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

Performance

IGAA.L vs. VDST.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Emerging Asia Local Govt Bond UCITS ETF USD (Acc) (IGAA.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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Returns By Period

In the year-to-date period, IGAA.L achieves a -4.55% return, which is significantly lower than VDST.L's 1.84% return.


IGAA.L

1D
-0.35%
1M
-0.87%
6M
-4.22%
YTD
-4.55%
1Y
-5.18%
3Y*
1.27%
5Y*
-0.18%
10Y*

VDST.L

1D
0.03%
1M
0.30%
6M
1.70%
YTD
1.84%
1Y
3.89%
3Y*
4.64%
5Y*
3.44%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
IGAA.L
iShares Emerging Asia Local Govt Bond UCITS ETF USD (Acc)
-4.55%5.88%1.45%4.93%-8.03%-4.34%6.39%
VDST.L
Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating
1.84%4.27%5.24%4.98%0.97%-0.00%0.02%

Correlation

The correlation between IGAA.L and VDST.L is 0.02, 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

0.02

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

0.09

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

0.09

Correlation (All Time)
Calculated using the full available price history since Sep 2, 2020

0.08

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Return for Risk

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

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

IGAA.L
IGAA.L Risk / Return Rank: 22
Overall Rank
IGAA.L Sharpe Ratio Rank: 22
Sharpe Ratio Rank
IGAA.L Sortino Ratio Rank: 33
Sortino Ratio Rank
IGAA.L Omega Ratio Rank: 33
Omega Ratio Rank
IGAA.L Calmar Ratio Rank: 33
Calmar Ratio Rank
IGAA.L Martin Ratio Rank: 00
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Emerging Asia Local Govt Bond UCITS ETF USD (Acc) (IGAA.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.

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.


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

-10.19

Sortino ratioReturn per unit of downside risk

-23.24

Omega ratioGain probability vs. loss probability

0.85

5.06

-4.20

Calmar ratioReturn relative to maximum drawdown

-0.78

37.89

-38.66

Martin ratioReturn relative to average drawdown

-1.62

239.52

-241.14

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

The current IGAA.L Sharpe Ratio is -0.92, which is lower than the VDST.L Sharpe Ratio of 9.27. The chart below compares the historical Sharpe Ratios of IGAA.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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Drawdowns

IGAA.L vs. VDST.L - Drawdown Comparison

The maximum IGAA.L drawdown since its inception was -21.59%, which is greater than VDST.L's maximum drawdown of -0.37%. Use the drawdown chart below to compare losses from any high point for IGAA.L and VDST.L.


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Drawdown Indicators


IGAA.LVDST.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.59%

-0.37%

-21.22%

Max Drawdown (1Y)

Largest decline over 1 year

-6.63%

-0.10%

-6.53%

Max Drawdown (3Y)

Largest decline over 3 years

-7.68%

-0.14%

-7.54%

Max Drawdown (5Y)

Largest decline over 5 years

-18.76%

-0.35%

-18.41%

Current Drawdown

Current decline from peak

-5.97%

0.00%

-5.97%

Average Drawdown

Average peak-to-trough decline

-5.56%

-0.03%

-5.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

0.02%

+3.17%

Volatility

IGAA.L vs. VDST.L - Volatility Comparison

iShares Emerging Asia Local Govt Bond UCITS ETF USD (Acc) (IGAA.L) has a higher volatility of 1.46% compared to Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating (VDST.L) at 0.10%. This indicates that IGAA.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


IGAA.LVDST.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.46%

0.10%

+1.36%

Volatility (6M)

Calculated over the trailing 6-month period

4.91%

0.32%

+4.59%

Volatility (1Y)

Calculated over the trailing 1-year period

5.60%

0.42%

+5.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.29%

0.47%

+5.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.13%

0.44%

+5.69%

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

IGAA.L has a 0.50% expense ratio, which is higher than VDST.L's 0.05% expense ratio.


Dividends

IGAA.L vs. VDST.L - Dividend Comparison

Neither IGAA.L nor VDST.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IGAA.L and VDST.L have a correlation of 0.02, 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 0.50% for IGAA.L.

IGAA.L tracks iShares Emerging Asia Local Govt Bond UCITS ETF USD (Acc), while VDST.L tracks Bloomberg Short Treasury Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.50% for IGAA.L and 0.05% for VDST.L.

Portfolio Optimizer

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