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UIFS.L vs. VGEA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UIFS.L vs. VGEA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares S&P 500 Financials Sector UCITS ETF USD (Acc) (UIFS.L) and Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VGEA.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

UIFS.L is traded in GBp, while VGEA.DE is traded in EUR. To make them comparable, the VGEA.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, UIFS.L achieves a -2.31% return, which is significantly lower than VGEA.DE's -0.74% return.


UIFS.L

1D
1.97%
1M
5.59%
YTD
-2.31%
6M
-2.14%
1Y
7.87%
3Y*
16.13%
5Y*
10.05%
10Y*
13.52%

VGEA.DE

1D
0.31%
1M
0.54%
YTD
-0.74%
6M
-1.10%
1Y
1.38%
3Y*
2.75%
5Y*
-2.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UIFS.L vs. VGEA.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
UIFS.L
iShares S&P 500 Financials Sector UCITS ETF USD (Acc)
-2.31%7.07%32.24%6.12%-0.45%38.07%-6.59%15.96%
VGEA.DE
Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating
-0.74%5.91%-2.89%4.80%-13.82%-10.13%10.71%4.25%

Correlation

The correlation between UIFS.L and VGEA.DE is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.10

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

0.00

Correlation (All Time)
Calculated using the full available price history since Feb 19, 2019

-0.01

The correlation between UIFS.L and VGEA.DE shifts across timeframes, from -0.01 (all time) to 0.14 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

UIFS.L vs. VGEA.DE — Risk / Return Rank

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

UIFS.L
UIFS.L Risk / Return Rank: 1818
Overall Rank
UIFS.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
UIFS.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
UIFS.L Omega Ratio Rank: 1818
Omega Ratio Rank
UIFS.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
UIFS.L Martin Ratio Rank: 1717
Martin Ratio Rank

VGEA.DE
VGEA.DE Risk / Return Rank: 99
Overall Rank
VGEA.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
VGEA.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
VGEA.DE Omega Ratio Rank: 88
Omega Ratio Rank
VGEA.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
VGEA.DE Martin Ratio Rank: 99
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.

UIFS.L vs. VGEA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Financials Sector UCITS ETF USD (Acc) (UIFS.L) and Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VGEA.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.


UIFS.LVGEA.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.31

Sortino ratioReturn per unit of downside risk

+0.49

Omega ratioGain probability vs. loss probability

1.10

1.04

+0.06

Calmar ratioReturn relative to maximum drawdown

0.61

0.31

+0.30

Martin ratioReturn relative to average drawdown

1.40

0.66

+0.74

UIFS.L vs. VGEA.DE - Sharpe Ratio Comparison

The current UIFS.L Sharpe Ratio is 0.56, which is higher than the VGEA.DE Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of UIFS.L and VGEA.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

UIFS.L vs. VGEA.DE - Drawdown Comparison

The maximum UIFS.L drawdown since its inception was -44.49%, which is greater than VGEA.DE's maximum drawdown of -26.58%. Use the drawdown chart below to compare losses from any high point for UIFS.L and VGEA.DE.


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Drawdown Indicators


UIFS.LVGEA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-44.49%

-26.58%

-17.91%

Max Drawdown (1Y)

Largest decline over 1 year

-12.90%

-4.51%

-8.39%

Max Drawdown (3Y)

Largest decline over 3 years

-20.12%

-6.18%

-13.94%

Max Drawdown (5Y)

Largest decline over 5 years

-20.12%

-20.82%

+0.70%

Max Drawdown (10Y)

Largest decline over 10 years

-35.31%

Current Drawdown

Current decline from peak

-4.29%

-18.67%

+14.38%

Average Drawdown

Average peak-to-trough decline

-9.19%

-15.01%

+5.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.60%

2.08%

+3.52%

Volatility

UIFS.L vs. VGEA.DE - Volatility Comparison

iShares S&P 500 Financials Sector UCITS ETF USD (Acc) (UIFS.L) has a higher volatility of 4.49% compared to Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VGEA.DE) at 1.59%. This indicates that UIFS.L's price experiences larger fluctuations and is considered to be riskier than VGEA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UIFS.LVGEA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.49%

1.59%

+2.90%

Volatility (6M)

Calculated over the trailing 6-month period

10.75%

4.37%

+6.38%

Volatility (1Y)

Calculated over the trailing 1-year period

14.10%

5.64%

+8.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.50%

7.51%

+14.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.43%

7.85%

+14.58%

UIFS.L vs. VGEA.DE - Expense Ratio Comparison

UIFS.L has a 0.15% expense ratio, which is higher than VGEA.DE's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

UIFS.L vs. VGEA.DE - Dividend Comparison

Neither UIFS.L nor VGEA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


UIFS.L and VGEA.DE have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VGEA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGEA.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for UIFS.L.

UIFS.L is categorized as Financials Equities, while VGEA.DE is European Government Bonds. UIFS.L tracks S&P 500 Capped 35/20 Financials Index, while VGEA.DE tracks Bloomberg Euro Aggregate Treasury. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.15% for UIFS.L and 0.07% for VGEA.DE.

Portfolio Optimizer

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