PortfoliosLab logoPortfoliosLab logo
VETY.L vs. PHGP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VETY.L vs. PHGP.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 WisdomTree Physical Gold (PHGP.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

VETY.L is traded in GBP, while PHGP.L is traded in GBp. To make them comparable, the PHGP.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, VETY.L achieves a -2.03% return, which is significantly lower than PHGP.L's 3.81% return. Over the past 10 years, VETY.L has underperformed PHGP.L with an annualized return of 0.12%, while PHGP.L has yielded a comparatively higher 14.02% annualized return.


VETY.L

1D
0.19%
1M
0.54%
YTD
-2.03%
6M
-2.33%
1Y
-0.25%
3Y*
0.38%
5Y*
-3.27%
10Y*
0.12%

PHGP.L

1D
0.71%
1M
-1.41%
YTD
3.81%
6M
5.28%
1Y
33.28%
3Y*
27.79%
5Y*
19.54%
10Y*
14.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VETY.L vs. PHGP.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%
PHGP.L
WisdomTree Physical Gold
3.81%53.14%27.85%6.97%11.52%-3.11%19.74%14.47%4.18%1.55%

Correlation

The correlation between VETY.L and PHGP.L is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.25

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

0.30

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

0.44

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

0.44

The correlation between VETY.L and PHGP.L shifts across timeframes, from 0.25 (3 years) to 0.44 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VETY.L vs. PHGP.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

PHGP.L
PHGP.L Risk / Return Rank: 3939
Overall Rank
PHGP.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
PHGP.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
PHGP.L Omega Ratio Rank: 4646
Omega Ratio Rank
PHGP.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
PHGP.L Martin Ratio Rank: 3434
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. PHGP.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 WisdomTree Physical Gold (PHGP.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.LPHGP.LDifference
Sharpe ratioReturn per unit of total volatility

-1.48

Sortino ratioReturn per unit of downside risk

-1.90

Omega ratioGain probability vs. loss probability

1.00

1.29

-0.29

Calmar ratioReturn relative to maximum drawdown

-0.05

1.89

-1.94

Martin ratioReturn relative to average drawdown

-0.10

4.96

-5.06

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

The current VETY.L Sharpe Ratio is -0.04, which is lower than the PHGP.L Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of VETY.L and PHGP.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.


Loading charts...

Sharpe Ratios by Period


VETY.LPHGP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.04

1.44

-1.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.43

1.21

-1.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

0.89

-0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.66

-0.62

Drawdowns

VETY.L vs. PHGP.L - Drawdown Comparison

The maximum VETY.L drawdown since its inception was -26.39%, smaller than the maximum PHGP.L drawdown of -42.06%. Use the drawdown chart below to compare losses from any high point for VETY.L and PHGP.L.


Loading charts...

Drawdown Indicators


VETY.LPHGP.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.39%

-42.06%

+15.67%

Max Drawdown (1Y)

Largest decline over 1 year

-5.11%

-17.49%

+12.38%

Max Drawdown (3Y)

Largest decline over 3 years

-7.67%

-17.49%

+9.82%

Max Drawdown (5Y)

Largest decline over 5 years

-20.49%

-17.49%

-3.00%

Max Drawdown (10Y)

Largest decline over 10 years

-26.39%

-22.37%

-4.02%

Current Drawdown

Current decline from peak

-23.46%

-16.07%

-7.39%

Average Drawdown

Average peak-to-trough decline

-12.50%

-13.50%

+1.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

6.69%

-4.25%

Volatility

VETY.L vs. PHGP.L - Volatility Comparison

The current volatility for Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VETY.L) is 1.84%, while WisdomTree Physical Gold (PHGP.L) has a volatility of 5.10%. This indicates that VETY.L experiences smaller price fluctuations and is considered to be less risky than PHGP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VETY.LPHGP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.84%

5.10%

-3.26%

Volatility (6M)

Calculated over the trailing 6-month period

4.28%

19.93%

-15.65%

Volatility (1Y)

Calculated over the trailing 1-year period

5.64%

23.05%

-17.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.56%

16.21%

-8.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.54%

15.80%

-7.26%

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

VETY.L has a 0.07% expense ratio, which is lower than PHGP.L's 0.39% expense ratio.


Dividends

VETY.L vs. PHGP.L - Dividend Comparison

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


PositionTTM2025202420232022202120202019201820172016
PHGP.L
WisdomTree Physical Gold
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Frequently Asked Questions


VETY.L and PHGP.L have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.39% for PHGP.L.

VETY.L is categorized as European Government Bonds, while PHGP.L is Precious Metals. VETY.L tracks Bloomberg Euro Agg Govt TR EUR, while PHGP.L tracks Gold. They also come from different issuers: Vanguard and WisdomTree. Their fees differ too: 0.07% for VETY.L and 0.39% for PHGP.L.

Portfolio Optimizer

Find the right allocation for VETY.L and PHGP.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer