financial Services

19.5%
19.4%

Consumer Cyclical

13.3%
13.3%

Real Estate

9.4%
9.4%

Technology

9.2%
9.4%

Basic Materials

6.6%
6.6%

Consumer Defensive

6.1%
6.1%

Communication Services

5.9%
5.9%

Healthcare

4.4%
4.4%

Utilities

3.0%
3.0%

Energy

2.5%
2.5%

Industrials

MIDD.L
19.9%
VMIG.L
19.9%

Financial Services

MIDD.L
19.5%
VMIG.L
19.4%

Consumer Cyclical

MIDD.L
13.3%
VMIG.L
13.3%

Real Estate

MIDD.L
9.4%
VMIG.L
9.4%

Technology

MIDD.L
9.2%
VMIG.L
9.4%

Basic Materials

MIDD.L
6.6%
VMIG.L
6.6%

Consumer Defensive

MIDD.L
6.1%
VMIG.L
6.1%

Communication Services

MIDD.L
5.9%
VMIG.L
5.9%

Healthcare

MIDD.L
4.4%
VMIG.L
4.4%

Utilities

MIDD.L
3.0%
VMIG.L
3.0%

Energy

MIDD.L
2.5%
VMIG.L
2.5%

Compare stocks, funds, or ETFs

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iShares FTSE 250 UCITS ETF

Vanguard FTSE 250 UCITS ETF (GBP) Accumulating

Often compared with MIDD.L:
MIDD.L vs. VMID.LMIDD.L vs. CSUK.LMIDD.L vs. CUKS.LMIDD.L vs. ISF.LMIDD.L vs. HMWO.LMIDD.L vs. SWDA.LMIDD.L vs. FTAL.L
Often compared with VMIG.L:
VMIG.L vs. VUKG.LVMIG.L vs. VMID.LVMIG.L vs. VWRP.LVMIG.L vs. MIDVMIG.L vs. CUKS.LVMIG.L vs. VUAG.LVMIG.L vs. FTAD.L

Return for Risk

MIDD.L vs. VMIG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MIDD.L
MIDD.L Risk / Return Rank: 3030
Overall Rank
MIDD.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
MIDD.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
MIDD.L Omega Ratio Rank: 3131
Omega Ratio Rank
MIDD.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
MIDD.L Martin Ratio Rank: 2929
Martin Ratio Rank
VMIG.L
VMIG.L Risk / Return Rank: 3131
Overall Rank
VMIG.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
VMIG.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
VMIG.L Omega Ratio Rank: 3232
Omega Ratio Rank
VMIG.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
VMIG.L Martin Ratio Rank: 3131
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.

MIDD.L vs. VMIG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares FTSE 250 UCITS ETF (MIDD.L) and Vanguard FTSE 250 UCITS ETF (GBP) Accumulating (VMIG.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.

MIDD.LVMIG.LDifference
Sharpe ratioReturn per unit of total volatility
1.10
1.16

-0.06

Sortino ratioReturn per unit of downside risk
1.67
1.74

-0.07

Omega ratioGain probability vs. loss probability

1.21

1.21

-0.01

Calmar ratioReturn relative to maximum drawdown

1.19

1.22

-0.03

Martin ratioReturn relative to average drawdown

4.19

4.41

-0.22

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MIDD.L vs. VMIG.L - Sharpe Ratio Comparison

The current MIDD.L Sharpe Ratio is 1.10, which is comparable to the VMIG.L Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of MIDD.L and VMIG.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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Sharpe Ratios by Period

MIDD.LVMIG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

1.16

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.23

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.31

+0.17

Drawdowns

MIDD.L vs. VMIG.L - Drawdown Comparison

The maximum MIDD.L drawdown since its inception was -51.66%, which is greater than VMIG.L's maximum drawdown of -41.38%. Use the drawdown chart below to compare losses from any high point for MIDD.L and VMIG.L.

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Drawdown Indicators

MIDD.LVMIG.LDifference

Max Drawdown

Largest peak-to-trough decline

-51.66%

-41.38%

-10.28%

Max Drawdown (1Y)

Largest decline over 1 year

-11.54%

-11.59%

+0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-16.92%

-16.44%

-0.48%

Max Drawdown (5Y)

Largest decline over 5 years

-29.93%

-29.51%

-0.42%

Max Drawdown (10Y)

Largest decline over 10 years

-41.60%

—

—

Current Drawdown

Current decline from peak

-0.77%

-0.69%

-0.08%

Average Drawdown

Average peak-to-trough decline

-8.76%

-10.02%

+1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.28%

3.22%

+0.06%

Volatility

MIDD.L vs. VMIG.L - Volatility Comparison

iShares FTSE 250 UCITS ETF (MIDD.L) has a higher volatility of 3.92% compared to Vanguard FTSE 250 UCITS ETF (GBP) Accumulating (VMIG.L) at 3.70%. This indicates that MIDD.L's price experiences larger fluctuations and is considered to be riskier than VMIG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

MIDD.LVMIG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.92%

3.70%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

10.27%

10.08%

+0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

12.49%

12.26%

+0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.27%

14.98%

+0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.54%

17.31%

-0.77%

MIDD.L vs. VMIG.L - Expense Ratio Comparison

MIDD.L has a 0.40% expense ratio, which is higher than VMIG.L's 0.10% expense ratio.

Dividends

MIDD.L vs. VMIG.L - Dividend Comparison

MIDD.L's dividend yield for the trailing twelve months is around 3.43%, while VMIG.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
MIDD.L
iShares FTSE 250 UCITS ETF		3.43%3.56%3.05%3.17%2.76%2.01%1.51%2.72%3.07%2.80%2.67%2.80%
VMIG.L
Vanguard FTSE 250 UCITS ETF (GBP) Accumulating		0.00%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

With a correlation of 0.99, MIDD.L and VMIG.L 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, VMIG.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VMIG.L is cheaper with a 0.10% expense ratio, compared with 0.40% for MIDD.L.

Both ETFs track FTSE 250 Ex Investment Trust TR GBP. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.40% for MIDD.L and 0.10% for VMIG.L.

Portfolio Optimizer

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