CBU7.L vs. VDTA.L
CBU7.L (iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc) and VDTA.L (Vanguard USD Treasury Bond UCITS ETF Accumulating) are both Government Bonds funds - CBU7.L tracks the ICE U.S. Treasury 3-7 Year Bond Index while VDTA.L tracks the Bloomberg Global Aggregate US Treasury Float Adjusted index. Both are passively managed. Over the past 5 years, CBU7.L returned 0.39%/yr vs -0.41%/yr for VDTA.L. Their correlation of 0.83 suggests significant overlap in exposure. CBU7.L charges 0.07%/yr vs 0.05%/yr for VDTA.L.
Performance
CBU7.L vs. VDTA.L - Performance Comparison
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Returns By Period
In the year-to-date period, CBU7.L achieves a -0.52% return, which is significantly lower than VDTA.L's -0.23% return.
CBU7.L
- 1D
- 0.19%
- 1M
- -0.13%
- YTD
- -0.52%
- 6M
- -0.10%
- 1Y
- 3.16%
- 3Y*
- 3.73%
- 5Y*
- 0.39%
- 10Y*
- 1.39%
VDTA.L
- 1D
- 0.21%
- 1M
- 0.17%
- YTD
- -0.23%
- 6M
- 0.10%
- 1Y
- 3.61%
- 3Y*
- 2.87%
- 5Y*
- -0.41%
- 10Y*
- —
CBU7.L vs. VDTA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CBU7.L iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc | -0.52% | 7.34% | 2.16% | 4.26% | -9.35% | -2.35% | 6.98% | 5.48% |
VDTA.L Vanguard USD Treasury Bond UCITS ETF Accumulating | -0.23% | 6.25% | 0.93% | 3.71% | -12.37% | -2.33% | 7.64% | 6.63% |
Correlation
The correlation between CBU7.L and VDTA.L is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Feb 22, 2019 | 0.83 |
The correlation between CBU7.L and VDTA.L has been stable across timeframes, ranging from 0.83 to 0.89 - a consistent structural relationship.
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Return for Risk
CBU7.L vs. VDTA.L — Risk / Return Rank
CBU7.L
VDTA.L
CBU7.L vs. VDTA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc (CBU7.L) and Vanguard USD Treasury Bond UCITS ETF Accumulating (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.
| CBU7.L | VDTA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.18 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.26 | 1.23 | +0.02 |
| Martin ratioReturn relative to average drawdown | 4.06 | 3.80 | +0.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CBU7.L | VDTA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 1.02 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | -0.07 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.22 | +0.36 |
Drawdowns
CBU7.L vs. VDTA.L - Drawdown Comparison
The maximum CBU7.L drawdown since its inception was -14.18%, smaller than the maximum VDTA.L drawdown of -18.82%. Use the drawdown chart below to compare losses from any high point for CBU7.L and VDTA.L.
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Drawdown Indicators
| CBU7.L | VDTA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.18% | -18.82% | +4.64% |
Max Drawdown (1Y)Largest decline over 1 year | -2.50% | -2.90% | +0.40% |
Max Drawdown (3Y)Largest decline over 3 years | -3.66% | -5.15% | +1.49% |
Max Drawdown (5Y)Largest decline over 5 years | -13.55% | -16.41% | +2.86% |
Max Drawdown (10Y)Largest decline over 10 years | -14.18% | — | — |
Current DrawdownCurrent decline from peak | -1.60% | -6.97% | +5.37% |
Average DrawdownAverage peak-to-trough decline | -3.33% | -8.11% | +4.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.77% | 0.94% | -0.17% |
Volatility
CBU7.L vs. VDTA.L - Volatility Comparison
The current volatility for iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc (CBU7.L) is 1.13%, while Vanguard USD Treasury Bond UCITS ETF Accumulating (VDTA.L) has a volatility of 1.37%. This indicates that CBU7.L experiences smaller price fluctuations and is considered to be less risky 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
| CBU7.L | VDTA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.13% | 1.37% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 2.15% | 2.55% | -0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.96% | 3.51% | -0.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.70% | 5.57% | -0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.10% | 5.35% | -1.25% |
CBU7.L vs. VDTA.L - Expense Ratio Comparison
CBU7.L has a 0.07% expense ratio, which is higher than VDTA.L's 0.05% 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
CBU7.L vs. VDTA.L - Dividend Comparison
Neither CBU7.L nor VDTA.L has paid dividends to shareholders.
Frequently Asked Questions
CBU7.L and VDTA.L have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VDTA.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VDTA.L is cheaper with a 0.05% expense ratio, compared with 0.07% for CBU7.L.
CBU7.L tracks ICE U.S. Treasury 3-7 Year Bond Index, while VDTA.L tracks Bloomberg Global Aggregate US Treasury Float Adjusted index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for CBU7.L and 0.05% for VDTA.L.
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