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VMIG.L vs. BARC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VMIG.L vs. BARC.L

Last updated Jul 16, 2026
Documentation

VMIG.L (Vanguard FTSE 250 UCITS ETF (GBP) Accumulating) is Europe Equities fund tracking the FTSE 250 Ex Investment Trust TR GBP, while BARC.L (Barclays plc) is a stock. Over the past 5 years, VMIG.L returned 6.49%/yr vs 29.65%/yr for BARC.L. A 0.61 correlation means they provide meaningful diversification when combined.

Performance

VMIG.L vs. BARC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard FTSE 250 UCITS ETF (GBP) Accumulating (VMIG.L) and Barclays plc (BARC.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, VMIG.L achieves a 6.20% return, which is significantly lower than BARC.L's 11.49% return.

VMIG.L

1D
0.29%
1M
0.61%
6M
3.95%
YTD
6.20%
1Y
11.95%
3Y*
13.63%
5Y*
6.49%
10Y*
—

BARC.L

1D
0.88%
1M
9.29%
6M
10.59%
YTD
11.49%
1Y
55.82%
3Y*
54.40%
5Y*
29.65%
10Y*
15.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VMIG.L vs. BARC.L - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
VMIG.L
Vanguard FTSE 250 UCITS ETF (GBP) Accumulating		6.20%13.52%11.01%11.96%-14.58%19.28%-2.22%17.54%
BARC.L
Barclays plc		11.49%82.21%80.30%0.50%-12.92%29.66%-18.35%17.60%

Correlation

The correlation between VMIG.L and BARC.L is 0.63, 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

0.63

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

0.57

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

0.58

Correlation (All Time)
Calculated using the full available price history since May 14, 2019

0.61

The correlation between VMIG.L and BARC.L has been stable across timeframes, ranging from 0.57 to 0.63 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Vanguard FTSE 250 UCITS ETF (GBP) Accumulating

Barclays plc

Often compared with VMIG.L:
VMIG.L vs. VUKG.LVMIG.L vs. VMID.LVMIG.L vs. VWRP.LVMIG.L vs. VUAG.LVMIG.L vs. MIDVMIG.L vs. CUKS.LVMIG.L vs. FTAD.L
Often compared with BARC.L:
BARC.L vs. HSBCBARC.L vs. SANBARC.L vs. HSBA.LBARC.L vs. HMWO.LBARC.L vs. SPYBARC.L vs. VWRL.LBARC.L vs. GS

Return for Risk

VMIG.L vs. BARC.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VMIG.L
VMIG.L Risk / Return Rank: 3030
Overall Rank
VMIG.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
VMIG.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
VMIG.L Omega Ratio Rank: 3131
Omega Ratio Rank
VMIG.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
VMIG.L Martin Ratio Rank: 3131
Martin Ratio Rank
BARC.L
BARC.L Risk / Return Rank: 8585
Overall Rank
BARC.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
BARC.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
BARC.L Omega Ratio Rank: 8585
Omega Ratio Rank
BARC.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
BARC.L Martin Ratio Rank: 8484
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.

VMIG.L vs. BARC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE 250 UCITS ETF (GBP) Accumulating (VMIG.L) and Barclays plc (BARC.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.

VMIG.LBARC.LDifference
Sharpe ratioReturn per unit of total volatility
0.96
1.85

-0.89

Sortino ratioReturn per unit of downside risk
1.46
2.46

-0.99

Omega ratioGain probability vs. loss probability

1.18

1.31

-0.13

Calmar ratioReturn relative to maximum drawdown

1.03

2.26

-1.23

Martin ratioReturn relative to average drawdown

3.68

6.69

-3.01

VMIG.L vs. BARC.L - Sharpe Ratio Comparison

The current VMIG.L Sharpe Ratio is 0.96, which is lower than the BARC.L Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of VMIG.L and BARC.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

VMIG.L vs. BARC.L - Drawdown Comparison

The maximum VMIG.L drawdown since its inception was -41.38%, smaller than the maximum BARC.L drawdown of -92.06%. Use the drawdown chart below to compare losses from any high point for VMIG.L and BARC.L.

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Drawdown Indicators

VMIG.LBARC.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.38%

-92.06%

+50.68%

Max Drawdown (1Y)

Largest decline over 1 year

-11.59%

-24.59%

+13.00%

Max Drawdown (3Y)

Largest decline over 3 years

-14.60%

-24.59%

+9.99%

Max Drawdown (5Y)

Largest decline over 5 years

-27.02%

-36.67%

+9.65%

Max Drawdown (10Y)

Largest decline over 10 years

—

-64.39%

—

Current Drawdown

Current decline from peak

-0.18%

-0.94%

+0.76%

Average Drawdown

Average peak-to-trough decline

-7.68%

-51.66%

+43.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

8.32%

-5.08%

Volatility

VMIG.L vs. BARC.L - Volatility Comparison

The current volatility for Vanguard FTSE 250 UCITS ETF (GBP) Accumulating (VMIG.L) is 3.13%, while Barclays plc (BARC.L) has a volatility of 8.92%. This indicates that VMIG.L experiences smaller price fluctuations and is considered to be less risky than BARC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VMIG.LBARC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.13%

8.92%

-5.79%

Volatility (6M)

Calculated over the trailing 6-month period

10.55%

25.15%

-14.60%

Volatility (1Y)

Calculated over the trailing 1-year period

12.40%

30.07%

-17.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.06%

31.13%

-16.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.30%

33.31%

-16.01%

Dividends

VMIG.L vs. BARC.L - Dividend Comparison

VMIG.L has not paid dividends to shareholders, while BARC.L's dividend yield for the trailing twelve months is around 1.64%.

PositionTTM20252024202320222021202020192018201720162015
BARC.L
Barclays plc		1.64%1.79%2.28%3.73%2.93%1.60%0.00%2.90%2.22%1.10%1.17%1.87%
VMIG.L
Vanguard FTSE 250 UCITS ETF (GBP) Accumulating		0.00%0.51%3.22%3.33%3.21%2.55%2.05%1.41%0.00%0.00%0.00%0.00%

Frequently Asked Questions

VMIG.L and BARC.L have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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