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TIP vs. VVGM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TIP vs. VVGM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares TIPS Bond ETF (TIP) and VanEck Morningstar Global Wide Moat UCITS ETF (VVGM.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

TIP is traded in USD, while VVGM.DE is traded in EUR. To make them comparable, the VVGM.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, TIP achieves a 1.39% return, which is significantly higher than VVGM.DE's -0.61% return.


TIP

1D
0.36%
1M
-0.22%
YTD
1.39%
6M
1.25%
1Y
4.90%
3Y*
3.82%
5Y*
0.91%
10Y*
2.50%

VVGM.DE

1D
0.74%
1M
1.00%
YTD
-0.61%
6M
-0.06%
1Y
7.98%
3Y*
13.25%
5Y*
6.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TIP vs. VVGM.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
TIP
iShares TIPS Bond ETF
1.39%6.77%1.65%3.80%-12.26%5.68%3.85%
VVGM.DE
VanEck Morningstar Global Wide Moat UCITS ETF
-0.61%26.06%9.49%10.47%-11.33%14.97%17.22%

Correlation

The correlation between TIP and VVGM.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.21

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

0.19

Correlation (All Time)
Calculated using the full available price history since Jul 10, 2020

0.18

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Return for Risk

TIP vs. VVGM.DE — Risk / Return Rank

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

TIP
TIP Risk / Return Rank: 5454
Overall Rank
TIP Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
TIP Sortino Ratio Rank: 5757
Sortino Ratio Rank
TIP Omega Ratio Rank: 4949
Omega Ratio Rank
TIP Calmar Ratio Rank: 6060
Calmar Ratio Rank
TIP Martin Ratio Rank: 5353
Martin Ratio Rank

VVGM.DE
VVGM.DE Risk / Return Rank: 1919
Overall Rank
VVGM.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
VVGM.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
VVGM.DE Omega Ratio Rank: 1818
Omega Ratio Rank
VVGM.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
VVGM.DE Martin Ratio Rank: 2020
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.

TIP vs. VVGM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares TIPS Bond ETF (TIP) and VanEck Morningstar Global Wide Moat UCITS ETF (VVGM.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TIPVVGM.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.78

Sortino ratioReturn per unit of downside risk

+1.19

Omega ratioGain probability vs. loss probability

1.26

1.13

+0.13

Calmar ratioReturn relative to maximum drawdown

2.49

0.74

+1.75

Martin ratioReturn relative to average drawdown

7.44

2.44

+5.00

TIP vs. VVGM.DE - Sharpe Ratio Comparison

The current TIP Sharpe Ratio is 1.45, which is higher than the VVGM.DE Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of TIP and VVGM.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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Drawdowns

TIP vs. VVGM.DE - Drawdown Comparison

The maximum TIP drawdown since its inception was -14.57%, smaller than the maximum VVGM.DE drawdown of -24.01%. Use the drawdown chart below to compare losses from any high point for TIP and VVGM.DE.


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Drawdown Indicators


TIPVVGM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-14.57%

-24.01%

+9.44%

Max Drawdown (1Y)

Largest decline over 1 year

-1.98%

-12.59%

+10.61%

Max Drawdown (3Y)

Largest decline over 3 years

-4.54%

-14.94%

+10.40%

Max Drawdown (5Y)

Largest decline over 5 years

-14.51%

-24.01%

+9.50%

Max Drawdown (10Y)

Largest decline over 10 years

-14.51%

Current Drawdown

Current decline from peak

-0.47%

-5.87%

+5.40%

Average Drawdown

Average peak-to-trough decline

-3.43%

-5.36%

+1.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

3.80%

-3.14%

Volatility

TIP vs. VVGM.DE - Volatility Comparison

The current volatility for iShares TIPS Bond ETF (TIP) is 1.03%, while VanEck Morningstar Global Wide Moat UCITS ETF (VVGM.DE) has a volatility of 4.56%. This indicates that TIP experiences smaller price fluctuations and is considered to be less risky than VVGM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TIPVVGM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.03%

4.56%

-3.53%

Volatility (6M)

Calculated over the trailing 6-month period

2.35%

11.40%

-9.05%

Volatility (1Y)

Calculated over the trailing 1-year period

3.39%

13.79%

-10.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.21%

15.55%

-9.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.74%

15.51%

-9.77%

TIP vs. VVGM.DE - Expense Ratio Comparison

TIP has a 0.18% expense ratio, which is lower than VVGM.DE's 0.52% expense ratio.


Dividends

TIP vs. VVGM.DE - Dividend Comparison

TIP's dividend yield for the trailing twelve months is around 3.76%, while VVGM.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
TIP
iShares TIPS Bond ETF
3.76%3.46%2.52%2.73%6.96%4.28%1.17%1.75%2.71%2.07%1.48%0.34%
VVGM.DE
VanEck Morningstar Global Wide Moat UCITS ETF
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


TIP and VVGM.DE have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TIP is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TIP is cheaper with a 0.18% expense ratio, compared with 0.52% for VVGM.DE.

TIP is categorized as Inflation-Protected Bonds, while VVGM.DE is Global Equities. TIP tracks ICE U.S. Treasury Inflation Linked Bond Index, while VVGM.DE tracks Morningstar Global Wide Moat Focus. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.18% for TIP and 0.52% for VVGM.DE.

Portfolio Optimizer

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