IB01.L vs. VGSH
Compare and contrast key facts about iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) and Vanguard Short-Term Treasury ETF (VGSH).
IB01.L and VGSH are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IB01.L is a passively managed fund by iShares that tracks the performance of the Bloomberg US Government TR USD. It was launched on Feb 20, 2019. VGSH is a passively managed fund by Vanguard that tracks the performance of the Barclays U.S. 1-3 Year Government Float Adjusted Index. It was launched on Nov 19, 2009. Both IB01.L and VGSH are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IB01.L or VGSH.
Key characteristics
| IB01.L | VGSH | |
|---|---|---|
| YTD Return | 1.90% | 0.56% |
| 1Y Return | 5.27% | 2.93% |
| 3Y Return (Ann) | 2.60% | 0.07% |
| 5Y Return (Ann) | 2.03% | 1.08% |
| Sharpe Ratio | 14.96 | 1.44 |
| Daily Std Dev | 0.35% | 1.96% |
| Max Drawdown | -0.91% | -5.70% |
| Current Drawdown | 0.00% | -0.05% |
Correlation
The correlation between IB01.L and VGSH is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
IB01.L vs. VGSH - Performance Comparison
In the year-to-date period, IB01.L achieves a 1.90% return, which is significantly higher than VGSH's 0.56% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IB01.L vs. VGSH - Expense Ratio Comparison
IB01.L has a 0.07% expense ratio, which is higher than VGSH's 0.04% 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%.
Risk-Adjusted Performance
IB01.L vs. VGSH - Risk-Adjusted Performance 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 Short-Term Treasury ETF (VGSH). 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.
Dividends
IB01.L vs. VGSH - Dividend Comparison
IB01.L has not paid dividends to shareholders, while VGSH's dividend yield for the trailing twelve months is around 3.79%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IB01.L iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGSH Vanguard Short-Term Treasury ETF | 3.79% | 3.31% | 1.15% | 0.66% | 1.74% | 2.28% | 1.79% | 1.10% | 0.82% | 0.71% | 0.46% | 0.34% |
Drawdowns
IB01.L vs. VGSH - Drawdown Comparison
The maximum IB01.L drawdown since its inception was -0.91%, smaller than the maximum VGSH drawdown of -5.70%. Use the drawdown chart below to compare losses from any high point for IB01.L and VGSH. For additional features, visit the drawdowns tool.
Volatility
IB01.L vs. VGSH - Volatility Comparison
The current volatility for iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) is 0.11%, while Vanguard Short-Term Treasury ETF (VGSH) has a volatility of 0.40%. This indicates that IB01.L experiences smaller price fluctuations and is considered to be less risky than VGSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.