IS04.DE vs. VGIT
IS04.DE (iShares USD Treasury Bond 20+yr UCITS ETF (Dist)) and VGIT (Vanguard Intermediate-Term Treasury ETF) are both Government Bonds funds - IS04.DE tracks the ICE U.S. Treasury 20+ Year Bond Index while VGIT tracks the Bloomberg U.S. Treasury 3-10 Year Index. Both are passively managed. Over the past 10 years, IS04.DE returned -1.74%/yr vs 1.03%/yr for VGIT. A 0.55 correlation means they provide meaningful diversification when combined. IS04.DE charges 0.07%/yr vs 0.03%/yr for VGIT.
Performance
IS04.DE vs. VGIT - Performance Comparison
Loading charts...
Different Trading Currencies
IS04.DE is traded in EUR, while VGIT is traded in USD. To make them comparable, the VGIT values have been converted to EUR using the latest available exchange rates.
Returns By Period
As of year-to-date, both investments have demonstrated similar returns, with IS04.DE at 0.81% and VGIT at 0.81%. Over the past 10 years, IS04.DE has underperformed VGIT with an annualized return of -1.74%, while VGIT has yielded a comparatively higher 1.03% annualized return.
IS04.DE
- 1D
- 0.41%
- 1M
- 1.45%
- YTD
- 0.81%
- 6M
- -0.81%
- 1Y
- 2.13%
- 3Y*
- -4.20%
- 5Y*
- -5.21%
- 10Y*
- -1.74%
VGIT
- 1D
- -0.00%
- 1M
- 0.59%
- YTD
- 0.81%
- 6M
- 0.00%
- 1Y
- 1.45%
- 3Y*
- 0.69%
- 5Y*
- 1.00%
- 10Y*
- 1.03%
IS04.DE vs. VGIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS04.DE iShares USD Treasury Bond 20+yr UCITS ETF (Dist) | 0.81% | -6.95% | -2.51% | -1.21% | -26.01% | 3.49% | 6.49% | 18.18% | 2.70% | -4.33% |
VGIT Vanguard Intermediate-Term Treasury ETF | 0.81% | -5.40% | 8.08% | 1.15% | -4.99% | 4.64% | -1.17% | 8.59% | 6.11% | -10.79% |
Correlation
The correlation between IS04.DE and VGIT 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 | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2015 | 0.55 |
The correlation between IS04.DE and VGIT shifts across timeframes, from 0.45 (1 year) to 0.55 (all time), reflecting how their relationship changes across market environments.
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
IS04.DE vs. VGIT — Risk / Return Rank
IS04.DE
VGIT
IS04.DE vs. VGIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IS04.DE) and Vanguard Intermediate-Term Treasury ETF (VGIT). 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.
| IS04.DE | VGIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.05 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.29 | 0.32 | -0.03 |
| Martin ratioReturn relative to average drawdown | 0.62 | 0.89 | -0.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IS04.DE | VGIT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.22 | 0.26 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.34 | 0.13 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.12 | 0.14 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.09 | 0.41 | -0.51 |
Drawdowns
IS04.DE vs. VGIT - Drawdown Comparison
The maximum IS04.DE drawdown since its inception was -47.19%, which is greater than VGIT's maximum drawdown of -17.29%. Use the drawdown chart below to compare losses from any high point for IS04.DE and VGIT.
Loading charts...
Drawdown Indicators
| IS04.DE | VGIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.19% | -17.29% | -29.90% |
Max Drawdown (1Y)Largest decline over 1 year | -7.33% | -4.62% | -2.71% |
Max Drawdown (3Y)Largest decline over 3 years | -18.47% | -10.42% | -8.05% |
Max Drawdown (5Y)Largest decline over 5 years | -40.05% | -12.57% | -27.48% |
Max Drawdown (10Y)Largest decline over 10 years | -47.19% | -17.26% | -29.93% |
Current DrawdownCurrent decline from peak | -43.69% | -8.41% | -35.28% |
Average DrawdownAverage peak-to-trough decline | -21.89% | -7.22% | -14.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 1.69% | +1.76% |
Volatility
IS04.DE vs. VGIT - Volatility Comparison
iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IS04.DE) has a higher volatility of 2.47% compared to Vanguard Intermediate-Term Treasury ETF (VGIT) at 0.76%. This indicates that IS04.DE's price experiences larger fluctuations and is considered to be riskier than VGIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IS04.DE | VGIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.47% | 0.76% | +1.71% |
Volatility (6M)Calculated over the trailing 6-month period | 6.52% | 4.17% | +2.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.70% | 5.66% | +4.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.21% | 7.85% | +7.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.69% | 7.64% | +7.05% |
IS04.DE vs. VGIT - Expense Ratio Comparison
IS04.DE has a 0.07% expense ratio, which is higher than VGIT's 0.03% 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
IS04.DE vs. VGIT - Dividend Comparison
IS04.DE's dividend yield for the trailing twelve months is around 4.35%, more than VGIT's 3.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS04.DE iShares USD Treasury Bond 20+yr UCITS ETF (Dist) | 4.35% | 4.38% | 4.62% | 3.82% | 3.04% | 1.71% | 1.86% | 2.49% | 2.79% | 2.72% | 2.56% | 2.14% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.86% | 3.79% | 3.67% | 2.73% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% |
Frequently Asked Questions
IS04.DE and VGIT 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, VGIT is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VGIT is cheaper with a 0.03% expense ratio, compared with 0.07% for IS04.DE.
IS04.DE tracks ICE U.S. Treasury 20+ Year Bond Index, while VGIT tracks Bloomberg U.S. Treasury 3-10 Year Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for IS04.DE and 0.03% for VGIT.
Find the right allocation for IS04.DE and VGIT
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