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MUNI.L vs. VDTY.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MUNI.L vs. VDTY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco US Municipal Bond UCITS ETF Dist (MUNI.L) and Vanguard USD Treasury Bond UCITS ETF (VDTY.L). The values are adjusted to include any dividend payments, if applicable.

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MUNI.L vs. VDTY.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MUNI.L
Invesco US Municipal Bond UCITS ETF Dist
0.03%7.41%1.23%8.01%-19.08%2.68%
VDTY.L
Vanguard USD Treasury Bond UCITS ETF
-0.30%6.26%1.10%3.77%-12.32%0.04%

Returns By Period

In the year-to-date period, MUNI.L achieves a 0.03% return, which is significantly higher than VDTY.L's -0.30% return.


MUNI.L

1D
0.13%
1M
-2.42%
YTD
0.03%
6M
1.37%
1Y
5.25%
3Y*
4.20%
5Y*
-0.11%
10Y*

VDTY.L

1D
0.05%
1M
-1.73%
YTD
-0.30%
6M
0.75%
1Y
3.20%
3Y*
2.69%
5Y*
-0.21%
10Y*
0.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MUNI.L vs. VDTY.L - Expense Ratio Comparison

MUNI.L has a 0.28% expense ratio, which is higher than VDTY.L's 0.05% expense ratio.


Return for Risk

MUNI.L vs. VDTY.L — Risk / Return Rank

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

MUNI.L
MUNI.L Risk / Return Rank: 7171
Overall Rank
MUNI.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
MUNI.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
MUNI.L Omega Ratio Rank: 7474
Omega Ratio Rank
MUNI.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
MUNI.L Martin Ratio Rank: 5151
Martin Ratio Rank

VDTY.L
VDTY.L Risk / Return Rank: 3434
Overall Rank
VDTY.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
VDTY.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
VDTY.L Omega Ratio Rank: 3333
Omega Ratio Rank
VDTY.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
VDTY.L Martin Ratio Rank: 2828
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.

MUNI.L vs. VDTY.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco US Municipal Bond UCITS ETF Dist (MUNI.L) and Vanguard USD Treasury Bond UCITS ETF (VDTY.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.


MUNI.LVDTY.LDifference

Sharpe ratio

Return per unit of total volatility

1.53

0.76

+0.77

Sortino ratio

Return per unit of downside risk

2.35

1.10

+1.25

Omega ratio

Gain probability vs. loss probability

1.29

1.14

+0.15

Calmar ratio

Return relative to maximum drawdown

1.76

0.89

+0.87

Martin ratio

Return relative to average drawdown

5.00

2.32

+2.68

MUNI.L vs. VDTY.L - Sharpe Ratio Comparison

The current MUNI.L Sharpe Ratio is 1.53, which is higher than the VDTY.L Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of MUNI.L and VDTY.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MUNI.LVDTY.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

0.76

+0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

-0.04

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.11

0.20

-0.30

Correlation

The correlation between MUNI.L and VDTY.L is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MUNI.L vs. VDTY.L - Dividend Comparison

MUNI.L's dividend yield for the trailing twelve months is around 4.57%, more than VDTY.L's 4.24% yield.


TTM2025202420232022202120202019201820172016
MUNI.L
Invesco US Municipal Bond UCITS ETF Dist
4.57%4.52%4.60%4.09%3.19%2.01%0.00%0.00%0.00%0.00%0.00%
VDTY.L
Vanguard USD Treasury Bond UCITS ETF
4.24%4.29%4.31%3.40%2.09%1.21%1.54%2.34%2.33%1.57%0.99%

Drawdowns

MUNI.L vs. VDTY.L - Drawdown Comparison

The maximum MUNI.L drawdown since its inception was -23.73%, which is greater than VDTY.L's maximum drawdown of -18.99%. Use the drawdown chart below to compare losses from any high point for MUNI.L and VDTY.L.


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Drawdown Indicators


MUNI.LVDTY.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.73%

-18.99%

-4.74%

Max Drawdown (1Y)

Largest decline over 1 year

-3.97%

-3.23%

-0.74%

Max Drawdown (5Y)

Largest decline over 5 years

-23.73%

-16.60%

-7.13%

Max Drawdown (10Y)

Largest decline over 10 years

-18.99%

Current Drawdown

Current decline from peak

-6.27%

-6.83%

+0.56%

Average Drawdown

Average peak-to-trough decline

-11.79%

-6.61%

-5.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

1.24%

+1.56%

Volatility

MUNI.L vs. VDTY.L - Volatility Comparison

Invesco US Municipal Bond UCITS ETF Dist (MUNI.L) has a higher volatility of 1.77% compared to Vanguard USD Treasury Bond UCITS ETF (VDTY.L) at 1.25%. This indicates that MUNI.L's price experiences larger fluctuations and is considered to be riskier than VDTY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MUNI.LVDTY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.77%

1.25%

+0.52%

Volatility (6M)

Calculated over the trailing 6-month period

2.27%

Volatility (1Y)

Calculated over the trailing 1-year period

9.03%

4.21%

+4.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.95%

5.52%

+9.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.93%

4.85%

+10.08%