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VVGM.DE vs. TIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VVGM.DE vs. TIP - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VanEck Morningstar Global Wide Moat UCITS ETF (VVGM.DE) and iShares TIPS Bond ETF (TIP). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, VVGM.DE achieves a 0.57% return, which is significantly lower than TIP's 2.97% return.


VVGM.DE

1D
0.63%
1M
1.39%
YTD
0.57%
6M
1.07%
1Y
6.85%
3Y*
10.24%
5Y*
7.42%
10Y*

TIP

1D
0.09%
1M
1.25%
YTD
2.97%
6M
2.76%
1Y
4.19%
3Y*
1.34%
5Y*
1.84%
10Y*
2.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VVGM.DE vs. TIP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
VVGM.DE
VanEck Morningstar Global Wide Moat UCITS ETF
0.57%11.67%16.13%7.09%-6.16%24.82%7.73%
TIP
iShares TIPS Bond ETF
2.97%-5.90%8.36%0.69%-6.83%13.58%-4.10%

Correlation

The correlation between VVGM.DE and TIP is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.13

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

0.06

Correlation (All Time)
Calculated using the full available price history since Jul 10, 2020

0.07

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Return for Risk

VVGM.DE vs. TIP — Risk / Return Rank

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

VVGM.DE
VVGM.DE Risk / Return Rank: 1919
Overall Rank
VVGM.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
VVGM.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
VVGM.DE Omega Ratio Rank: 1818
Omega Ratio Rank
VVGM.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
VVGM.DE Martin Ratio Rank: 2020
Martin Ratio Rank

TIP
TIP Risk / Return Rank: 5454
Overall Rank
TIP Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
TIP Sortino Ratio Rank: 5757
Sortino Ratio Rank
TIP Omega Ratio Rank: 4949
Omega Ratio Rank
TIP Calmar Ratio Rank: 6060
Calmar Ratio Rank
TIP Martin Ratio Rank: 5353
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.

VVGM.DE vs. TIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Morningstar Global Wide Moat UCITS ETF (VVGM.DE) and iShares TIPS Bond ETF (TIP). 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.


VVGM.DETIPDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.12

Omega ratioGain probability vs. loss probability

1.11

1.13

-0.02

Calmar ratioReturn relative to maximum drawdown

0.68

0.91

-0.23

Martin ratioReturn relative to average drawdown

2.16

2.63

-0.47

VVGM.DE vs. TIP - Sharpe Ratio Comparison

The current VVGM.DE Sharpe Ratio is 0.59, which is comparable to the TIP Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of VVGM.DE and TIP, 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

VVGM.DE vs. TIP - Drawdown Comparison

The maximum VVGM.DE drawdown since its inception was -17.74%, smaller than the maximum TIP drawdown of -19.43%. Use the drawdown chart below to compare losses from any high point for VVGM.DE and TIP.


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Drawdown Indicators


VVGM.DETIPDifference

Max Drawdown

Largest peak-to-trough decline

-17.74%

-19.43%

+1.69%

Max Drawdown (1Y)

Largest decline over 1 year

-10.92%

-4.60%

-6.32%

Max Drawdown (3Y)

Largest decline over 3 years

-17.74%

-11.18%

-6.56%

Max Drawdown (5Y)

Largest decline over 5 years

-17.74%

-15.15%

-2.59%

Max Drawdown (10Y)

Largest decline over 10 years

-16.28%

Current Drawdown

Current decline from peak

-4.90%

-7.82%

+2.92%

Average Drawdown

Average peak-to-trough decline

-3.80%

-6.74%

+2.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

1.59%

+1.87%

Volatility

VVGM.DE vs. TIP - Volatility Comparison

VanEck Morningstar Global Wide Moat UCITS ETF (VVGM.DE) has a higher volatility of 4.13% compared to iShares TIPS Bond ETF (TIP) at 0.75%. This indicates that VVGM.DE's price experiences larger fluctuations and is considered to be riskier than TIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VVGM.DETIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.13%

0.75%

+3.38%

Volatility (6M)

Calculated over the trailing 6-month period

10.21%

4.41%

+5.80%

Volatility (1Y)

Calculated over the trailing 1-year period

12.66%

6.05%

+6.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.62%

8.56%

+5.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.72%

8.38%

+5.34%

VVGM.DE vs. TIP - Expense Ratio Comparison

VVGM.DE has a 0.52% expense ratio, which is higher than TIP's 0.18% expense ratio.


Dividends

VVGM.DE vs. TIP - Dividend Comparison

VVGM.DE has not paid dividends to shareholders, while TIP's dividend yield for the trailing twelve months is around 3.76%.


PositionTTM20252024202320222021202020192018201720162015
TIP
iShares TIPS Bond ETF
3.76%3.46%2.52%2.73%6.96%4.28%1.17%1.75%2.71%2.07%1.48%0.34%
VVGM.DE
VanEck Morningstar Global Wide Moat 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%

Frequently Asked Questions


VVGM.DE and TIP have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TIP is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TIP is cheaper with a 0.18% expense ratio, compared with 0.52% for VVGM.DE.

VVGM.DE is categorized as Global Equities, while TIP is Inflation-Protected Bonds. VVGM.DE tracks Morningstar Global Wide Moat Focus, while TIP tracks ICE U.S. Treasury Inflation Linked Bond Index. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.52% for VVGM.DE and 0.18% for TIP.

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