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TI5G.L vs. VEMT.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TI5G.L vs. VEMT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L) and Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing (VEMT.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, TI5G.L achieves a 2.07% return, which is significantly higher than VEMT.L's 1.55% return.


TI5G.L

1D
0.04%
1M
0.09%
YTD
2.07%
6M
1.98%
1Y
4.39%
3Y*
4.91%
5Y*
2.89%
10Y*

VEMT.L

1D
0.03%
1M
1.60%
YTD
1.55%
6M
1.13%
1Y
10.55%
3Y*
5.98%
5Y*
3.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TI5G.L vs. VEMT.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
TI5G.L
iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist)
2.07%5.70%4.60%3.62%-3.69%5.28%4.05%3.05%-0.77%
VEMT.L
Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing
1.55%4.07%8.08%3.44%-5.19%-0.56%2.53%9.67%7.50%

Correlation

The correlation between TI5G.L and VEMT.L is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.02

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

0.18

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

0.10

Correlation (All Time)
Calculated using the full available price history since Mar 9, 2018

0.07

The correlation between TI5G.L and VEMT.L shifts across timeframes, from -0.02 (1 year) to 0.17 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

TI5G.L vs. VEMT.L — Risk / Return Rank

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

TI5G.L
TI5G.L Risk / Return Rank: 6565
Overall Rank
TI5G.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
TI5G.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
TI5G.L Omega Ratio Rank: 5151
Omega Ratio Rank
TI5G.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
TI5G.L Martin Ratio Rank: 8585
Martin Ratio Rank

VEMT.L
VEMT.L Risk / Return Rank: 4949
Overall Rank
VEMT.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VEMT.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
VEMT.L Omega Ratio Rank: 4949
Omega Ratio Rank
VEMT.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
VEMT.L Martin Ratio Rank: 4343
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.

TI5G.L vs. VEMT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L) and Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing (VEMT.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.


TI5G.LVEMT.LDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.31

1.30

+0.01

Calmar ratioReturn relative to maximum drawdown

5.26

2.44

+2.83

Martin ratioReturn relative to average drawdown

17.49

6.86

+10.63

TI5G.L vs. VEMT.L - Sharpe Ratio Comparison

The current TI5G.L Sharpe Ratio is 1.68, which is comparable to the VEMT.L Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of TI5G.L and VEMT.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


TI5G.LVEMT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

1.72

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

0.42

+0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

0.30

+0.58

Drawdowns

TI5G.L vs. VEMT.L - Drawdown Comparison

The maximum TI5G.L drawdown since its inception was -5.63%, smaller than the maximum VEMT.L drawdown of -14.64%. Use the drawdown chart below to compare losses from any high point for TI5G.L and VEMT.L.


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Drawdown Indicators


TI5G.LVEMT.LDifference

Max Drawdown

Largest peak-to-trough decline

-5.63%

-14.64%

+9.01%

Max Drawdown (1Y)

Largest decline over 1 year

-0.83%

-4.31%

+3.48%

Max Drawdown (3Y)

Largest decline over 3 years

-1.55%

-8.59%

+7.04%

Max Drawdown (5Y)

Largest decline over 5 years

-5.63%

-11.41%

+5.78%

Current Drawdown

Current decline from peak

-0.08%

-0.50%

+0.42%

Average Drawdown

Average peak-to-trough decline

-1.02%

-5.88%

+4.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.25%

1.53%

-1.28%

Volatility

TI5G.L vs. VEMT.L - Volatility Comparison

The current volatility for iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L) is 0.58%, while Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing (VEMT.L) has a volatility of 1.33%. This indicates that TI5G.L experiences smaller price fluctuations and is considered to be less risky than VEMT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TI5G.LVEMT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.58%

1.33%

-0.75%

Volatility (6M)

Calculated over the trailing 6-month period

1.69%

4.50%

-2.81%

Volatility (1Y)

Calculated over the trailing 1-year period

2.60%

6.11%

-3.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.08%

8.13%

-5.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.23%

9.15%

-5.92%

TI5G.L vs. VEMT.L - Expense Ratio Comparison

TI5G.L has a 0.12% expense ratio, which is lower than VEMT.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

TI5G.L vs. VEMT.L - Dividend Comparison

TI5G.L's dividend yield for the trailing twelve months is around 5.85%, less than VEMT.L's 5.92% yield.


PositionTTM202520242023202220212020201920182017
TI5G.L
iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist)
5.85%5.98%6.83%5.19%0.32%0.34%3.06%3.28%2.36%0.00%
VEMT.L
Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing
5.92%6.17%5.74%5.56%4.88%3.81%4.47%4.46%4.44%4.81%

Frequently Asked Questions


TI5G.L and VEMT.L have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TI5G.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TI5G.L is cheaper with a 0.12% expense ratio, compared with 0.25% for VEMT.L.

TI5G.L is categorized as Inflation-Protected Bonds, while VEMT.L is Emerging Markets Bonds. TI5G.L tracks ICE U.S. Treasury Inflation Linked Bond Index 0-5, while VEMT.L tracks JPM EMBI Global Diversified TR USD. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.12% for TI5G.L and 0.25% for VEMT.L.

Portfolio Optimizer

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