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VGVA.L vs. IBGS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGVA.L vs. IBGS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard UK Gilt UCITS ETF Accumulating (VGVA.L) and iShares Euro Government Bond 1-3yr UCITS ETF (Dist) (IBGS.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, VGVA.L achieves a 0.63% return, which is significantly higher than IBGS.L's -0.90% return.


VGVA.L

1D
0.00%
1M
1.81%
YTD
0.63%
6M
0.87%
1Y
2.81%
3Y*
5.32%
5Y*
-2.90%
10Y*

IBGS.L

1D
-0.07%
1M
-0.03%
YTD
-0.90%
6M
-0.70%
1Y
2.21%
3Y*
3.02%
5Y*
0.97%
10Y*
0.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGVA.L vs. IBGS.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VGVA.L
Vanguard UK Gilt UCITS ETF Accumulating
0.63%6.05%0.25%6.72%-25.85%-4.33%10.58%7.04%
IBGS.L
iShares Euro Government Bond 1-3yr UCITS ETF (Dist)
-0.90%7.76%-1.67%1.49%1.00%-7.24%5.38%-2.50%

Correlation

The correlation between VGVA.L and IBGS.L is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.10

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

0.21

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

0.15

Correlation (All Time)
Calculated using the full available price history since Feb 19, 2019

0.16

The correlation between VGVA.L and IBGS.L shifts across timeframes, from 0.10 (1 year) to 0.21 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

VGVA.L vs. IBGS.L — Risk / Return Rank

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

VGVA.L
VGVA.L Risk / Return Rank: 1414
Overall Rank
VGVA.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
VGVA.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
VGVA.L Omega Ratio Rank: 1313
Omega Ratio Rank
VGVA.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
VGVA.L Martin Ratio Rank: 1515
Martin Ratio Rank

IBGS.L
IBGS.L Risk / Return Rank: 1717
Overall Rank
IBGS.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
IBGS.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
IBGS.L Omega Ratio Rank: 1515
Omega Ratio Rank
IBGS.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
IBGS.L Martin Ratio Rank: 1717
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.

VGVA.L vs. IBGS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard UK Gilt UCITS ETF Accumulating (VGVA.L) and iShares Euro Government Bond 1-3yr UCITS ETF (Dist) (IBGS.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VGVA.LIBGS.LDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

1.08

1.09

-0.02

Calmar ratioReturn relative to maximum drawdown

0.49

0.85

-0.36

Martin ratioReturn relative to average drawdown

1.25

1.76

-0.51

VGVA.L vs. IBGS.L - Sharpe Ratio Comparison

The current VGVA.L Sharpe Ratio is 0.43, which is comparable to the IBGS.L Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of VGVA.L and IBGS.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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Drawdowns

VGVA.L vs. IBGS.L - Drawdown Comparison

The maximum VGVA.L drawdown since its inception was -37.39%, smaller than the maximum IBGS.L drawdown of -99.26%. Use the drawdown chart below to compare losses from any high point for VGVA.L and IBGS.L.


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Drawdown Indicators


VGVA.LIBGS.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.39%

-99.26%

+61.87%

Max Drawdown (1Y)

Largest decline over 1 year

-5.76%

-2.59%

-3.17%

Max Drawdown (3Y)

Largest decline over 3 years

-6.89%

-3.05%

-3.84%

Max Drawdown (5Y)

Largest decline over 5 years

-36.32%

-5.95%

-30.37%

Max Drawdown (10Y)

Largest decline over 10 years

-13.11%

Current Drawdown

Current decline from peak

-20.16%

-98.93%

+78.77%

Average Drawdown

Average peak-to-trough decline

-16.24%

-94.44%

+78.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

1.25%

+0.99%

Volatility

VGVA.L vs. IBGS.L - Volatility Comparison

Vanguard UK Gilt UCITS ETF Accumulating (VGVA.L) has a higher volatility of 1.63% compared to iShares Euro Government Bond 1-3yr UCITS ETF (Dist) (IBGS.L) at 0.84%. This indicates that VGVA.L's price experiences larger fluctuations and is considered to be riskier than IBGS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGVA.LIBGS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.63%

0.84%

+0.79%

Volatility (6M)

Calculated over the trailing 6-month period

5.32%

2.73%

+2.59%

Volatility (1Y)

Calculated over the trailing 1-year period

6.57%

4.10%

+2.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.31%

5.33%

+5.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.84%

6.78%

+4.06%

VGVA.L vs. IBGS.L - Expense Ratio Comparison

VGVA.L has a 0.07% expense ratio, which is lower than IBGS.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

VGVA.L vs. IBGS.L - Dividend Comparison

VGVA.L has not paid dividends to shareholders, while IBGS.L's dividend yield for the trailing twelve months is around 2.18%.


PositionTTM20252024202320222021202020192018201720162015
IBGS.L
iShares Euro Government Bond 1-3yr UCITS ETF (Dist)
2.18%2.39%2.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.04%0.28%
VGVA.L
Vanguard UK Gilt UCITS ETF Accumulating
0.00%1.84%3.99%3.09%1.85%1.08%1.12%1.09%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VGVA.L and IBGS.L have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

VGVA.L is cheaper with a 0.07% expense ratio, compared with 0.15% for IBGS.L.

VGVA.L tracks FTSE Act UK Cnvt Gilts All Stocks TR GBP, while IBGS.L tracks Bloomberg Euro Agg Govt 1-3 Yr TR EUR. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.07% for VGVA.L and 0.15% for IBGS.L.

Portfolio Optimizer

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