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IBTS.L vs. VUTA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTS.L vs. VUTA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares $ Treasury Bond 1-3yr UCITS ETF (IBTS.L) and Vanguard USD Treasury Bond UCITS ETF Accumulating (VUTA.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBTS.L achieves a 0.65% return, which is significantly higher than VUTA.L's 0.03% return.


IBTS.L

1D
0.14%
1M
1.13%
YTD
0.65%
6M
0.29%
1Y
4.47%
3Y*
1.53%
5Y*
2.95%
10Y*
2.52%

VUTA.L

1D
0.21%
1M
1.16%
YTD
0.03%
6M
-0.52%
1Y
4.50%
3Y*
0.21%
5Y*
0.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTS.L vs. VUTA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IBTS.L
iShares $ Treasury Bond 1-3yr UCITS ETF
0.65%-1.91%5.79%-1.41%7.61%0.64%-0.34%2.10%
VUTA.L
Vanguard USD Treasury Bond UCITS ETF Accumulating
0.03%-1.12%2.50%-1.89%-1.88%-1.09%3.97%5.44%

Correlation

The correlation between IBTS.L and VUTA.L is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.89

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

0.84

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

0.86

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2019

0.88

The correlation between IBTS.L and VUTA.L has been stable across timeframes, ranging from 0.84 to 0.89 - a consistent structural relationship.

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Return for Risk

IBTS.L vs. VUTA.L — Risk / Return Rank

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

IBTS.L
IBTS.L Risk / Return Rank: 2222
Overall Rank
IBTS.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
IBTS.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
IBTS.L Omega Ratio Rank: 2020
Omega Ratio Rank
IBTS.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
IBTS.L Martin Ratio Rank: 2121
Martin Ratio Rank

VUTA.L
VUTA.L Risk / Return Rank: 2121
Overall Rank
VUTA.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
VUTA.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
VUTA.L Omega Ratio Rank: 2121
Omega Ratio Rank
VUTA.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
VUTA.L Martin Ratio Rank: 1919
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.

IBTS.L vs. VUTA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Treasury Bond 1-3yr UCITS ETF (IBTS.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.


IBTS.LVUTA.LDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.13

1.13

0.00

Calmar ratioReturn relative to maximum drawdown

0.99

0.86

+0.13

Martin ratioReturn relative to average drawdown

2.51

2.08

+0.43

IBTS.L vs. VUTA.L - Sharpe Ratio Comparison

The current IBTS.L Sharpe Ratio is 0.73, which is comparable to the VUTA.L Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of IBTS.L and VUTA.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


IBTS.LVUTA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

0.75

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.08

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.08

+0.27

Drawdowns

IBTS.L vs. VUTA.L - Drawdown Comparison

The maximum IBTS.L drawdown since its inception was -19.02%, smaller than the maximum VUTA.L drawdown of -23.40%. Use the drawdown chart below to compare losses from any high point for IBTS.L and VUTA.L.


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Drawdown Indicators


IBTS.LVUTA.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.02%

-23.40%

+4.38%

Max Drawdown (1Y)

Largest decline over 1 year

-4.51%

-5.21%

+0.70%

Max Drawdown (3Y)

Largest decline over 3 years

-8.89%

-8.20%

-0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-16.28%

-16.17%

-0.11%

Max Drawdown (10Y)

Largest decline over 10 years

-19.02%

Current Drawdown

Current decline from peak

-7.51%

-18.49%

+10.98%

Average Drawdown

Average peak-to-trough decline

-7.93%

-15.38%

+7.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

2.16%

-0.38%

Volatility

IBTS.L vs. VUTA.L - Volatility Comparison

iShares $ Treasury Bond 1-3yr UCITS ETF (IBTS.L) has a higher volatility of 1.67% compared to Vanguard USD Treasury Bond UCITS ETF Accumulating (VUTA.L) at 1.39%. This indicates that IBTS.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.


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Volatility by Period


IBTS.LVUTA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.67%

1.39%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

4.49%

4.40%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

6.09%

5.98%

+0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.09%

8.70%

-0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.24%

9.39%

-0.15%

IBTS.L vs. VUTA.L - Expense Ratio Comparison

IBTS.L has a 0.07% expense ratio, which is higher than VUTA.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

IBTS.L vs. VUTA.L - Dividend Comparison

IBTS.L's dividend yield for the trailing twelve months is around 3.99%, while VUTA.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IBTS.L
iShares $ Treasury Bond 1-3yr UCITS ETF
3.99%4.22%4.12%3.08%0.75%0.61%1.84%2.39%1.49%1.01%0.67%0.49%
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%

Frequently Asked Questions


IBTS.L and VUTA.L have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VUTA.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUTA.L is cheaper with a 0.05% expense ratio, compared with 0.07% for IBTS.L.

IBTS.L tracks ICE U.S. Treasury 1-3 Year Bond Index, while VUTA.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 IBTS.L and 0.05% for VUTA.L.

Portfolio Optimizer

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