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VETY.L vs. IBGM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VETY.L vs. IBGM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VETY.L) and iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist) (IBGM.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, VETY.L achieves a -2.03% return, which is significantly higher than IBGM.L's -2.35% return. Over the past 10 years, VETY.L has underperformed IBGM.L with an annualized return of 0.12%, while IBGM.L has yielded a comparatively higher 31.18% annualized return.


VETY.L

1D
0.19%
1M
-0.19%
YTD
-2.03%
6M
-2.18%
1Y
0.09%
3Y*
0.38%
5Y*
-3.27%
10Y*
0.12%

IBGM.L

1D
0.20%
1M
-1.36%
YTD
-2.35%
6M
-2.29%
1Y
0.51%
3Y*
1.73%
5Y*
39.50%
10Y*
31.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VETY.L vs. IBGM.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VETY.L
Vanguard EUR Eurozone Government Bond UCITS ETF Distributing
-2.03%2.82%-5.14%5.08%-13.54%-9.76%10.66%1.61%1.86%3.57%
IBGM.L
iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist)
-2.35%5.38%-3.53%465.78%-3.14%-9.55%20.87%117.65%2.05%4.56%

Correlation

The correlation between VETY.L and IBGM.L is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

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

0.96

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

0.97

Correlation (10Y)
Calculated over the trailing 10-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2016

0.98

The correlation between VETY.L and IBGM.L has been stable across timeframes, ranging from 0.94 to 0.98 - a consistent structural relationship.

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Return for Risk

VETY.L vs. IBGM.L — Risk / Return Rank

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

VETY.L
VETY.L Risk / Return Rank: 88
Overall Rank
VETY.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
VETY.L Sortino Ratio Rank: 88
Sortino Ratio Rank
VETY.L Omega Ratio Rank: 88
Omega Ratio Rank
VETY.L Calmar Ratio Rank: 99
Calmar Ratio Rank
VETY.L Martin Ratio Rank: 99
Martin Ratio Rank

IBGM.L
IBGM.L Risk / Return Rank: 99
Overall Rank
IBGM.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
IBGM.L Sortino Ratio Rank: 88
Sortino Ratio Rank
IBGM.L Omega Ratio Rank: 88
Omega Ratio Rank
IBGM.L Calmar Ratio Rank: 99
Calmar Ratio Rank
IBGM.L 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.

VETY.L vs. IBGM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VETY.L) and iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist) (IBGM.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.


VETY.LIBGM.LDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

1.00

1.01

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.05

0.00

-0.05

Martin ratioReturn relative to average drawdown

-0.10

0.01

-0.11

VETY.L vs. IBGM.L - Sharpe Ratio Comparison

The current VETY.L Sharpe Ratio is -0.04, which is lower than the IBGM.L Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of VETY.L and IBGM.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


VETY.LIBGM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.04

0.00

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.43

0.20

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

0.22

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.21

-0.17

Drawdowns

VETY.L vs. IBGM.L - Drawdown Comparison

The maximum VETY.L drawdown since its inception was -26.39%, roughly equal to the maximum IBGM.L drawdown of -26.66%. Use the drawdown chart below to compare losses from any high point for VETY.L and IBGM.L.


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Drawdown Indicators


VETY.LIBGM.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.39%

-26.66%

+0.27%

Max Drawdown (1Y)

Largest decline over 1 year

-5.11%

-6.20%

+1.09%

Max Drawdown (3Y)

Largest decline over 3 years

-7.67%

-6.85%

-0.82%

Max Drawdown (5Y)

Largest decline over 5 years

-20.49%

-21.27%

+0.78%

Max Drawdown (10Y)

Largest decline over 10 years

-26.39%

-26.66%

+0.27%

Current Drawdown

Current decline from peak

-23.46%

-5.51%

-17.95%

Average Drawdown

Average peak-to-trough decline

-12.50%

-4.98%

-7.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

2.84%

-0.40%

Volatility

VETY.L vs. IBGM.L - Volatility Comparison

The current volatility for Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VETY.L) is 1.84%, while iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist) (IBGM.L) has a volatility of 2.59%. This indicates that VETY.L experiences smaller price fluctuations and is considered to be less risky than IBGM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VETY.LIBGM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.84%

2.59%

-0.75%

Volatility (6M)

Calculated over the trailing 6-month period

4.28%

4.94%

-0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

5.64%

6.31%

-0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.56%

193.47%

-185.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.54%

138.63%

-130.09%

VETY.L vs. IBGM.L - Expense Ratio Comparison

VETY.L has a 0.07% expense ratio, which is lower than IBGM.L's 0.15% 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

VETY.L vs. IBGM.L - Dividend Comparison

Neither VETY.L nor IBGM.L has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IBGM.L
iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist)
0.00%1.33%2.78%79.03%13.18%0.00%8.74%63.75%0.74%0.74%0.77%1.07%
VETY.L
Vanguard EUR Eurozone Government Bond UCITS ETF Distributing
0.00%0.00%0.28%2.11%0.54%0.09%0.17%0.60%0.63%0.54%0.37%0.00%

Frequently Asked Questions


With a correlation of 0.94, VETY.L and IBGM.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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

VETY.L is cheaper with a 0.07% expense ratio, compared with 0.15% for IBGM.L.

Both ETFs track Bloomberg Euro Agg Govt TR EUR. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.07% for VETY.L and 0.15% for IBGM.L.

Portfolio Optimizer

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