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CBUG.DE vs. VUTA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CBUG.DE vs. VUTA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist) (CBUG.DE) and Vanguard USD Treasury Bond UCITS ETF Accumulating (VUTA.L). The values are adjusted to include any dividend payments, if applicable.

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CBUG.DE vs. VUTA.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CBUG.DE
iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist)
3.51%6.47%13.17%11.34%-14.17%2.96%
VUTA.L
Vanguard USD Treasury Bond UCITS ETF Accumulating
1.40%-6.28%7.45%0.19%-6.94%-0.83%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, CBUG.DE achieves a 3.51% return, which is significantly higher than VUTA.L's 1.40% return.


CBUG.DE

1D
2.59%
1M
-3.83%
YTD
3.51%
6M
8.66%
1Y
18.59%
3Y*
10.57%
5Y*
10Y*

VUTA.L

1D
-0.18%
1M
-0.53%
YTD
1.40%
6M
2.15%
1Y
-3.99%
3Y*
0.54%
5Y*
0.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CBUG.DE vs. VUTA.L - Expense Ratio Comparison

CBUG.DE has a 0.10% expense ratio, which is higher than VUTA.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

CBUG.DE vs. VUTA.L — Risk / Return Rank

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

CBUG.DE
CBUG.DE Risk / Return Rank: 6161
Overall Rank
CBUG.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
CBUG.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
CBUG.DE Omega Ratio Rank: 5252
Omega Ratio Rank
CBUG.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
CBUG.DE Martin Ratio Rank: 7474
Martin Ratio Rank

VUTA.L
VUTA.L Risk / Return Rank: 1111
Overall Rank
VUTA.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
VUTA.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
VUTA.L Omega Ratio Rank: 1010
Omega Ratio Rank
VUTA.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
VUTA.L Martin Ratio Rank: 1313
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.

CBUG.DE vs. VUTA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist) (CBUG.DE) and Vanguard USD Treasury Bond UCITS ETF Accumulating (VUTA.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.


CBUG.DEVUTA.LDifference

Sharpe ratio

Return per unit of total volatility

1.04

-0.53

+1.58

Sortino ratio

Return per unit of downside risk

1.45

-0.65

+2.10

Omega ratio

Gain probability vs. loss probability

1.21

0.92

+0.29

Calmar ratio

Return relative to maximum drawdown

2.21

-0.48

+2.69

Martin ratio

Return relative to average drawdown

8.75

-0.74

+9.49

CBUG.DE vs. VUTA.L - Sharpe Ratio Comparison

The current CBUG.DE Sharpe Ratio is 1.04, which is higher than the VUTA.L Sharpe Ratio of -0.53. The chart below compares the historical Sharpe Ratios of CBUG.DE and VUTA.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


CBUG.DEVUTA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

-0.53

+1.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.11

+0.18

Correlation

The correlation between CBUG.DE and VUTA.L is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

CBUG.DE vs. VUTA.L - Dividend Comparison

Neither CBUG.DE nor VUTA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CBUG.DE vs. VUTA.L - Drawdown Comparison

The maximum CBUG.DE drawdown since its inception was -24.59%, which is greater than VUTA.L's maximum drawdown of -17.64%. Use the drawdown chart below to compare losses from any high point for CBUG.DE and VUTA.L.


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Drawdown Indicators


CBUG.DEVUTA.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.59%

-23.40%

-1.19%

Max Drawdown (1Y)

Largest decline over 1 year

-13.97%

-7.50%

-6.47%

Max Drawdown (5Y)

Largest decline over 5 years

-16.17%

Current Drawdown

Current decline from peak

-4.22%

-17.70%

+13.48%

Average Drawdown

Average peak-to-trough decline

-7.74%

-15.29%

+7.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

4.37%

-2.22%

Volatility

CBUG.DE vs. VUTA.L - Volatility Comparison

iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist) (CBUG.DE) has a higher volatility of 5.59% compared to Vanguard USD Treasury Bond UCITS ETF Accumulating (VUTA.L) at 1.87%. This indicates that CBUG.DE's price experiences larger fluctuations and is considered to be riskier than VUTA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBUG.DEVUTA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.59%

1.87%

+3.72%

Volatility (6M)

Calculated over the trailing 6-month period

10.29%

4.07%

+6.22%

Volatility (1Y)

Calculated over the trailing 1-year period

17.77%

7.48%

+10.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.82%

8.49%

+8.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.82%

8.72%

+8.10%