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VGEB.DE vs. IS0M.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGEB.DE vs. IS0M.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VGEB.DE) and iShares Italy Government Bond UCITS ETF EUR Dist (IS0M.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VGEB.DE achieves a 0.13% return, which is significantly higher than IS0M.DE's -0.32% return.


VGEB.DE

1D
0.03%
1M
0.00%
YTD
0.13%
6M
0.18%
1Y
0.31%
3Y*
2.38%
5Y*
-2.17%
10Y*

IS0M.DE

1D
0.01%
1M
-0.06%
YTD
-0.32%
6M
-0.26%
1Y
1.11%
3Y*
4.15%
5Y*
-0.79%
10Y*
0.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGEB.DE vs. IS0M.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGEB.DE
Vanguard EUR Eurozone Government Bond UCITS ETF Distributing
0.13%0.69%1.55%6.99%-18.10%-3.26%4.75%7.05%1.21%-0.03%
IS0M.DE
iShares Italy Government Bond UCITS ETF EUR Dist
-0.32%3.07%4.66%9.14%-17.24%-2.99%7.54%10.45%-1.48%-0.37%

Correlation

The correlation between VGEB.DE and IS0M.DE 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

0.94

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

0.94

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2017

0.86

The correlation between VGEB.DE and IS0M.DE has been stable across timeframes, ranging from 0.86 to 0.94 - a consistent structural relationship.

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Return for Risk

VGEB.DE vs. IS0M.DE — Risk / Return Rank

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

VGEB.DE
VGEB.DE Risk / Return Rank: 99
Overall Rank
VGEB.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
VGEB.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
VGEB.DE Omega Ratio Rank: 88
Omega Ratio Rank
VGEB.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
VGEB.DE Martin Ratio Rank: 99
Martin Ratio Rank

IS0M.DE
IS0M.DE Risk / Return Rank: 1111
Overall Rank
IS0M.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
IS0M.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
IS0M.DE Omega Ratio Rank: 1010
Omega Ratio Rank
IS0M.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
IS0M.DE Martin Ratio Rank: 1212
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.

VGEB.DE vs. IS0M.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VGEB.DE) and iShares Italy Government Bond UCITS ETF EUR Dist (IS0M.DE). 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.


VGEB.DEIS0M.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

1.00

1.03

-0.03

Calmar ratioReturn relative to maximum drawdown

-0.03

0.19

-0.22

Martin ratioReturn relative to average drawdown

-0.06

0.58

-0.65

VGEB.DE vs. IS0M.DE - Sharpe Ratio Comparison

The current VGEB.DE Sharpe Ratio is -0.02, which is lower than the IS0M.DE Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of VGEB.DE and IS0M.DE, 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


VGEB.DEIS0M.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

0.17

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

-0.11

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.03

0.49

-0.52

Drawdowns

VGEB.DE vs. IS0M.DE - Drawdown Comparison

The maximum VGEB.DE drawdown since its inception was -22.15%, which is greater than IS0M.DE's maximum drawdown of -21.08%. Use the drawdown chart below to compare losses from any high point for VGEB.DE and IS0M.DE.


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Drawdown Indicators


VGEB.DEIS0M.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.15%

-21.08%

-1.07%

Max Drawdown (1Y)

Largest decline over 1 year

-3.43%

-4.28%

+0.85%

Max Drawdown (3Y)

Largest decline over 3 years

-4.05%

-4.42%

+0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-21.25%

-20.85%

-0.40%

Max Drawdown (10Y)

Largest decline over 10 years

-21.08%

Current Drawdown

Current decline from peak

-13.65%

-6.33%

-7.32%

Average Drawdown

Average peak-to-trough decline

-8.83%

-5.53%

-3.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.35%

1.43%

-0.08%

Volatility

VGEB.DE vs. IS0M.DE - Volatility Comparison

The current volatility for Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VGEB.DE) is 1.63%, while iShares Italy Government Bond UCITS ETF EUR Dist (IS0M.DE) has a volatility of 1.99%. This indicates that VGEB.DE experiences smaller price fluctuations and is considered to be less risky than IS0M.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGEB.DEIS0M.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.63%

1.99%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

3.47%

4.25%

-0.78%

Volatility (1Y)

Calculated over the trailing 1-year period

4.16%

4.84%

-0.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.32%

6.80%

-0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.52%

6.73%

-1.21%

VGEB.DE vs. IS0M.DE - Expense Ratio Comparison

VGEB.DE has a 0.07% expense ratio, which is lower than IS0M.DE's 0.20% 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

VGEB.DE vs. IS0M.DE - Dividend Comparison

VGEB.DE's dividend yield for the trailing twelve months is around 2.89%, more than IS0M.DE's 2.83% yield.


PositionTTM20252024202320222021202020192018201720162015
IS0M.DE
iShares Italy Government Bond UCITS ETF EUR Dist
2.83%2.82%2.66%2.10%1.05%0.74%0.98%1.45%1.37%1.37%1.47%1.83%
VGEB.DE
Vanguard EUR Eurozone Government Bond UCITS ETF Distributing
2.89%2.88%2.56%1.96%0.66%0.08%0.19%0.74%0.80%0.09%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.94, VGEB.DE and IS0M.DE 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, VGEB.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGEB.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for IS0M.DE.

VGEB.DE tracks Bloomberg Euro Aggregate Treasury, while IS0M.DE tracks Bloomberg Italy Treasury Bond. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.07% for VGEB.DE and 0.20% for IS0M.DE.

Portfolio Optimizer

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