VEMT.L vs. TI5G.L
VEMT.L (Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing) and TI5G.L (iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist)) are both exchange-traded funds - VEMT.L is a Emerging Markets Bonds fund tracking the JPM EMBI Global Diversified TR USD, while TI5G.L is a Inflation-Protected Bonds fund tracking the ICE U.S. Treasury Inflation Linked Bond Index 0-5. Both are passively managed. Over the past 5 years, VEMT.L returned 3.40%/yr vs 2.89%/yr for TI5G.L. At a 0.07 correlation, their price movements are largely independent. VEMT.L charges 0.25%/yr vs 0.12%/yr for TI5G.L.
Performance
VEMT.L vs. TI5G.L - Performance Comparison
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Returns By Period
In the year-to-date period, VEMT.L achieves a 1.55% return, which is significantly lower than TI5G.L's 2.07% return.
VEMT.L
- 1D
- 0.03%
- 1M
- 1.60%
- YTD
- 1.55%
- 6M
- 1.13%
- 1Y
- 10.55%
- 3Y*
- 5.98%
- 5Y*
- 3.40%
- 10Y*
- —
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 vs. TI5G.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Correlation
The correlation between VEMT.L and TI5G.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 VEMT.L and TI5G.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
VEMT.L vs. TI5G.L — Risk / Return Rank
VEMT.L
TI5G.L
VEMT.L vs. TI5G.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing (VEMT.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.
| VEMT.L | TI5G.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.31 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.44 | 5.26 | -2.83 |
| Martin ratioReturn relative to average drawdown | 6.86 | 17.49 | -10.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VEMT.L | TI5G.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.72 | 1.68 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.94 | -0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.89 | -0.58 |
Drawdowns
VEMT.L vs. TI5G.L - Drawdown Comparison
The maximum VEMT.L drawdown since its inception was -14.64%, which is greater than TI5G.L's maximum drawdown of -5.63%. Use the drawdown chart below to compare losses from any high point for VEMT.L and TI5G.L.
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Drawdown Indicators
| VEMT.L | TI5G.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.64% | -5.63% | -9.01% |
Max Drawdown (1Y)Largest decline over 1 year | -4.31% | -0.83% | -3.48% |
Max Drawdown (3Y)Largest decline over 3 years | -8.59% | -1.55% | -7.04% |
Max Drawdown (5Y)Largest decline over 5 years | -11.41% | -5.63% | -5.78% |
Current DrawdownCurrent decline from peak | -0.50% | -0.08% | -0.42% |
Average DrawdownAverage peak-to-trough decline | -5.88% | -1.02% | -4.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.53% | 0.25% | +1.28% |
Volatility
VEMT.L vs. TI5G.L - Volatility Comparison
Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing (VEMT.L) has a higher volatility of 1.33% compared to iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L) at 0.58%. This indicates that VEMT.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
| VEMT.L | TI5G.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.33% | 0.58% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 4.50% | 1.69% | +2.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.11% | 2.60% | +3.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.13% | 3.08% | +5.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.15% | 3.23% | +5.92% |
VEMT.L vs. TI5G.L - Expense Ratio Comparison
VEMT.L has a 0.25% expense ratio, which is higher than TI5G.L's 0.12% 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
VEMT.L vs. TI5G.L - Dividend Comparison
VEMT.L's dividend yield for the trailing twelve months is around 5.92%, more than TI5G.L's 5.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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
VEMT.L and TI5G.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.
VEMT.L is categorized as Emerging Markets Bonds, while TI5G.L is Inflation-Protected Bonds. VEMT.L tracks JPM EMBI Global Diversified TR USD, 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: 0.25% for VEMT.L and 0.12% for TI5G.L.
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