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IBTU.L vs. VHYD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTU.L vs. VHYD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBTU.L) and Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VHYD.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, IBTU.L achieves a 1.35% return, which is significantly lower than VHYD.L's 9.52% return.


IBTU.L

1D
0.00%
1M
0.20%
YTD
1.35%
6M
1.76%
1Y
3.93%
3Y*
4.69%
5Y*
3.38%
10Y*

VHYD.L

1D
-0.43%
1M
0.39%
YTD
9.52%
6M
12.15%
1Y
24.58%
3Y*
17.96%
5Y*
10.19%
10Y*
9.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTU.L vs. VHYD.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IBTU.L
iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist)
1.35%4.33%5.31%4.92%1.05%0.10%0.88%2.02%
VHYD.L
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing
9.52%27.03%9.32%11.43%-5.45%17.84%-0.31%11.81%

Correlation

The correlation between IBTU.L and VHYD.L is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.00

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

0.02

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

0.03

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2019

0.02

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Return for Risk

IBTU.L vs. VHYD.L — Risk / Return Rank

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

IBTU.L
IBTU.L Risk / Return Rank: 9898
Overall Rank
IBTU.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
IBTU.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
IBTU.L Omega Ratio Rank: 9999
Omega Ratio Rank
IBTU.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
IBTU.L Martin Ratio Rank: 9999
Martin Ratio Rank

VHYD.L
VHYD.L Risk / Return Rank: 7777
Overall Rank
VHYD.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VHYD.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
VHYD.L Omega Ratio Rank: 8080
Omega Ratio Rank
VHYD.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
VHYD.L Martin Ratio Rank: 7070
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.

IBTU.L vs. VHYD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBTU.L) and Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VHYD.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.


IBTU.LVHYD.LDifference
Sharpe ratioReturn per unit of total volatility

+1.10

Sortino ratioReturn per unit of downside risk

+3.79

Omega ratioGain probability vs. loss probability

3.47

1.42

+2.05

Calmar ratioReturn relative to maximum drawdown

19.33

3.16

+16.17

Martin ratioReturn relative to average drawdown

83.95

11.40

+72.55

IBTU.L vs. VHYD.L - Sharpe Ratio Comparison

The current IBTU.L Sharpe Ratio is 3.41, which is higher than the VHYD.L Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of IBTU.L and VHYD.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


IBTU.LVHYD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.41

2.30

+1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

3.34

0.75

+2.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

2.86

0.54

+2.32

Drawdowns

IBTU.L vs. VHYD.L - Drawdown Comparison

The maximum IBTU.L drawdown since its inception was -0.72%, smaller than the maximum VHYD.L drawdown of -36.60%. Use the drawdown chart below to compare losses from any high point for IBTU.L and VHYD.L.


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Drawdown Indicators


IBTU.LVHYD.LDifference

Max Drawdown

Largest peak-to-trough decline

-0.72%

-36.60%

+35.88%

Max Drawdown (1Y)

Largest decline over 1 year

-0.20%

-7.74%

+7.54%

Max Drawdown (3Y)

Largest decline over 3 years

-0.20%

-12.48%

+12.28%

Max Drawdown (5Y)

Largest decline over 5 years

-0.40%

-20.89%

+20.49%

Max Drawdown (10Y)

Largest decline over 10 years

-36.60%

Current Drawdown

Current decline from peak

0.00%

-1.62%

+1.62%

Average Drawdown

Average peak-to-trough decline

-0.06%

-5.32%

+5.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.05%

2.15%

-2.10%

Volatility

IBTU.L vs. VHYD.L - Volatility Comparison

The current volatility for iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBTU.L) is 0.35%, while Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VHYD.L) has a volatility of 2.67%. This indicates that IBTU.L experiences smaller price fluctuations and is considered to be less risky than VHYD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBTU.LVHYD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.35%

2.67%

-2.32%

Volatility (6M)

Calculated over the trailing 6-month period

0.82%

8.53%

-7.71%

Volatility (1Y)

Calculated over the trailing 1-year period

1.15%

10.62%

-9.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.01%

13.65%

-12.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.95%

15.39%

-14.44%

IBTU.L vs. VHYD.L - Expense Ratio Comparison

IBTU.L has a 0.07% expense ratio, which is lower than VHYD.L's 0.29% expense ratio.


Dividends

IBTU.L vs. VHYD.L - Dividend Comparison

IBTU.L's dividend yield for the trailing twelve months is around 4.07%, more than VHYD.L's 2.52% yield.


PositionTTM20252024202320222021202020192018201720162015
IBTU.L
iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist)
4.07%4.43%6.82%3.99%0.44%0.10%1.28%1.21%0.00%0.00%0.00%0.00%
VHYD.L
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing
2.52%2.77%3.15%3.31%3.72%3.14%2.90%3.23%3.77%2.96%3.16%3.32%

Frequently Asked Questions


IBTU.L and VHYD.L have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBTU.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBTU.L is cheaper with a 0.07% expense ratio, compared with 0.29% for VHYD.L.

IBTU.L is categorized as Government Bonds, while VHYD.L is Global Equities. IBTU.L tracks ICE U.S. Treasury Short Bond Index, while VHYD.L tracks FTSE All-World High Dividend Yield Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for IBTU.L and 0.29% for VHYD.L.

Portfolio Optimizer

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