IB01.L vs. VDTA.L
IB01.L (iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)) and VDTA.L (Vanguard USD Treasury Bond UCITS ETF Accumulating) are both Government Bonds funds - IB01.L tracks the ICE U.S. Treasury Short Bond Index while VDTA.L tracks the Bloomberg Global Aggregate US Treasury Float Adjusted index. Both are passively managed. Over the past 5 years, IB01.L returned 3.39%/yr vs -0.41%/yr for VDTA.L. At a 0.18 correlation, their price movements are largely independent. IB01.L charges 0.07%/yr vs 0.05%/yr for VDTA.L.
Performance
IB01.L vs. VDTA.L - Performance Comparison
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Returns By Period
In the year-to-date period, IB01.L achieves a 1.45% return, which is significantly higher than VDTA.L's -0.23% return.
IB01.L
- 1D
- 0.03%
- 1M
- 0.28%
- YTD
- 1.45%
- 6M
- 1.75%
- 1Y
- 3.98%
- 3Y*
- 4.73%
- 5Y*
- 3.39%
- 10Y*
- —
VDTA.L
- 1D
- 0.21%
- 1M
- 0.17%
- YTD
- -0.23%
- 6M
- 0.10%
- 1Y
- 3.61%
- 3Y*
- 2.87%
- 5Y*
- -0.41%
- 10Y*
- —
IB01.L vs. VDTA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IB01.L iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) | 1.45% | 4.34% | 5.25% | 4.92% | 1.08% | 0.00% | 0.88% | 2.01% |
VDTA.L Vanguard USD Treasury Bond UCITS ETF Accumulating | -0.23% | 6.25% | 0.93% | 3.71% | -12.37% | -2.33% | 7.64% | 6.38% |
Correlation
The correlation between IB01.L and VDTA.L is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2019 | 0.18 |
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Return for Risk
IB01.L vs. VDTA.L — Risk / Return Rank
IB01.L
VDTA.L
IB01.L vs. VDTA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.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.
| IB01.L | VDTA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +10.92 | ||
| Sortino ratioReturn per unit of downside risk | +35.45 | ||
| Omega ratioGain probability vs. loss probability | 8.02 | 1.18 | +6.84 |
| Calmar ratioReturn relative to maximum drawdown | 115.45 | 1.23 | +114.22 |
| Martin ratioReturn relative to average drawdown | 569.86 | 3.80 | +566.06 |
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
| IB01.L | VDTA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 11.94 | 1.02 | +10.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 9.24 | -0.07 | +9.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 3.79 | 0.22 | +3.57 |
Drawdowns
IB01.L vs. VDTA.L - Drawdown Comparison
The maximum IB01.L drawdown since its inception was -0.91%, smaller than the maximum VDTA.L drawdown of -18.82%. Use the drawdown chart below to compare losses from any high point for IB01.L and VDTA.L.
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Drawdown Indicators
| IB01.L | VDTA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.91% | -18.82% | +17.91% |
Max Drawdown (1Y)Largest decline over 1 year | -0.03% | -2.90% | +2.87% |
Max Drawdown (3Y)Largest decline over 3 years | -0.09% | -5.15% | +5.06% |
Max Drawdown (5Y)Largest decline over 5 years | -0.29% | -16.41% | +16.12% |
Current DrawdownCurrent decline from peak | 0.00% | -6.97% | +6.97% |
Average DrawdownAverage peak-to-trough decline | -0.08% | -8.11% | +8.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.01% | 0.94% | -0.93% |
Volatility
IB01.L vs. VDTA.L - Volatility Comparison
The current volatility for iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) is 0.10%, while Vanguard USD Treasury Bond UCITS ETF Accumulating (VDTA.L) has a volatility of 1.37%. This indicates that IB01.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
| IB01.L | VDTA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.10% | 1.37% | -1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 0.24% | 2.55% | -2.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.33% | 3.51% | -3.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.37% | 5.57% | -5.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.72% | 5.35% | -4.63% |
IB01.L vs. VDTA.L - Expense Ratio Comparison
IB01.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
IB01.L vs. VDTA.L - Dividend Comparison
Neither IB01.L nor VDTA.L has paid dividends to shareholders.
Frequently Asked Questions
IB01.L and VDTA.L have a correlation of 0.22, 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 IB01.L.
IB01.L tracks ICE U.S. Treasury Short 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 IB01.L and 0.05% for VDTA.L.
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