FTDS vs. VBIL

Last updated Jun 23, 2026

FTDS (First Trust Dividend Strength ETF) and VBIL (Vanguard 0-3 Month Treasury Bill ETF) are both exchange-traded funds - FTDS is a Mid Cap Blend Equities fund tracking the Dividend Strength Index, while VBIL is a Ultrashort Bond fund tracking the Bloomberg US Treasury Bills 0-3 Months Index. Both are passively managed. Over the past year, FTDS returned 18.57% vs 3.91% for VBIL. At a correlation of -0.05, they often move in opposite directions. FTDS charges 0.70%/yr vs 0.07%/yr for VBIL.

Performance

FTDS vs. VBIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Dividend Strength ETF (FTDS) and Vanguard 0-3 Month Treasury Bill ETF (VBIL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FTDS achieves a 6.18% return, which is significantly higher than VBIL's 1.71% return.

FTDS

• 1D: 0.40%
• 1M: -1.13%
• YTD: 6.18%
• 6M: 4.93%
• 1Y: 18.57%
• 3Y*: 15.76%
• 5Y*: 6.66%
• 10Y*: 10.96%

VBIL

• 1D: 0.01%
• 1M: 0.30%
• YTD: 1.71%
• 6M: 1.81%
• 1Y: 3.91%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FTDS vs. VBIL - Yearly Performance Comparison

	2026 (YTD)	2025
FTDS First Trust Dividend Strength ETF	6.18%	10.97%
VBIL Vanguard 0-3 Month Treasury Bill ETF	1.71%	3.73%

Correlation

The correlation between FTDS and VBIL is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.09
Correlation (All Time) Calculated using the full available price history since Feb 11, 2025	-0.05

Return for Risk

FTDS vs. VBIL — Risk / Return Rank

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

FTDS

FTDS Risk / Return Rank: 46
FTDS Sharpe Ratio Rank: 42
FTDS Sortino Ratio Rank: 44
FTDS Omega Ratio Rank: 40
FTDS Calmar Ratio Rank: 59
FTDS Martin Ratio Rank: 45

VBIL

VBIL Risk / Return Rank: 100
VBIL Sharpe Ratio Rank: 100
VBIL Sortino Ratio Rank: 100
VBIL Omega Ratio Rank: 100
VBIL Calmar Ratio Rank: 100
VBIL Martin Ratio Rank: 100

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.

FTDS vs. VBIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Dividend Strength ETF (FTDS) and Vanguard 0-3 Month Treasury Bill ETF (VBIL). 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.

	FTDS	VBIL	Difference
Sharpe ratio: Return per unit of total volatility	1.43	18.07	-16.64
Sortino ratio: Return per unit of downside risk	2.16	111.81	-109.65
Omega ratio: Gain probability vs. loss probability	1.25	39.66	-38.40
Calmar ratio: Return relative to maximum drawdown	2.84	296.41	-293.57
Martin ratio: Return relative to average drawdown	7.28	1,960.46	-1,953.19

FTDS vs. VBIL - Sharpe Ratio Comparison

The current FTDS Sharpe Ratio is 1.43, which is lower than the VBIL Sharpe Ratio of 18.07. The chart below compares the historical Sharpe Ratios of FTDS and VBIL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FTDS vs. VBIL - Drawdown Comparison

The maximum FTDS drawdown since its inception was -56.53%, which is greater than VBIL's maximum drawdown of -0.09%. Use the drawdown chart below to compare losses from any high point for FTDS and VBIL.

Drawdown Indicators

	FTDS	VBIL	Difference
Max Drawdown Largest peak-to-trough decline	-56.53%	-0.09%	-56.44%
Max Drawdown (1Y) Largest decline over 1 year	-6.57%	-0.01%	-6.56%
Max Drawdown (3Y) Largest decline over 3 years	-18.04%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-23.35%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-42.47%	—	—
Current Drawdown Current decline from peak	-4.79%	0.00%	-4.79%
Average Drawdown Average peak-to-trough decline	-9.85%	-0.00%	-9.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.56%	0.00%	+2.56%

Volatility

FTDS vs. VBIL - Volatility Comparison

First Trust Dividend Strength ETF (FTDS) has a higher volatility of 3.03% compared to Vanguard 0-3 Month Treasury Bill ETF (VBIL) at 0.05%. This indicates that FTDS's price experiences larger fluctuations and is considered to be riskier than VBIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FTDS	VBIL	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.03%	0.05%	+2.98%
Volatility (6M) Calculated over the trailing 6-month period	8.66%	0.16%	+8.50%
Volatility (1Y) Calculated over the trailing 1-year period	13.03%	0.22%	+12.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.63%	0.30%	+17.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.15%	0.30%	+19.85%

FTDS vs. VBIL - Expense Ratio Comparison

FTDS has a 0.70% expense ratio, which is higher than VBIL's 0.07% expense ratio.

Dividends

FTDS vs. VBIL - Dividend Comparison

FTDS's dividend yield for the trailing twelve months is around 1.66%, less than VBIL's 3.65% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FTDS First Trust Dividend Strength ETF	1.66%	1.59%	2.05%	2.15%	2.31%	0.72%	0.99%	1.13%	1.14%	0.79%	1.24%	0.95%
VBIL Vanguard 0-3 Month Treasury Bill ETF	3.65%	3.12%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FTDS and VBIL in my portfolio?

FTDS and VBIL have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FTDS or VBIL?

FTDS has higher volatility (3.03%) compared to VBIL (0.05%). In terms of maximum drawdown, FTDS dropped -56.53% vs VBIL's -0.09%.

Which ETF is better, FTDS or VBIL?

On 1-year performance, FTDS leads with 18.57% vs 3.91% for VBIL. On fees, VBIL is cheaper at 0.07% per year. On volatility, VBIL has been the lower-risk option at 0.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FTDS or VBIL?

Over the 1-year period, FTDS has performed better with a 18.57% return vs 3.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FTDS or VBIL?

VBIL is cheaper with a 0.07% expense ratio, compared with 0.70% for FTDS.

Which ETF pays a higher dividend yield, FTDS or VBIL?

VBIL has the higher dividend yield at 3.65%, compared with 1.66% for FTDS.

What is the main difference between FTDS and VBIL?

FTDS is categorized as Mid Cap Blend Equities, while VBIL is Ultrashort Bond. FTDS tracks Dividend Strength Index, while VBIL tracks Bloomberg US Treasury Bills 0-3 Months Index. They also come from different issuers: First Trust and Vanguard. Their fees differ too: 0.70% for FTDS and 0.07% for VBIL.

Which has better risk-adjusted returns?

VBIL currently has the higher Sharpe Ratio (18.07 vs 1.43), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.