VETY.L vs. ISHG
Compare and contrast key facts about Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VETY.L) and iShares 1-3 Year International Treasury Bond ETF (ISHG).
VETY.L and ISHG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VETY.L is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Euro Agg Govt TR EUR. It was launched on Feb 24, 2016. ISHG is a passively managed fund by iShares that tracks the performance of the S&P/Citigroup International Treasury Bond Index Ex-US 1-3 Year. It was launched on Jan 21, 2009. Both VETY.L and ISHG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VETY.L or ISHG.
Key characteristics
| VETY.L | ISHG | |
|---|---|---|
| YTD Return | -5.21% | -2.16% |
| 1Y Return | 0.15% | 3.46% |
| 3Y Return (Ann) | -5.73% | -3.61% |
| 5Y Return (Ann) | -3.18% | -1.76% |
| Sharpe Ratio | -0.07 | 0.53 |
| Sortino Ratio | -0.05 | 0.81 |
| Omega Ratio | 0.99 | 1.10 |
| Calmar Ratio | -0.02 | 0.11 |
| Martin Ratio | -0.10 | 1.25 |
| Ulcer Index | 4.60% | 2.79% |
| Daily Std Dev | 6.61% | 6.61% |
| Max Drawdown | -26.39% | -37.26% |
| Current Drawdown | -24.07% | -29.95% |
Correlation
The correlation between VETY.L and ISHG is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VETY.L vs. ISHG - Performance Comparison
In the year-to-date period, VETY.L achieves a -5.21% return, which is significantly lower than ISHG's -2.16% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VETY.L vs. ISHG - Expense Ratio Comparison
VETY.L has a 0.07% expense ratio, which is lower than ISHG's 0.35% expense ratio.
Risk-Adjusted Performance
VETY.L vs. ISHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VETY.L) and iShares 1-3 Year International Treasury Bond ETF (ISHG). 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.
Dividends
VETY.L vs. ISHG - Dividend Comparison
VETY.L's dividend yield for the trailing twelve months is around 0.77%, more than ISHG's 0.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VETY.L Vanguard EUR Eurozone Government Bond UCITS ETF Distributing | 0.77% | 2.11% | 0.54% | 0.09% | 0.17% | 0.60% | 0.63% | 0.55% | 0.37% | 0.00% | 0.00% | 0.00% |
ISHG iShares 1-3 Year International Treasury Bond ETF | 0.19% | 0.18% | 0.00% | 1.29% | 0.00% | 0.00% | 1.80% | 0.46% | 0.00% | 0.09% | 0.42% | 0.20% |
Drawdowns
VETY.L vs. ISHG - Drawdown Comparison
The maximum VETY.L drawdown since its inception was -26.39%, smaller than the maximum ISHG drawdown of -37.26%. Use the drawdown chart below to compare losses from any high point for VETY.L and ISHG. For additional features, visit the drawdowns tool.
Volatility
VETY.L vs. ISHG - Volatility Comparison
Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VETY.L) has a higher volatility of 2.99% compared to iShares 1-3 Year International Treasury Bond ETF (ISHG) at 2.22%. This indicates that VETY.L's price experiences larger fluctuations and is considered to be riskier than ISHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.