IGEA.L vs. VDTA.L
IGEA.L (iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist)) and VDTA.L (Vanguard USD Treasury Bond UCITS ETF Accumulating) are both Government Bonds funds - IGEA.L tracks the iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist) while VDTA.L tracks the Bloomberg Global Aggregate US Treasury Float Adjusted index. Both are passively managed. Over the past 5 years, IGEA.L returned -0.49%/yr vs -0.70%/yr for VDTA.L. At a 0.23 correlation, their price movements are largely independent. IGEA.L charges 0.50%/yr vs 0.05%/yr for VDTA.L.
Performance
IGEA.L vs. VDTA.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IGEA.L achieves a -5.98% return, which is significantly lower than VDTA.L's -0.33% return.
IGEA.L
- 1D
- -0.23%
- 1M
- -0.62%
- 6M
- -5.73%
- YTD
- -5.98%
- 1Y
- -6.63%
- 3Y*
- 0.73%
- 5Y*
- -0.49%
- 10Y*
- 1.01%
VDTA.L
- 1D
- 0.15%
- 1M
- -0.18%
- 6M
- -0.37%
- YTD
- -0.33%
- 1Y
- 3.51%
- 3Y*
- 2.88%
- 5Y*
- -0.70%
- 10Y*
- —
IGEA.L vs. VDTA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IGEA.L iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist) | -5.98% | 5.84% | 1.57% | 4.77% | -7.79% | -4.40% | 9.11% | 7.12% |
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 IGEA.L and VDTA.L is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Feb 19, 2019 | 0.23 |
Over the past year, IGEA.L and VDTA.L have become more correlated (0.45) than their long-term average of 0.23, meaning their price movements have been converging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IGEA.L vs. VDTA.L — Risk / Return Rank
IGEA.L
VDTA.L
IGEA.L vs. VDTA.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 (Dist) (IGEA.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.
| IGEA.L | VDTA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.08 | ||
| Sortino ratioReturn per unit of downside risk | -2.92 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.17 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.77 | 1.21 | -1.97 |
| Martin ratioReturn relative to average drawdown | -1.46 | 3.24 | -4.70 |
Loading charts...
Drawdowns
IGEA.L vs. VDTA.L - Drawdown Comparison
The maximum IGEA.L drawdown since its inception was -21.51%, which is greater than VDTA.L's maximum drawdown of -18.80%. Use the drawdown chart below to compare losses from any high point for IGEA.L and VDTA.L.
Loading charts...
Drawdown Indicators
| IGEA.L | VDTA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.51% | -18.80% | -2.71% |
Max Drawdown (1Y)Largest decline over 1 year | -8.59% | -2.89% | -5.70% |
Max Drawdown (3Y)Largest decline over 3 years | -8.59% | -5.00% | -3.59% |
Max Drawdown (5Y)Largest decline over 5 years | -18.81% | -16.39% | -2.42% |
Max Drawdown (10Y)Largest decline over 10 years | -21.51% | — | — |
Current DrawdownCurrent decline from peak | -7.77% | -7.07% | -0.70% |
Average DrawdownAverage peak-to-trough decline | -5.94% | -8.07% | +2.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.53% | 1.08% | +3.45% |
Volatility
IGEA.L vs. VDTA.L - Volatility Comparison
iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist) (IGEA.L) has a higher volatility of 1.16% compared to Vanguard USD Treasury Bond UCITS ETF Accumulating (VDTA.L) at 0.96%. This indicates that IGEA.L's price experiences larger fluctuations and is considered to be riskier than VDTA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IGEA.L | VDTA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.16% | 0.96% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 5.25% | 2.62% | +2.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.06% | 3.53% | +2.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.40% | 5.59% | +0.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.33% | 5.33% | +1.00% |
IGEA.L vs. VDTA.L - Expense Ratio Comparison
IGEA.L has a 0.50% expense ratio, which is higher than VDTA.L's 0.05% expense ratio.
Dividends
IGEA.L vs. VDTA.L - Dividend Comparison
IGEA.L's dividend yield for the trailing twelve months is around 1.78%, while VDTA.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGEA.L iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist) | 1.78% | 3.24% | 3.07% | 2.87% | 2.96% | 2.42% | 2.80% | 2.46% | 2.57% | 2.02% | 3.01% | 1.18% |
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
IGEA.L and VDTA.L have a correlation of 0.45, 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 0.50% for IGEA.L.
IGEA.L tracks iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist), 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: 0.50% for IGEA.L and 0.05% for VDTA.L.
Find the right allocation for IGEA.L and VDTA.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer