IDBT.L vs. VDTA.L
IDBT.L (iShares $ Treasury Bond 1-3yr UCITS ETF) and VDTA.L (Vanguard USD Treasury Bond UCITS ETF Accumulating) are both Government Bonds funds - IDBT.L tracks the iShares $ Treasury Bond 1-3yr UCITS ETF while VDTA.L tracks the Bloomberg Global Aggregate US Treasury Float Adjusted index. Both are passively managed. Over the past 5 years, IDBT.L returned 1.93%/yr vs -0.70%/yr for VDTA.L. A 0.69 correlation means they provide meaningful diversification when combined. IDBT.L charges 0.07%/yr vs 0.05%/yr for VDTA.L.
Performance
IDBT.L vs. VDTA.L - Performance Comparison
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Returns By Period
In the year-to-date period, IDBT.L achieves a 0.76% return, which is significantly higher than VDTA.L's -0.33% return.
IDBT.L
- 1D
- 0.00%
- 1M
- 0.15%
- 6M
- 0.76%
- YTD
- 0.76%
- 1Y
- 3.38%
- 3Y*
- 4.30%
- 5Y*
- 1.93%
- 10Y*
- 1.76%
VDTA.L
- 1D
- 0.15%
- 1M
- -0.18%
- 6M
- -0.37%
- YTD
- -0.33%
- 1Y
- 3.51%
- 3Y*
- 2.88%
- 5Y*
- -0.70%
- 10Y*
- —
IDBT.L vs. VDTA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IDBT.L iShares $ Treasury Bond 1-3yr UCITS ETF | 0.76% | 5.28% | 4.03% | 4.16% | -3.71% | -0.64% | 3.13% | 3.29% |
VDTA.L Vanguard USD Treasury Bond UCITS ETF Accumulating | -0.33% | 6.24% | 0.94% | 3.71% | -12.37% | -2.33% | 7.64% | 6.37% |
Correlation
The correlation between IDBT.L and VDTA.L is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Feb 19, 2019 | 0.69 |
The correlation between IDBT.L and VDTA.L has been stable across timeframes, ranging from 0.69 to 0.77 - a consistent structural relationship.
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Return for Risk
IDBT.L vs. VDTA.L — Risk / Return Rank
IDBT.L
VDTA.L
IDBT.L vs. VDTA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ Treasury Bond 1-3yr UCITS ETF (IDBT.L) and Vanguard USD Treasury Bond UCITS ETF Accumulating (VDTA.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IDBT.L | VDTA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.64 | ||
| Sortino ratioReturn per unit of downside risk | +2.76 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.17 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 4.37 | 1.21 | +3.16 |
| Martin ratioReturn relative to average drawdown | 16.88 | 3.24 | +13.64 |
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Drawdowns
IDBT.L vs. VDTA.L - Drawdown Comparison
The maximum IDBT.L drawdown since its inception was -5.66%, smaller than the maximum VDTA.L drawdown of -18.80%. Use the drawdown chart below to compare losses from any high point for IDBT.L and VDTA.L.
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Drawdown Indicators
| IDBT.L | VDTA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.66% | -18.80% | +13.14% |
Max Drawdown (1Y)Largest decline over 1 year | -0.72% | -2.89% | +2.17% |
Max Drawdown (3Y)Largest decline over 3 years | -0.97% | -5.00% | +4.03% |
Max Drawdown (5Y)Largest decline over 5 years | -5.66% | -16.39% | +10.73% |
Max Drawdown (10Y)Largest decline over 10 years | -5.66% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -7.07% | +7.07% |
Average DrawdownAverage peak-to-trough decline | -0.56% | -8.07% | +7.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.19% | 1.08% | -0.89% |
Volatility
IDBT.L vs. VDTA.L - Volatility Comparison
The current volatility for iShares $ Treasury Bond 1-3yr UCITS ETF (IDBT.L) is 0.39%, while Vanguard USD Treasury Bond UCITS ETF Accumulating (VDTA.L) has a volatility of 0.96%. This indicates that IDBT.L experiences smaller price fluctuations and is considered to be less risky than VDTA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDBT.L | VDTA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.39% | 0.96% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 0.92% | 2.62% | -1.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.21% | 3.53% | -2.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.99% | 5.59% | -3.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.77% | 5.33% | -3.56% |
IDBT.L vs. VDTA.L - Expense Ratio Comparison
IDBT.L has a 0.07% expense ratio, which is higher than VDTA.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
IDBT.L vs. VDTA.L - Dividend Comparison
IDBT.L's dividend yield for the trailing twelve months is around 3.99%, while VDTA.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDBT.L iShares $ Treasury Bond 1-3yr UCITS ETF | 3.99% | 4.15% | 4.25% | 2.97% | 0.74% | 0.63% | 1.71% | 2.31% | 1.57% | 0.96% | 0.74% | 0.51% |
VDTA.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
IDBT.L and VDTA.L have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VDTA.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VDTA.L is cheaper with a 0.05% expense ratio, compared with 0.07% for IDBT.L.
IDBT.L tracks iShares $ Treasury Bond 1-3yr UCITS ETF, while VDTA.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 IDBT.L and 0.05% for VDTA.L.
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