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VETA.L vs. IGL5.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VETA.L vs. IGL5.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VETA.L) and iShares UK Gilts 0-5yr UCITS ETF GBP (Acc) (IGL5.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, VETA.L achieves a -0.82% return, which is significantly lower than IGL5.L's 0.92% return.


VETA.L

1D
0.23%
1M
0.78%
YTD
-0.82%
6M
-0.92%
1Y
2.67%
3Y*
2.47%
5Y*
-2.10%
10Y*

IGL5.L

1D
0.09%
1M
0.61%
YTD
0.92%
6M
0.63%
1Y
3.10%
3Y*
4.23%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VETA.L vs. IGL5.L - Yearly Performance Comparison


2026 (YTD)202520242023
VETA.L
Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating
-0.82%5.79%-2.93%6.08%
IGL5.L
iShares UK Gilts 0-5yr UCITS ETF GBP (Acc)
0.92%4.56%2.68%4.14%

Correlation

The correlation between VETA.L and IGL5.L is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.52

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

0.58

Correlation (All Time)
Calculated using the full available price history since May 24, 2023

0.58

The correlation between VETA.L and IGL5.L has been stable across timeframes, ranging from 0.52 to 0.58 - a consistent structural relationship.

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Return for Risk

VETA.L vs. IGL5.L — Risk / Return Rank

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

VETA.L
VETA.L Risk / Return Rank: 1616
Overall Rank
VETA.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
VETA.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
VETA.L Omega Ratio Rank: 1616
Omega Ratio Rank
VETA.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
VETA.L Martin Ratio Rank: 1515
Martin Ratio Rank

IGL5.L
IGL5.L Risk / Return Rank: 4141
Overall Rank
IGL5.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
IGL5.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
IGL5.L Omega Ratio Rank: 4949
Omega Ratio Rank
IGL5.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
IGL5.L Martin Ratio Rank: 3737
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.

VETA.L vs. IGL5.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VETA.L) and iShares UK Gilts 0-5yr UCITS ETF GBP (Acc) (IGL5.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.


VETA.LIGL5.LDifference
Sharpe ratioReturn per unit of total volatility

-0.99

Sortino ratioReturn per unit of downside risk

-1.44

Omega ratioGain probability vs. loss probability

1.09

1.30

-0.22

Calmar ratioReturn relative to maximum drawdown

0.57

1.63

-1.06

Martin ratioReturn relative to average drawdown

1.29

5.55

-4.27

VETA.L vs. IGL5.L - Sharpe Ratio Comparison

The current VETA.L Sharpe Ratio is 0.49, which is lower than the IGL5.L Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of VETA.L and IGL5.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


VETA.LIGL5.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

1.48

-0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

1.88

-1.95

Drawdowns

VETA.L vs. IGL5.L - Drawdown Comparison

The maximum VETA.L drawdown since its inception was -26.60%, which is greater than IGL5.L's maximum drawdown of -1.89%. Use the drawdown chart below to compare losses from any high point for VETA.L and IGL5.L.


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Drawdown Indicators


VETA.LIGL5.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.60%

-1.89%

-24.71%

Max Drawdown (1Y)

Largest decline over 1 year

-4.66%

-1.89%

-2.77%

Max Drawdown (3Y)

Largest decline over 3 years

-6.23%

-1.89%

-4.34%

Max Drawdown (5Y)

Largest decline over 5 years

-20.71%

Current Drawdown

Current decline from peak

-18.72%

-0.64%

-18.08%

Average Drawdown

Average peak-to-trough decline

-15.05%

-0.31%

-14.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

0.56%

+1.51%

Volatility

VETA.L vs. IGL5.L - Volatility Comparison

Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VETA.L) has a higher volatility of 1.85% compared to iShares UK Gilts 0-5yr UCITS ETF GBP (Acc) (IGL5.L) at 0.70%. This indicates that VETA.L's price experiences larger fluctuations and is considered to be riskier than IGL5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VETA.LIGL5.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.85%

0.70%

+1.15%

Volatility (6M)

Calculated over the trailing 6-month period

4.18%

1.89%

+2.29%

Volatility (1Y)

Calculated over the trailing 1-year period

5.43%

2.09%

+3.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.49%

2.16%

+5.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.96%

2.16%

+5.80%

VETA.L vs. IGL5.L - Expense Ratio Comparison

Both VETA.L and IGL5.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

VETA.L vs. IGL5.L - Dividend Comparison

Neither VETA.L nor IGL5.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


VETA.L and IGL5.L have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

VETA.L and IGL5.L have the same expense ratio: 0.07% per year.

VETA.L tracks Bloomberg Euro Agg Govt TR EUR, while IGL5.L tracks FTSE Actuaries UK Conventional Gilts up to 5 Years Index (GBP). They also come from different issuers: Vanguard and iShares.

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