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CBU0.DE vs. VDTA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CBU0.DE vs. VDTA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core GBP Corporate Bond UCITS ETF (EUR Hedged) Acc (CBU0.DE) and Vanguard USD Treasury Bond UCITS ETF USD Accumulation (VDTA.L). The values are adjusted to include any dividend payments, if applicable.

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CBU0.DE vs. VDTA.L - Yearly Performance Comparison


2026 (YTD)202520242023
CBU0.DE
iShares Core GBP Corporate Bond UCITS ETF (EUR Hedged) Acc
-2.48%4.58%-0.25%5.06%
VDTA.L
Vanguard USD Treasury Bond UCITS ETF USD Accumulation
1.30%-6.36%7.60%-2.34%
Different Trading Currencies

CBU0.DE is traded in EUR, while VDTA.L is traded in USD. To make them comparable, the VDTA.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, CBU0.DE achieves a -2.48% return, which is significantly lower than VDTA.L's 1.30% return.


CBU0.DE

1D
0.27%
1M
-3.60%
YTD
-2.48%
6M
-0.43%
1Y
2.33%
3Y*
2.38%
5Y*
10Y*

VDTA.L

1D
-0.84%
1M
0.51%
YTD
1.30%
6M
2.23%
1Y
-3.46%
3Y*
0.44%
5Y*
0.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CBU0.DE vs. VDTA.L - Expense Ratio Comparison

CBU0.DE has a 0.25% expense ratio, which is higher than VDTA.L's 0.07% 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%.


Return for Risk

CBU0.DE vs. VDTA.L — Risk / Return Rank

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

CBU0.DE
CBU0.DE Risk / Return Rank: 2424
Overall Rank
CBU0.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
CBU0.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
CBU0.DE Omega Ratio Rank: 2323
Omega Ratio Rank
CBU0.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
CBU0.DE Martin Ratio Rank: 2626
Martin Ratio Rank

VDTA.L
VDTA.L Risk / Return Rank: 3636
Overall Rank
VDTA.L Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VDTA.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
VDTA.L Omega Ratio Rank: 3535
Omega Ratio Rank
VDTA.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
VDTA.L Martin Ratio Rank: 2828
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.

CBU0.DE vs. VDTA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core GBP Corporate Bond UCITS ETF (EUR Hedged) Acc (CBU0.DE) and Vanguard USD Treasury Bond UCITS ETF USD Accumulation (VDTA.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.


CBU0.DEVDTA.LDifference

Sharpe ratio

Return per unit of total volatility

0.44

-0.44

+0.87

Sortino ratio

Return per unit of downside risk

0.61

-0.53

+1.14

Omega ratio

Gain probability vs. loss probability

1.09

0.93

+0.16

Calmar ratio

Return relative to maximum drawdown

0.50

-0.43

+0.93

Martin ratio

Return relative to average drawdown

2.01

-0.64

+2.65

CBU0.DE vs. VDTA.L - Sharpe Ratio Comparison

The current CBU0.DE Sharpe Ratio is 0.44, which is higher than the VDTA.L Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of CBU0.DE and VDTA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CBU0.DEVDTA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

-0.44

+0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.11

+0.28

Correlation

The correlation between CBU0.DE and VDTA.L is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CBU0.DE vs. VDTA.L - Dividend Comparison

Neither CBU0.DE nor VDTA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CBU0.DE vs. VDTA.L - Drawdown Comparison

The maximum CBU0.DE drawdown since its inception was -6.02%, smaller than the maximum VDTA.L drawdown of -17.66%. Use the drawdown chart below to compare losses from any high point for CBU0.DE and VDTA.L.


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Drawdown Indicators


CBU0.DEVDTA.LDifference

Max Drawdown

Largest peak-to-trough decline

-6.02%

-18.82%

+12.80%

Max Drawdown (1Y)

Largest decline over 1 year

-4.20%

-3.28%

-0.92%

Max Drawdown (5Y)

Largest decline over 5 years

-16.41%

Current Drawdown

Current decline from peak

-3.60%

-7.02%

+3.42%

Average Drawdown

Average peak-to-trough decline

-1.59%

-8.13%

+6.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

1.28%

-0.23%

Volatility

CBU0.DE vs. VDTA.L - Volatility Comparison

iShares Core GBP Corporate Bond UCITS ETF (EUR Hedged) Acc (CBU0.DE) has a higher volatility of 2.68% compared to Vanguard USD Treasury Bond UCITS ETF USD Accumulation (VDTA.L) at 2.35%. This indicates that CBU0.DE's price experiences larger fluctuations and is considered to be riskier than VDTA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBU0.DEVDTA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.68%

2.35%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

3.45%

4.41%

-0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

5.33%

7.87%

-2.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.69%

8.41%

-2.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.69%

8.26%

-2.57%