IBTM.L vs. VUTA.L
Compare and contrast key facts about iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IBTM.L) and Vanguard USD Treasury Bond UCITS ETF Accumulating (VUTA.L).
IBTM.L and VUTA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IBTM.L is a passively managed fund by iShares that tracks the performance of the Bloomberg US Government TR USD. It was launched on Dec 8, 2006. VUTA.L is a passively managed fund by Vanguard that tracks the performance of the Bloomberg US Government TR USD. It was launched on Feb 19, 2019. Both IBTM.L and VUTA.L 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: IBTM.L or VUTA.L.
Key characteristics
| IBTM.L | VUTA.L | |
|---|---|---|
| YTD Return | -1.43% | -0.57% |
| 1Y Return | -3.13% | -1.70% |
| 3Y Return (Ann) | -0.38% | 0.44% |
| 5Y Return (Ann) | -0.05% | -0.09% |
| Sharpe Ratio | -0.38 | -0.24 |
| Daily Std Dev | 7.76% | 6.76% |
| Max Drawdown | -25.39% | -23.40% |
| Current Drawdown | -22.44% | -20.07% |
Correlation
The correlation between IBTM.L and VUTA.L is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
IBTM.L vs. VUTA.L - Performance Comparison
In the year-to-date period, IBTM.L achieves a -1.43% return, which is significantly lower than VUTA.L's -0.57% 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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IBTM.L vs. VUTA.L - Expense Ratio Comparison
Both IBTM.L and VUTA.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
IBTM.L vs. VUTA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IBTM.L) and Vanguard USD Treasury Bond UCITS ETF Accumulating (VUTA.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.
Dividends
IBTM.L vs. VUTA.L - Dividend Comparison
IBTM.L's dividend yield for the trailing twelve months is around 3.99%, while VUTA.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBTM.L iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) | 3.99% | 3.93% | 2.34% | 1.57% | 2.13% | 3.25% | 3.07% | 2.64% | 2.40% | 3.01% | 3.44% | 3.02% |
VUTA.L Vanguard USD Treasury Bond UCITS ETF 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% |
Drawdowns
IBTM.L vs. VUTA.L - Drawdown Comparison
The maximum IBTM.L drawdown since its inception was -25.39%, which is greater than VUTA.L's maximum drawdown of -23.40%. Use the drawdown chart below to compare losses from any high point for IBTM.L and VUTA.L. For additional features, visit the drawdowns tool.
Volatility
IBTM.L vs. VUTA.L - Volatility Comparison
iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IBTM.L) has a higher volatility of 2.73% compared to Vanguard USD Treasury Bond UCITS ETF Accumulating (VUTA.L) at 2.58%. This indicates that IBTM.L's price experiences larger fluctuations and is considered to be riskier than VUTA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.