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VMID.L vs. IGCB.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VMID.L vs. IGCB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard FTSE 250 UCITS ETF Distributing (VMID.L) and Invesco GBP Corporate Bond UCITS ETF Dist (IGCB.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, VMID.L achieves a 5.14% return, which is significantly higher than IGCB.L's -0.24% return.


VMID.L

1D
0.59%
1M
4.12%
YTD
5.14%
6M
7.30%
1Y
14.06%
3Y*
10.30%
5Y*
3.36%
10Y*
5.85%

IGCB.L

1D
0.24%
1M
1.78%
YTD
-0.24%
6M
0.09%
1Y
4.63%
3Y*
6.06%
5Y*
-0.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VMID.L vs. IGCB.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
VMID.L
Vanguard FTSE 250 UCITS ETF Distributing
5.14%12.87%7.42%8.16%-17.36%16.04%20.59%
IGCB.L
Invesco GBP Corporate Bond UCITS ETF Dist
-0.24%6.83%1.93%9.20%-18.57%-4.00%8.69%

Correlation

The correlation between VMID.L and IGCB.L is 0.52, 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

0.52

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

0.44

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

0.31

Correlation (All Time)
Calculated using the full available price history since Mar 12, 2020

0.24

Over the past year, VMID.L and IGCB.L have become more correlated (0.52) than their long-term average of 0.24, meaning their price movements have been converging.

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Return for Risk

VMID.L vs. IGCB.L — Risk / Return Rank

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

VMID.L
VMID.L Risk / Return Rank: 3030
Overall Rank
VMID.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
VMID.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
VMID.L Omega Ratio Rank: 3232
Omega Ratio Rank
VMID.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
VMID.L Martin Ratio Rank: 3131
Martin Ratio Rank

IGCB.L
IGCB.L Risk / Return Rank: 2323
Overall Rank
IGCB.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
IGCB.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
IGCB.L Omega Ratio Rank: 2222
Omega Ratio Rank
IGCB.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
IGCB.L Martin Ratio Rank: 2525
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.

VMID.L vs. IGCB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE 250 UCITS ETF Distributing (VMID.L) and Invesco GBP Corporate Bond UCITS ETF Dist (IGCB.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.


VMID.LIGCB.LDifference
Sharpe ratioReturn per unit of total volatility

+0.35

Sortino ratioReturn per unit of downside risk

+0.58

Omega ratioGain probability vs. loss probability

1.21

1.14

+0.07

Calmar ratioReturn relative to maximum drawdown

1.21

1.15

+0.06

Martin ratioReturn relative to average drawdown

4.35

3.35

+1.00

VMID.L vs. IGCB.L - Sharpe Ratio Comparison

The current VMID.L Sharpe Ratio is 1.13, which is higher than the IGCB.L Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of VMID.L and IGCB.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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Sharpe Ratios by Period


VMID.LIGCB.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

0.78

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

-0.09

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.02

+0.38

Drawdowns

VMID.L vs. IGCB.L - Drawdown Comparison

The maximum VMID.L drawdown since its inception was -41.85%, which is greater than IGCB.L's maximum drawdown of -30.44%. Use the drawdown chart below to compare losses from any high point for VMID.L and IGCB.L.


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Drawdown Indicators


VMID.LIGCB.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.85%

-30.44%

-11.41%

Max Drawdown (1Y)

Largest decline over 1 year

-11.55%

-4.00%

-7.55%

Max Drawdown (3Y)

Largest decline over 3 years

-15.97%

-4.00%

-11.97%

Max Drawdown (5Y)

Largest decline over 5 years

-29.51%

-29.39%

-0.12%

Max Drawdown (10Y)

Largest decline over 10 years

-41.85%

Current Drawdown

Current decline from peak

-0.83%

-7.54%

+6.71%

Average Drawdown

Average peak-to-trough decline

-7.80%

-11.31%

+3.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

1.38%

+1.85%

Volatility

VMID.L vs. IGCB.L - Volatility Comparison

Vanguard FTSE 250 UCITS ETF Distributing (VMID.L) has a higher volatility of 3.80% compared to Invesco GBP Corporate Bond UCITS ETF Dist (IGCB.L) at 2.17%. This indicates that VMID.L's price experiences larger fluctuations and is considered to be riskier than IGCB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VMID.LIGCB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.80%

2.17%

+1.63%

Volatility (6M)

Calculated over the trailing 6-month period

10.23%

4.95%

+5.28%

Volatility (1Y)

Calculated over the trailing 1-year period

12.41%

5.93%

+6.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.18%

7.65%

+7.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.53%

7.73%

+8.80%

VMID.L vs. IGCB.L - Expense Ratio Comparison

Both VMID.L and IGCB.L have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

VMID.L vs. IGCB.L - Dividend Comparison

VMID.L's dividend yield for the trailing twelve months is around 3.65%, less than IGCB.L's 5.27% yield.


PositionTTM20252024202320222021202020192018201720162015
IGCB.L
Invesco GBP Corporate Bond UCITS ETF Dist
5.27%5.18%5.18%4.26%2.54%1.74%1.22%0.00%0.00%0.00%0.00%0.00%
VMID.L
Vanguard FTSE 250 UCITS ETF Distributing
3.65%3.90%3.30%3.41%3.30%2.55%2.08%2.82%3.59%3.19%3.08%3.09%

Frequently Asked Questions


VMID.L and IGCB.L have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

VMID.L and IGCB.L have the same expense ratio: 0.10% per year.

VMID.L is categorized as Europe Equities, while IGCB.L is European Corporate Bonds. VMID.L tracks FTSE 250 Ex Investment Trust TR GBP, while IGCB.L tracks Markit iBoxx GBP NonGilts TR. They also come from different issuers: Vanguard and Invesco.

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