PortfoliosLab logoPortfoliosLab logo
VIGB.DE vs. IGOV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VIGB.DE vs. IGOV - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VanEck iBoxx EUR Sovereign Capped AAA-AA 1-5 UCITS ETF (VIGB.DE) and iShares International Treasury Bond ETF (IGOV). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

VIGB.DE is traded in EUR, while IGOV is traded in USD. To make them comparable, the IGOV values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, VIGB.DE achieves a -0.33% return, which is significantly lower than IGOV's 0.85% return.


VIGB.DE

1D
0.03%
1M
0.47%
YTD
-0.33%
6M
-0.97%
1Y
0.07%
3Y*
2.16%
5Y*
-0.69%
10Y*

IGOV

1D
0.08%
1M
0.09%
YTD
0.85%
6M
0.33%
1Y
-1.62%
3Y*
-0.06%
5Y*
-3.54%
10Y*
-1.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VIGB.DE vs. IGOV - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VIGB.DE
VanEck iBoxx EUR Sovereign Capped AAA-AA 1-5 UCITS ETF
-0.33%2.05%1.72%4.06%-9.64%-1.36%-0.14%-0.24%-1.00%
IGOV
iShares International Treasury Bond ETF
0.85%-3.09%-0.33%2.40%-17.24%-2.46%1.74%6.10%0.27%

Correlation

The correlation between VIGB.DE and IGOV is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.50

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

0.63

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

0.69

Correlation (All Time)
Calculated using the full available price history since Dec 12, 2018

0.64

The correlation between VIGB.DE and IGOV shifts across timeframes, from 0.50 (1 year) to 0.69 (5 years), 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

VIGB.DE vs. IGOV — Risk / Return Rank

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

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

IGOV
IGOV Risk / Return Rank: 99
Overall Rank
IGOV Sharpe Ratio Rank: 99
Sharpe Ratio Rank
IGOV Sortino Ratio Rank: 99
Sortino Ratio Rank
IGOV Omega Ratio Rank: 99
Omega Ratio Rank
IGOV Calmar Ratio Rank: 99
Calmar Ratio Rank
IGOV 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.

VIGB.DE vs. IGOV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck iBoxx EUR Sovereign Capped AAA-AA 1-5 UCITS ETF (VIGB.DE) and iShares International Treasury Bond ETF (IGOV). 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.


VIGB.DEIGOVDifference
Sharpe ratioReturn per unit of total volatility

+0.37

Sortino ratioReturn per unit of downside risk

+0.50

Omega ratioGain probability vs. loss probability

1.01

0.94

+0.06

Calmar ratioReturn relative to maximum drawdown

0.03

-0.52

+0.55

Martin ratioReturn relative to average drawdown

0.07

-1.04

+1.11

VIGB.DE vs. IGOV - Sharpe Ratio Comparison

The current VIGB.DE Sharpe Ratio is 0.02, which is higher than the IGOV Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of VIGB.DE and IGOV, 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


VIGB.DEIGOVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.02

-0.36

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

-0.54

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.24

0.13

-0.37

Drawdowns

VIGB.DE vs. IGOV - Drawdown Comparison

The maximum VIGB.DE drawdown since its inception was -13.23%, smaller than the maximum IGOV drawdown of -25.14%. Use the drawdown chart below to compare losses from any high point for VIGB.DE and IGOV.


Loading charts...

Drawdown Indicators


VIGB.DEIGOVDifference

Max Drawdown

Largest peak-to-trough decline

-13.23%

-25.14%

+11.91%

Max Drawdown (1Y)

Largest decline over 1 year

-2.74%

-3.12%

+0.38%

Max Drawdown (3Y)

Largest decline over 3 years

-2.74%

-5.75%

+3.01%

Max Drawdown (5Y)

Largest decline over 5 years

-11.82%

-22.74%

+10.92%

Max Drawdown (10Y)

Largest decline over 10 years

-25.14%

Current Drawdown

Current decline from peak

-5.45%

-21.32%

+15.87%

Average Drawdown

Average peak-to-trough decline

-5.35%

-7.64%

+2.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

1.67%

-0.66%

Volatility

VIGB.DE vs. IGOV - Volatility Comparison

The current volatility for VanEck iBoxx EUR Sovereign Capped AAA-AA 1-5 UCITS ETF (VIGB.DE) is 0.74%, while iShares International Treasury Bond ETF (IGOV) has a volatility of 1.78%. This indicates that VIGB.DE experiences smaller price fluctuations and is considered to be less risky than IGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VIGB.DEIGOVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.74%

1.78%

-1.04%

Volatility (6M)

Calculated over the trailing 6-month period

3.72%

3.76%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

3.99%

4.58%

-0.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.55%

6.61%

-3.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.02%

5.85%

-2.83%

VIGB.DE vs. IGOV - Expense Ratio Comparison

VIGB.DE has a 0.15% expense ratio, which is lower than IGOV's 0.35% expense ratio.


Dividends

VIGB.DE vs. IGOV - Dividend Comparison

VIGB.DE's dividend yield for the trailing twelve months is around 1.06%, less than IGOV's 1.41% yield.


PositionTTM20252024202320222021202020192018201720162015
IGOV
iShares International Treasury Bond ETF
1.41%1.41%0.59%0.00%0.11%0.39%0.00%0.24%0.31%0.19%0.69%0.12%
VIGB.DE
VanEck iBoxx EUR Sovereign Capped AAA-AA 1-5 UCITS ETF
1.06%0.63%1.43%0.96%0.66%1.92%1.90%2.52%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VIGB.DE and IGOV have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VIGB.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VIGB.DE is cheaper with a 0.15% expense ratio, compared with 0.35% for IGOV.

VIGB.DE is categorized as European Government Bonds, while IGOV is International Government Bonds. VIGB.DE tracks iBoxx® EUR Liquid Sovereigns Capped 1-5, while IGOV tracks S&P/Citigroup International Treasury Bond Index Ex-US. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.15% for VIGB.DE and 0.35% for IGOV.

Portfolio Optimizer

Find the right allocation for VIGB.DE and IGOV

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