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IBTL.L vs. VDST.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTL.L vs. VDST.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IBTL.L) and Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating (VDST.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IBTL.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, IBTL.L achieves a -1.02% return, which is significantly lower than VDST.L's 1.79% return.


IBTL.L

1D
-0.23%
1M
1.40%
YTD
-1.02%
6M
-2.44%
1Y
5.37%
3Y*
-4.19%
5Y*
-5.14%
10Y*
-0.81%

VDST.L

1D
0.28%
1M
1.40%
YTD
1.79%
6M
1.20%
1Y
4.66%
3Y*
2.11%
5Y*
4.38%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTL.L vs. VDST.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IBTL.L
iShares USD Treasury Bond 20+yr UCITS ETF (Dist)
-1.02%-2.80%-5.50%-3.62%-22.17%-3.32%-8.04%
VDST.L
Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating
1.79%-3.17%7.08%-0.26%12.57%0.13%-5.17%

Correlation

The correlation between IBTL.L and VDST.L is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.25

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2020

0.21

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Return for Risk

IBTL.L vs. VDST.L — Risk / Return Rank

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

IBTL.L
IBTL.L Risk / Return Rank: 1717
Overall Rank
IBTL.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
IBTL.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
IBTL.L Omega Ratio Rank: 1616
Omega Ratio Rank
IBTL.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
IBTL.L Martin Ratio Rank: 1616
Martin Ratio Rank

VDST.L
VDST.L Risk / Return Rank: 9999
Overall Rank
VDST.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
VDST.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
VDST.L Omega Ratio Rank: 9999
Omega Ratio Rank
VDST.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
VDST.L Martin Ratio Rank: 9999
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.

IBTL.L vs. VDST.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IBTL.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.


IBTL.LVDST.LDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.10

1.12

-0.03

Calmar ratioReturn relative to maximum drawdown

0.65

0.90

-0.26

Martin ratioReturn relative to average drawdown

1.41

2.45

-1.04

IBTL.L vs. VDST.L - Sharpe Ratio Comparison

The current IBTL.L Sharpe Ratio is 0.56, which is comparable to the VDST.L Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of IBTL.L and VDST.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IBTL.LVDST.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

0.71

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.33

0.55

-0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.03

0.29

-0.31

Drawdowns

IBTL.L vs. VDST.L - Drawdown Comparison

The maximum IBTL.L drawdown since its inception was -48.85%, 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 IBTL.L and VDST.L.


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Drawdown Indicators


IBTL.LVDST.LDifference

Max Drawdown

Largest peak-to-trough decline

-48.85%

-15.91%

-32.94%

Max Drawdown (1Y)

Largest decline over 1 year

-8.25%

-5.14%

-3.11%

Max Drawdown (3Y)

Largest decline over 3 years

-17.70%

-9.86%

-7.84%

Max Drawdown (5Y)

Largest decline over 5 years

-39.35%

-15.91%

-23.44%

Max Drawdown (10Y)

Largest decline over 10 years

-48.85%

Current Drawdown

Current decline from peak

-45.46%

-6.18%

-39.28%

Average Drawdown

Average peak-to-trough decline

-23.74%

-7.99%

-15.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.80%

1.90%

+1.90%

Volatility

IBTL.L vs. VDST.L - Volatility Comparison

iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IBTL.L) has a higher volatility of 2.42% compared to Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating (VDST.L) at 1.82%. This indicates that IBTL.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


IBTL.LVDST.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.42%

1.82%

+0.60%

Volatility (6M)

Calculated over the trailing 6-month period

6.55%

4.95%

+1.60%

Volatility (1Y)

Calculated over the trailing 1-year period

9.53%

6.55%

+2.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.48%

8.88%

+6.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.54%

8.94%

+7.60%

IBTL.L vs. VDST.L - Expense Ratio Comparison

IBTL.L has a 0.07% 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

IBTL.L vs. VDST.L - Dividend Comparison

IBTL.L's dividend yield for the trailing twelve months is around 4.36%, while VDST.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IBTL.L
iShares USD Treasury Bond 20+yr UCITS ETF (Dist)
4.36%4.32%4.59%3.78%2.96%1.72%1.86%2.54%2.75%2.66%2.44%2.07%
VDST.L
Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IBTL.L and VDST.L have a correlation of 0.25, 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 0.07% for IBTL.L.

IBTL.L tracks ICE U.S. Treasury 20+ Year Bond Index, while VDST.L tracks Bloomberg Short Treasury Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for IBTL.L and 0.05% for VDST.L.

Portfolio Optimizer

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