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QLTA vs. VCLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QLTA vs. VCLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Aaa - A Rated Corporate Bond ETF (QLTA) and Vanguard Long-Term Corporate Bond ETF (VCLT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QLTA achieves a 0.31% return, which is significantly lower than VCLT's 0.99% return. Over the past 10 years, QLTA has underperformed VCLT with an annualized return of 2.00%, while VCLT has yielded a comparatively higher 2.31% annualized return.


QLTA

1D
-0.19%
1M
0.50%
YTD
0.31%
6M
0.04%
1Y
5.42%
3Y*
4.51%
5Y*
0.10%
10Y*
2.00%

VCLT

1D
-0.35%
1M
1.49%
YTD
0.99%
6M
-0.04%
1Y
7.69%
3Y*
4.34%
5Y*
-1.78%
10Y*
2.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QLTA vs. VCLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QLTA
iShares Aaa - A Rated Corporate Bond ETF
0.31%7.36%1.23%7.60%-15.14%-2.32%9.62%12.54%-2.27%5.69%
VCLT
Vanguard Long-Term Corporate Bond ETF
0.99%7.18%-1.90%11.17%-25.50%-1.73%13.27%23.89%-7.04%11.70%

Correlation

The correlation between QLTA and VCLT is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

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

0.98

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

0.97

Correlation (10Y)
Calculated over the trailing 10-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Feb 17, 2012

0.87

The correlation between QLTA and VCLT shifts across timeframes, from 0.87 (all time) to 0.98 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

QLTA vs. VCLT — Risk / Return Rank

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

QLTA
QLTA Risk / Return Rank: 3535
Overall Rank
QLTA Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
QLTA Sortino Ratio Rank: 3434
Sortino Ratio Rank
QLTA Omega Ratio Rank: 3232
Omega Ratio Rank
QLTA Calmar Ratio Rank: 3939
Calmar Ratio Rank
QLTA Martin Ratio Rank: 3636
Martin Ratio Rank

VCLT
VCLT Risk / Return Rank: 2727
Overall Rank
VCLT Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VCLT Sortino Ratio Rank: 2626
Sortino Ratio Rank
VCLT Omega Ratio Rank: 2525
Omega Ratio Rank
VCLT Calmar Ratio Rank: 3030
Calmar Ratio Rank
VCLT Martin Ratio Rank: 2626
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.

QLTA vs. VCLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Aaa - A Rated Corporate Bond ETF (QLTA) and Vanguard Long-Term Corporate Bond ETF (VCLT). 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.


QLTAVCLTDifference
Sharpe ratioReturn per unit of total volatility

+0.27

Sortino ratioReturn per unit of downside risk

+0.42

Omega ratioGain probability vs. loss probability

1.22

1.17

+0.05

Calmar ratioReturn relative to maximum drawdown

1.94

1.47

+0.46

Martin ratioReturn relative to average drawdown

5.80

3.62

+2.17

QLTA vs. VCLT - Sharpe Ratio Comparison

The current QLTA Sharpe Ratio is 1.25, which is comparable to the VCLT Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of QLTA and VCLT, 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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Sharpe Ratios by Period


QLTAVCLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

0.97

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

-0.14

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.18

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.39

+0.01

Drawdowns

QLTA vs. VCLT - Drawdown Comparison

The maximum QLTA drawdown since its inception was -22.27%, smaller than the maximum VCLT drawdown of -34.31%. Use the drawdown chart below to compare losses from any high point for QLTA and VCLT.


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Drawdown Indicators


QLTAVCLTDifference

Max Drawdown

Largest peak-to-trough decline

-22.27%

-34.31%

+12.04%

Max Drawdown (1Y)

Largest decline over 1 year

-2.81%

-5.25%

+2.44%

Max Drawdown (3Y)

Largest decline over 3 years

-6.66%

-13.03%

+6.37%

Max Drawdown (5Y)

Largest decline over 5 years

-21.36%

-34.31%

+12.95%

Max Drawdown (10Y)

Largest decline over 10 years

-22.27%

-34.31%

+12.04%

Current Drawdown

Current decline from peak

-3.41%

-14.36%

+10.95%

Average Drawdown

Average peak-to-trough decline

-4.68%

-8.16%

+3.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

2.13%

-1.19%

Volatility

QLTA vs. VCLT - Volatility Comparison

The current volatility for iShares Aaa - A Rated Corporate Bond ETF (QLTA) is 1.37%, while Vanguard Long-Term Corporate Bond ETF (VCLT) has a volatility of 2.31%. This indicates that QLTA experiences smaller price fluctuations and is considered to be less risky than VCLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QLTAVCLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

2.31%

-0.94%

Volatility (6M)

Calculated over the trailing 6-month period

3.19%

5.75%

-2.56%

Volatility (1Y)

Calculated over the trailing 1-year period

4.37%

7.92%

-3.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.22%

12.78%

-5.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.02%

12.84%

-5.82%

QLTA vs. VCLT - Expense Ratio Comparison

QLTA has a 0.15% expense ratio, which is higher than VCLT's 0.04% 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

QLTA vs. VCLT - Dividend Comparison

QLTA's dividend yield for the trailing twelve months is around 4.47%, less than VCLT's 5.55% yield.


PositionTTM20252024202320222021202020192018201720162015
QLTA
iShares Aaa - A Rated Corporate Bond ETF
4.47%4.33%4.11%3.39%2.79%1.96%2.31%2.99%3.09%2.67%2.59%2.99%
VCLT
Vanguard Long-Term Corporate Bond ETF
5.55%5.51%5.19%4.67%4.44%3.07%3.16%3.81%4.55%4.01%4.33%4.68%

Frequently Asked Questions


With a correlation of 0.97, QLTA and VCLT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VCLT has higher volatility (2.31%) compared to QLTA (1.37%). In terms of maximum drawdown, QLTA dropped -22.27% vs VCLT's -34.31%.

On 10-year performance, VCLT leads with 2.31% vs 2.00% for QLTA. On fees, VCLT is cheaper at 0.04% per year. On volatility, QLTA has been the lower-risk option at 1.37%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VCLT has performed better with a 2.31% return vs 2.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VCLT is cheaper with a 0.04% expense ratio, compared with 0.15% for QLTA.

VCLT has the higher dividend yield at 5.55%, compared with 4.47% for QLTA.

QLTA tracks Bloomberg U.S. Corporate Aaa - A Capped Index, while VCLT tracks Barclays U.S. 10+ Year Corporate Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.15% for QLTA and 0.04% for VCLT.

QLTA currently has the higher Sharpe Ratio (1.25 vs 0.97), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for QLTA and VCLT

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