IS04.DE vs. VGTY.DE
Compare and contrast key facts about iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IS04.DE) and Vanguard USD Treasury Bond UCITS ETF Distributing (VGTY.DE).
IS04.DE and VGTY.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IS04.DE is a passively managed fund by iShares that tracks the performance of the ICE US Treasury 20+ Year. It was launched on Jan 20, 2015. VGTY.DE is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Global Aggregate US Treasury Float Adjusted. It was launched on Feb 24, 2016. Both IS04.DE and VGTY.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IS04.DE or VGTY.DE.
Key characteristics
| IS04.DE | VGTY.DE | |
|---|---|---|
| YTD Return | -0.76% | 1.13% |
| 1Y Return | 8.45% | 1.94% |
| 3Y Return (Ann) | -9.94% | -3.27% |
| 5Y Return (Ann) | -4.26% | -2.27% |
| Sharpe Ratio | 0.65 | 0.47 |
| Sortino Ratio | 1.04 | 0.80 |
| Omega Ratio | 1.12 | 1.09 |
| Calmar Ratio | 0.19 | 0.12 |
| Martin Ratio | 1.92 | 1.41 |
| Ulcer Index | 4.42% | 1.96% |
| Daily Std Dev | 12.97% | 5.88% |
| Max Drawdown | -45.95% | -22.81% |
| Current Drawdown | -38.20% | -19.76% |
Correlation
The correlation between IS04.DE and VGTY.DE is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
IS04.DE vs. VGTY.DE - Performance Comparison
In the year-to-date period, IS04.DE achieves a -0.76% return, which is significantly lower than VGTY.DE's 1.13% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IS04.DE vs. VGTY.DE - Expense Ratio Comparison
Both IS04.DE and VGTY.DE have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
IS04.DE vs. VGTY.DE - Risk-Adjusted Performance 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 USD Treasury Bond UCITS ETF Distributing (VGTY.DE). 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.
Dividends
IS04.DE vs. VGTY.DE - Dividend Comparison
IS04.DE's dividend yield for the trailing twelve months is around 4.24%, while VGTY.DE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS04.DE iShares USD Treasury Bond 20+yr UCITS ETF (Dist) | 4.24% | 3.82% | 3.04% | 1.71% | 1.86% | 2.49% | 2.79% | 2.72% | 2.56% | 2.14% |
VGTY.DE Vanguard USD Treasury Bond UCITS ETF Distributing | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IS04.DE vs. VGTY.DE - Drawdown Comparison
The maximum IS04.DE drawdown since its inception was -45.95%, which is greater than VGTY.DE's maximum drawdown of -22.81%. Use the drawdown chart below to compare losses from any high point for IS04.DE and VGTY.DE. For additional features, visit the drawdowns tool.
Volatility
IS04.DE vs. VGTY.DE - Volatility Comparison
iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IS04.DE) has a higher volatility of 4.93% compared to Vanguard USD Treasury Bond UCITS ETF Distributing (VGTY.DE) at 1.78%. This indicates that IS04.DE's price experiences larger fluctuations and is considered to be riskier than VGTY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.