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Vanguard USD Treasury Bond UCITS ETF Distributing (VGTY.DE) Sharpe Ratio: 1.05

ETF · Currency in EUR · Last updated Jun 26, 2026

VGTY.DE is a passive ETF by Vanguard tracking the investment results of the Bloomberg Global Aggregate US Treasury Float Adjusted Index. VGTY.DE launched on Feb 24, 2016 and has a 0.05% expense ratio.

VGTY.DE's Sharpe Ratio of 1.05 indicates that for each unit of volatility, it generates 1.05 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 26, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

VGTY.DE Sharpe Ratio Rank

VGTY.DE Sharpe Ratio Rank: 31.231
Below Average

VGTY.DE ranks above 31.2% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

VGTY.DE Sharpe Ratio Market Positioning

The chart shows VGTY.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.11
  • Green zone (top 25%): 2.11 or higher
  • Top 1%: 6.91+
  • Median: 1.56 — half of all investments score higher

How it compares to other similar ETFs

The table compares Vanguard USD Treasury Bond UCITS ETF Distributing's Sharpe Ratio with other ETFs in the Government Bonds category across multiple time periods, showing how VGTY.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 26, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
XT01.DEXtrackers US Treasuries Ultrashort Bond UCITS ETF 1C1.06
VAGT.DEVanguard USD Treasury Bond UCITS ETF Accumulating1.06
SXRL.DEiShares USD Treasury Bond 3-7yr UCITS ETF (Acc)1.06
VGTY.DEVanguard USD Treasury Bond UCITS ETF Distributing1.05
XUTD.DEXtrackers II US Treasuries UCITS ETF 1D1.05
PR1T.DEAmundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C)1.05
IUSM.DEiShares USD Treasury Bond 7-10yr UCITS ETF (Dist)1.04
36BD.DEiShares USD Development Bank Bonds UCITS ETF USD Acc1.04
BBTR.DEJPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc)1.04
PRAS.DEAmundi Prime US Treasury UCITS ETF1.04

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows VGTY.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when VGTY.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does VGTY.DE fit in your portfolio?

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