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VWCE.DE vs. IBGS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VWCE.DE vs. IBGS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE All-World UCITS ETF (VWCE.DE) and iShares Euro Government Bond 1-3yr UCITS ETF (Dist) (IBGS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VWCE.DE is traded in EUR, while IBGS.L is traded in GBP. To make them comparable, the IBGS.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, VWCE.DE achieves a 11.72% return, which is significantly higher than IBGS.L's 0.09% return.


VWCE.DE

1D
1.82%
1M
2.09%
YTD
11.72%
6M
13.39%
1Y
25.76%
3Y*
17.02%
5Y*
11.89%
10Y*

IBGS.L

1D
-0.08%
1M
0.26%
YTD
0.09%
6M
0.33%
1Y
0.87%
3Y*
2.71%
5Y*
0.82%
10Y*
0.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWCE.DE vs. IBGS.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VWCE.DE
Vanguard FTSE All-World UCITS ETF
11.72%9.16%24.41%18.18%-13.47%28.62%5.36%7.08%
IBGS.L
iShares Euro Government Bond 1-3yr UCITS ETF (Dist)
0.09%2.14%3.07%3.64%-4.21%-1.21%-0.34%0.36%

Correlation

The correlation between VWCE.DE and IBGS.L is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.07

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

0.02

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

-0.02

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2019

-0.05

The correlation between VWCE.DE and IBGS.L shifts across timeframes, from -0.05 (all time) to 0.07 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VWCE.DE vs. IBGS.L — Risk / Return Rank

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

VWCE.DE
VWCE.DE Risk / Return Rank: 8282
Overall Rank
VWCE.DE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VWCE.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
VWCE.DE Omega Ratio Rank: 8080
Omega Ratio Rank
VWCE.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
VWCE.DE Martin Ratio Rank: 8787
Martin Ratio Rank

IBGS.L
IBGS.L Risk / Return Rank: 1919
Overall Rank
IBGS.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
IBGS.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
IBGS.L Omega Ratio Rank: 1717
Omega Ratio Rank
IBGS.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
IBGS.L Martin Ratio Rank: 1919
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.

VWCE.DE vs. IBGS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF (VWCE.DE) and iShares Euro Government Bond 1-3yr UCITS ETF (Dist) (IBGS.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.


VWCE.DEIBGS.LDifference
Sharpe ratioReturn per unit of total volatility

+1.85

Sortino ratioReturn per unit of downside risk

+2.55

Omega ratioGain probability vs. loss probability

1.41

1.06

+0.35

Calmar ratioReturn relative to maximum drawdown

3.92

0.65

+3.27

Martin ratioReturn relative to average drawdown

16.07

1.90

+14.17

VWCE.DE vs. IBGS.L - Sharpe Ratio Comparison

The current VWCE.DE Sharpe Ratio is 2.21, which is higher than the IBGS.L Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of VWCE.DE and IBGS.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

VWCE.DE vs. IBGS.L - Drawdown Comparison

The maximum VWCE.DE drawdown since its inception was -33.43%, smaller than the maximum IBGS.L drawdown of -99.29%. Use the drawdown chart below to compare losses from any high point for VWCE.DE and IBGS.L.


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Drawdown Indicators


VWCE.DEIBGS.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.43%

-99.29%

+65.86%

Max Drawdown (1Y)

Largest decline over 1 year

-6.55%

-1.33%

-5.22%

Max Drawdown (3Y)

Largest decline over 3 years

-21.07%

-1.56%

-19.51%

Max Drawdown (5Y)

Largest decline over 5 years

-21.07%

-5.71%

-15.36%

Max Drawdown (10Y)

Largest decline over 10 years

-7.27%

Current Drawdown

Current decline from peak

-1.47%

-99.08%

+97.61%

Average Drawdown

Average peak-to-trough decline

-4.68%

-97.00%

+92.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

0.45%

+1.15%

Volatility

VWCE.DE vs. IBGS.L - Volatility Comparison

Vanguard FTSE All-World UCITS ETF (VWCE.DE) has a higher volatility of 3.40% compared to iShares Euro Government Bond 1-3yr UCITS ETF (Dist) (IBGS.L) at 0.89%. This indicates that VWCE.DE's price experiences larger fluctuations and is considered to be riskier than IBGS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWCE.DEIBGS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.40%

0.89%

+2.51%

Volatility (6M)

Calculated over the trailing 6-month period

8.51%

1.85%

+6.66%

Volatility (1Y)

Calculated over the trailing 1-year period

11.63%

2.39%

+9.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.79%

3.35%

+10.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.16%

4.03%

+12.13%

VWCE.DE vs. IBGS.L - Expense Ratio Comparison

VWCE.DE has a 0.19% expense ratio, which is higher than IBGS.L's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VWCE.DE vs. IBGS.L - Dividend Comparison

VWCE.DE has not paid dividends to shareholders, while IBGS.L's dividend yield for the trailing twelve months is around 2.18%.


PositionTTM20252024202320222021202020192018201720162015
IBGS.L
iShares Euro Government Bond 1-3yr UCITS ETF (Dist)
2.18%2.39%2.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.04%0.28%
VWCE.DE
Vanguard FTSE All-World 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


VWCE.DE and IBGS.L have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

IBGS.L is cheaper with a 0.15% expense ratio, compared with 0.19% for VWCE.DE.

VWCE.DE is categorized as Global Equities, while IBGS.L is European Government Bonds. VWCE.DE tracks FTSE All-World Index, while IBGS.L tracks Bloomberg Euro Agg Govt 1-3 Yr TR EUR. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.19% for VWCE.DE and 0.15% for IBGS.L.

Portfolio Optimizer

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