EPRA.L vs. VDST.L
EPRA.L (Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR) and VDST.L (Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating) are both exchange-traded funds - EPRA.L is a REIT fund tracking the FTSE EPRA Nareit Global TR USD, while VDST.L is a Government Bonds fund tracking the Bloomberg Short Treasury Index. Both are passively managed. Over the past 5 years, EPRA.L returned 1.61%/yr vs 3.80%/yr for VDST.L. At a 0.07 correlation, their price movements are largely independent. EPRA.L charges 0.10%/yr vs 0.05%/yr for VDST.L.
Performance
EPRA.L vs. VDST.L - Performance Comparison
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Different Trading Currencies
EPRA.L is traded in GBp, while VDST.L is traded in USD. To make them comparable, the VDST.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, EPRA.L achieves a 10.11% return, which is significantly higher than VDST.L's 1.42% return.
EPRA.L
- 1D
- -0.65%
- 1M
- 0.10%
- 6M
- 8.28%
- YTD
- 10.11%
- 1Y
- 14.52%
- 3Y*
- 7.73%
- 5Y*
- 1.61%
- 10Y*
- —
VDST.L
- 1D
- -1.00%
- 1M
- -0.57%
- 6M
- 1.08%
- YTD
- 1.42%
- 1Y
- 2.79%
- 3Y*
- 3.49%
- 5Y*
- 3.80%
- 10Y*
- —
EPRA.L vs. VDST.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EPRA.L Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR | 10.11% | 3.12% | 1.31% | 4.40% | -16.02% | 27.84% | 7.76% |
VDST.L Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating | 1.42% | -3.16% | 7.08% | -0.27% | 12.98% | 0.94% | -2.24% |
Correlation
The correlation between EPRA.L and VDST.L is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Sep 2, 2020 | 0.07 |
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Return for Risk
EPRA.L vs. VDST.L — Risk / Return Rank
EPRA.L
VDST.L
EPRA.L vs. VDST.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.L) and Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating (VDST.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.
| EPRA.L | VDST.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.92 | ||
| Sortino ratioReturn per unit of downside risk | +1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.08 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.61 | 0.54 | +1.07 |
| Martin ratioReturn relative to average drawdown | 5.50 | 1.47 | +4.03 |
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Drawdowns
EPRA.L vs. VDST.L - Drawdown Comparison
The maximum EPRA.L drawdown since its inception was -35.65%, which is greater than VDST.L's maximum drawdown of -15.91%. Use the drawdown chart below to compare losses from any high point for EPRA.L and VDST.L.
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Drawdown Indicators
| EPRA.L | VDST.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.65% | -15.91% | -19.74% |
Max Drawdown (1Y)Largest decline over 1 year | -8.95% | -5.13% | -3.82% |
Max Drawdown (3Y)Largest decline over 3 years | -17.01% | -9.85% | -7.16% |
Max Drawdown (5Y)Largest decline over 5 years | -26.59% | -15.91% | -10.68% |
Current DrawdownCurrent decline from peak | -2.29% | -6.51% | +4.22% |
Average DrawdownAverage peak-to-trough decline | -11.81% | -7.56% | -4.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 1.89% | +0.74% |
Volatility
EPRA.L vs. VDST.L - Volatility Comparison
Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.L) has a higher volatility of 3.26% compared to Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating (VDST.L) at 2.02%. This indicates that EPRA.L's price experiences larger fluctuations and is considered to be riskier than VDST.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPRA.L | VDST.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.26% | 2.02% | +1.24% |
Volatility (6M)Calculated over the trailing 6-month period | 8.86% | 5.06% | +3.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.78% | 6.54% | +4.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.83% | 8.45% | +5.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.67% | 8.32% | +7.35% |
EPRA.L vs. VDST.L - Expense Ratio Comparison
EPRA.L has a 0.10% expense ratio, which is higher than VDST.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
EPRA.L vs. VDST.L - Dividend Comparison
Neither EPRA.L nor VDST.L has paid dividends to shareholders.
Frequently Asked Questions
EPRA.L and VDST.L have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VDST.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VDST.L is cheaper with a 0.05% expense ratio, compared with 0.10% for EPRA.L.
EPRA.L is categorized as REIT, while VDST.L is Government Bonds. EPRA.L tracks FTSE EPRA Nareit Global TR USD, while VDST.L tracks Bloomberg Short Treasury Index. They also come from different issuers: Amundi and Vanguard. Their fees differ too: 0.10% for EPRA.L and 0.05% for VDST.L.
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