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VGOV.DE vs. CBUS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGOV.DE vs. CBUS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard UK Gilt UCITS ETF Distributing (VGOV.DE) and iShares Core UK Gilts UCITS ETF (EUR Hedged) Dist (CBUS.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, VGOV.DE achieves a -0.51% return, which is significantly higher than CBUS.DE's -1.94% return.


VGOV.DE

1D
0.07%
1M
0.49%
YTD
-0.51%
6M
-0.16%
1Y
-0.62%
3Y*
2.00%
5Y*
-5.47%
10Y*

CBUS.DE

1D
0.20%
1M
0.46%
YTD
-1.94%
6M
-1.87%
1Y
0.16%
3Y*
0.65%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGOV.DE vs. CBUS.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
VGOV.DE
Vanguard UK Gilt UCITS ETF Distributing
-0.51%0.18%-0.21%5.44%5.85%
CBUS.DE
iShares Core UK Gilts UCITS ETF (EUR Hedged) Dist
-1.94%3.15%-5.02%2.14%5.57%

Correlation

The correlation between VGOV.DE and CBUS.DE is 0.81, 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

0.81

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

0.84

Correlation (All Time)
Calculated using the full available price history since Oct 10, 2022

0.85

The correlation between VGOV.DE and CBUS.DE has been stable across timeframes, ranging from 0.81 to 0.85 - a consistent structural relationship.

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Return for Risk

VGOV.DE vs. CBUS.DE — Risk / Return Rank

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

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

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

VGOV.DE vs. CBUS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard UK Gilt UCITS ETF Distributing (VGOV.DE) and iShares Core UK Gilts UCITS ETF (EUR Hedged) Dist (CBUS.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.


VGOV.DECBUS.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.12

Omega ratioGain probability vs. loss probability

0.99

1.01

-0.02

Calmar ratioReturn relative to maximum drawdown

-0.13

0.02

-0.14

Martin ratioReturn relative to average drawdown

-0.29

0.04

-0.33

VGOV.DE vs. CBUS.DE - Sharpe Ratio Comparison

The current VGOV.DE Sharpe Ratio is -0.08, which is lower than the CBUS.DE Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of VGOV.DE and CBUS.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


VGOV.DECBUS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.08

0.01

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.13

0.12

-0.24

Drawdowns

VGOV.DE vs. CBUS.DE - Drawdown Comparison

The maximum VGOV.DE drawdown since its inception was -40.95%, which is greater than CBUS.DE's maximum drawdown of -12.79%. Use the drawdown chart below to compare losses from any high point for VGOV.DE and CBUS.DE.


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Drawdown Indicators


VGOV.DECBUS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-40.95%

-12.79%

-28.16%

Max Drawdown (1Y)

Largest decline over 1 year

-5.37%

-5.66%

+0.29%

Max Drawdown (3Y)

Largest decline over 3 years

-9.01%

-7.48%

-1.53%

Max Drawdown (5Y)

Largest decline over 5 years

-40.45%

Current Drawdown

Current decline from peak

-30.35%

-7.94%

-22.41%

Average Drawdown

Average peak-to-trough decline

-16.60%

-7.22%

-9.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

2.18%

+0.17%

Volatility

VGOV.DE vs. CBUS.DE - Volatility Comparison

Vanguard UK Gilt UCITS ETF Distributing (VGOV.DE) has a higher volatility of 3.34% compared to iShares Core UK Gilts UCITS ETF (EUR Hedged) Dist (CBUS.DE) at 2.39%. This indicates that VGOV.DE's price experiences larger fluctuations and is considered to be riskier than CBUS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGOV.DECBUS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.34%

2.39%

+0.95%

Volatility (6M)

Calculated over the trailing 6-month period

6.15%

4.93%

+1.22%

Volatility (1Y)

Calculated over the trailing 1-year period

7.99%

6.13%

+1.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.87%

8.34%

+4.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.86%

8.34%

+3.52%

VGOV.DE vs. CBUS.DE - Expense Ratio Comparison

VGOV.DE has a 0.07% expense ratio, which is lower than CBUS.DE's 0.09% 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

VGOV.DE vs. CBUS.DE - Dividend Comparison

VGOV.DE's dividend yield for the trailing twelve months is around 4.59%, more than CBUS.DE's 4.52% yield.


PositionTTM202520242023202220212020201920182017
CBUS.DE
iShares Core UK Gilts UCITS ETF (EUR Hedged) Dist
4.52%4.23%3.74%2.40%0.13%0.00%0.00%0.00%0.00%0.00%
VGOV.DE
Vanguard UK Gilt UCITS ETF Distributing
4.59%4.59%4.08%3.17%1.94%1.07%1.18%1.34%1.60%0.27%

Frequently Asked Questions


VGOV.DE and CBUS.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

VGOV.DE is cheaper with a 0.07% expense ratio, compared with 0.09% for CBUS.DE.

VGOV.DE tracks FTSE Act UK Cnvt Gilts All Stocks TR GBP, while CBUS.DE tracks FTSE Actuaries UK Conventional Gilts All Stocks (EUR Hedged). They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.07% for VGOV.DE and 0.09% for CBUS.DE.

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