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VTHRX vs. IGUS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTHRX vs. IGUS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Target Retirement 2030 Fund (VTHRX) and iShares S&P 500 GBP Hedged UCITS ETF (IGUS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VTHRX is traded in USD, while IGUS.L is traded in GBp. To make them comparable, the IGUS.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VTHRX achieves a 6.52% return, which is significantly lower than IGUS.L's 7.38% return. Over the past 10 years, VTHRX has underperformed IGUS.L with an annualized return of 8.89%, while IGUS.L has yielded a comparatively higher 12.93% annualized return.


VTHRX

1D
1.60%
1M
-0.02%
YTD
6.52%
6M
7.17%
1Y
17.56%
3Y*
13.65%
5Y*
6.55%
10Y*
8.89%

IGUS.L

1D
1.90%
1M
-0.88%
YTD
7.38%
6M
9.31%
1Y
22.57%
3Y*
22.33%
5Y*
10.80%
10Y*
12.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTHRX vs. IGUS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTHRX
Vanguard Target Retirement 2030 Fund
6.52%16.25%10.43%16.24%-16.28%11.37%14.11%21.08%-5.85%15.24%
IGUS.L
iShares S&P 500 GBP Hedged UCITS ETF
7.38%26.25%22.56%31.05%-29.08%27.40%18.15%32.38%-12.71%31.25%

Correlation

The correlation between VTHRX and IGUS.L is 0.72, 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

0.72

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

0.65

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

0.65

Correlation (10Y)
Calculated over the trailing 10-year period

0.61

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2010

0.61

The correlation between VTHRX and IGUS.L shifts across timeframes, from 0.61 (10 years) to 0.72 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VTHRX vs. IGUS.L — Risk / Return Rank

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

VTHRX
VTHRX Risk / Return Rank: 7373
Overall Rank
VTHRX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VTHRX Sortino Ratio Rank: 7373
Sortino Ratio Rank
VTHRX Omega Ratio Rank: 7373
Omega Ratio Rank
VTHRX Calmar Ratio Rank: 6969
Calmar Ratio Rank
VTHRX Martin Ratio Rank: 7676
Martin Ratio Rank

IGUS.L
IGUS.L Risk / Return Rank: 6969
Overall Rank
IGUS.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
IGUS.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
IGUS.L Omega Ratio Rank: 6868
Omega Ratio Rank
IGUS.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
IGUS.L Martin Ratio Rank: 7272
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.

VTHRX vs. IGUS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2030 Fund (VTHRX) and iShares S&P 500 GBP Hedged UCITS ETF (IGUS.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.


VTHRXIGUS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.58

Sortino ratioReturn per unit of downside risk

+0.66

Omega ratioGain probability vs. loss probability

1.38

1.25

+0.13

Calmar ratioReturn relative to maximum drawdown

2.60

1.69

+0.91

Martin ratioReturn relative to average drawdown

11.15

6.60

+4.55

VTHRX vs. IGUS.L - Sharpe Ratio Comparison

The current VTHRX Sharpe Ratio is 2.00, which is higher than the IGUS.L Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of VTHRX and IGUS.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

VTHRX vs. IGUS.L - Drawdown Comparison

The maximum VTHRX drawdown since its inception was -49.57%, which is greater than IGUS.L's maximum drawdown of -43.75%. Use the drawdown chart below to compare losses from any high point for VTHRX and IGUS.L.


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Drawdown Indicators


VTHRXIGUS.LDifference

Max Drawdown

Largest peak-to-trough decline

-49.57%

-43.75%

-5.82%

Max Drawdown (1Y)

Largest decline over 1 year

-6.56%

-12.78%

+6.22%

Max Drawdown (3Y)

Largest decline over 3 years

-9.64%

-18.55%

+8.91%

Max Drawdown (5Y)

Largest decline over 5 years

-22.75%

-40.12%

+17.37%

Max Drawdown (10Y)

Largest decline over 10 years

-24.86%

-43.75%

+18.89%

Current Drawdown

Current decline from peak

-1.42%

-2.74%

+1.32%

Average Drawdown

Average peak-to-trough decline

-6.18%

-7.75%

+1.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.53%

3.27%

-1.74%

Volatility

VTHRX vs. IGUS.L - Volatility Comparison

The current volatility for Vanguard Target Retirement 2030 Fund (VTHRX) is 3.52%, while iShares S&P 500 GBP Hedged UCITS ETF (IGUS.L) has a volatility of 4.25%. This indicates that VTHRX experiences smaller price fluctuations and is considered to be less risky than IGUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTHRXIGUS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.52%

4.25%

-0.73%

Volatility (6M)

Calculated over the trailing 6-month period

7.09%

11.38%

-4.29%

Volatility (1Y)

Calculated over the trailing 1-year period

8.53%

15.15%

-6.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.43%

20.57%

-10.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.28%

21.12%

-9.84%

VTHRX vs. IGUS.L - Expense Ratio Comparison

VTHRX has a 0.08% expense ratio, which is lower than IGUS.L's 0.20% 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

VTHRX vs. IGUS.L - Dividend Comparison

VTHRX's dividend yield for the trailing twelve months is around 3.78%, while IGUS.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IGUS.L
iShares S&P 500 GBP Hedged UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTHRX
Vanguard Target Retirement 2030 Fund
3.78%4.03%3.63%2.59%2.53%17.56%2.56%2.38%2.71%0.06%2.38%3.72%

Frequently Asked Questions


VTHRX and IGUS.L have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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