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

Performance

VAGP.L vs. TI5G.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Distributing (VAGP.L) and iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.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, VAGP.L achieves a 0.13% return, which is significantly lower than TI5G.L's 1.73% return.


VAGP.L

1D
0.00%
1M
-0.25%
6M
-0.22%
YTD
0.13%
1Y
3.20%
3Y*
3.72%
5Y*
-0.50%
10Y*

TI5G.L

1D
0.00%
1M
-0.21%
6M
1.30%
YTD
1.73%
1Y
3.49%
3Y*
4.82%
5Y*
2.68%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
VAGP.L
Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Distributing
0.13%4.93%2.54%5.85%-13.82%-2.05%5.34%2.12%
TI5G.L
iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist)
1.73%5.83%4.52%3.56%-3.60%5.29%4.00%1.13%

Correlation

The correlation between VAGP.L and TI5G.L is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.32

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

0.39

Correlation (All Time)
Calculated using the full available price history since Jun 18, 2019

0.34

Over the past year, the correlation between VAGP.L and TI5G.L has dropped to 0.12 - well below their long-term average of 0.34, suggesting their price drivers have been diverging.

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Return for Risk

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

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

VAGP.L
VAGP.L Risk / Return Rank: 2929
Overall Rank
VAGP.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
VAGP.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
VAGP.L Omega Ratio Rank: 2828
Omega Ratio Rank
VAGP.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
VAGP.L Martin Ratio Rank: 2828
Martin Ratio Rank

TI5G.L
TI5G.L Risk / Return Rank: 5757
Overall Rank
TI5G.L Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
TI5G.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
TI5G.L Omega Ratio Rank: 5050
Omega Ratio Rank
TI5G.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
TI5G.L Martin Ratio Rank: 7171
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.

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

This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Distributing (VAGP.L) and iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.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.

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.


VAGP.LTI5G.LDifference
Sharpe ratioReturn per unit of total volatility

-0.28

Sortino ratioReturn per unit of downside risk

-0.51

Omega ratioGain probability vs. loss probability

1.16

1.26

-0.10

Calmar ratioReturn relative to maximum drawdown

1.15

3.39

-2.24

Martin ratioReturn relative to average drawdown

3.11

10.46

-7.35

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

The current VAGP.L Sharpe Ratio is 0.93, which is comparable to the TI5G.L Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of VAGP.L and TI5G.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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Drawdowns

VAGP.L vs. TI5G.L - Drawdown Comparison

The maximum VAGP.L drawdown since its inception was -18.13%, which is greater than TI5G.L's maximum drawdown of -5.58%. Use the drawdown chart below to compare losses from any high point for VAGP.L and TI5G.L.


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Drawdown Indicators


VAGP.LTI5G.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.13%

-5.58%

-12.55%

Max Drawdown (1Y)

Largest decline over 1 year

-2.77%

-1.02%

-1.75%

Max Drawdown (3Y)

Largest decline over 3 years

-4.01%

-1.43%

-2.58%

Max Drawdown (5Y)

Largest decline over 5 years

-17.71%

-5.58%

-12.13%

Current Drawdown

Current decline from peak

-3.81%

-0.43%

-3.38%

Average Drawdown

Average peak-to-trough decline

-6.61%

-1.00%

-5.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

0.33%

+0.70%

Volatility

VAGP.L vs. TI5G.L - Volatility Comparison

Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Distributing (VAGP.L) has a higher volatility of 0.96% compared to iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L) at 0.82%. This indicates that VAGP.L's price experiences larger fluctuations and is considered to be riskier than TI5G.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VAGP.LTI5G.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.96%

0.82%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

2.85%

1.89%

+0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

3.45%

2.90%

+0.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.81%

3.34%

+1.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.49%

3.43%

+1.06%

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

VAGP.L has a 0.10% expense ratio, which is lower than TI5G.L's 0.12% 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

VAGP.L vs. TI5G.L - Dividend Comparison

VAGP.L's dividend yield for the trailing twelve months is around 3.60%, less than TI5G.L's 5.86% yield.


PositionTTM20252024202320222021202020192018
TI5G.L
iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist)
5.86%5.97%6.84%5.19%0.32%0.34%3.06%3.29%2.36%
VAGP.L
Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Distributing
3.60%3.50%3.08%2.37%1.46%0.86%1.21%0.59%0.00%

Frequently Asked Questions


VAGP.L and TI5G.L have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VAGP.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VAGP.L is cheaper with a 0.10% expense ratio, compared with 0.12% for TI5G.L.

VAGP.L is categorized as Global Bonds, while TI5G.L is Inflation-Protected Bonds. VAGP.L tracks Bloomberg Global Aggregate TR Hdg GBP, while TI5G.L tracks ICE U.S. Treasury Inflation Linked Bond Index 0-5. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.10% for VAGP.L and 0.12% for TI5G.L.

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