TRSY vs. VGIT
TRSY (Xtrackers US 0-1 Year Treasury ETF) and VGIT (Vanguard Intermediate-Term Treasury ETF) are both Government Bonds funds - TRSY tracks the ICE U.S. Treasury Short Bond Index while VGIT tracks the Bloomberg U.S. Treasury 3-10 Year Index. Both are passively managed. Over the past year, TRSY returned 3.78% vs 1.11% for VGIT. Their 0.17 correlation means their historical movements had little consistent relationship. TRSY charges 0.06%/yr vs 0.03%/yr for VGIT.
Performance
TRSY vs. VGIT - Performance Comparison
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Returns By Period
In the year-to-date period, TRSY achieves a 2.03% return, which is significantly higher than VGIT's -0.77% return.
TRSY
- 1D
- 0.00%
- 1M
- 0.27%
- 6M
- 1.78%
- YTD
- 2.03%
- 1Y
- 3.78%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 4.31%
VGIT
- 1D
- -0.17%
- 1M
- -0.77%
- 6M
- -0.72%
- YTD
- -0.77%
- 1Y
- 1.11%
- 3Y*
- 3.73%
- 5Y*
- -0.24%
- 10Y*
- 1.09%
- ALL TIME*
- 2.13%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.06M | $1.33M | $1.09M | |
| $132.12M | $142.49M | $173.65M |
TRSY vs. VGIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
TRSY Xtrackers US 0-1 Year Treasury ETF | 2.03% | 4.22% | 1.49% |
VGIT Vanguard Intermediate-Term Treasury ETF | -0.77% | 7.34% | -1.57% |
Correlation
The correlation between TRSY and VGIT is 0.18, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.18 |
Correlation (All Time) Calculated using the full available price history since Oct 9, 2024 | 0.17 |
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Return for Risk
TRSY vs. VGIT — Risk / Return Rank
TRSY
VGIT
TRSY vs. VGIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers US 0-1 Year Treasury ETF (TRSY) 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.
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.
| TRSY | VGIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +9.35 | ||
| Sortino ratioReturn per unit of downside risk | +25.73 | ||
| Omega ratioGain probability vs. loss probability | 6.33 | 1.11 | +5.22 |
| Calmar ratioReturn relative to maximum drawdown | 59.26 | 0.75 | +58.51 |
| Martin ratioReturn relative to average drawdown | 359.44 | 1.73 | +357.71 |
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Drawdowns
TRSY vs. VGIT - Drawdown Comparison
The maximum TRSY drawdown since its inception was -0.82%, smaller than the maximum VGIT drawdown of -16.05%. Use the drawdown chart below to compare losses from any high point for TRSY and VGIT.
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Drawdown Indicators
| TRSY | VGIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.82% | -16.05% | +15.23% |
Max Drawdown (1Y)Largest decline over 1 year | -0.07% | -2.83% | +2.76% |
Max Drawdown (3Y)Largest decline over 3 years | — | -4.34% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.02% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -16.05% | — |
Current DrawdownCurrent decline from peak | -0.02% | -2.70% | +2.68% |
Average DrawdownAverage peak-to-trough decline | -0.06% | -3.51% | +3.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.01% | 1.22% | -1.21% |
Volatility
TRSY vs. VGIT - Volatility Comparison
The current volatility for Xtrackers US 0-1 Year Treasury ETF (TRSY) is 0.13%, while Vanguard Intermediate-Term Treasury ETF (VGIT) has a volatility of 0.84%. This indicates that TRSY experiences smaller price fluctuations and is considered to be less risky than VGIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRSY | VGIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.13% | 0.84% | -0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 0.25% | 2.59% | -2.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.40% | 3.34% | -2.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.07% | 5.39% | -4.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.07% | 4.49% | -3.42% |
TRSY vs. VGIT - Expense Ratio Comparison
TRSY has a 0.06% 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
TRSY vs. VGIT - Dividend Comparison
TRSY's dividend yield for the trailing twelve months is around 3.65%, less than VGIT's 3.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRSY Xtrackers US 0-1 Year Treasury ETF | 3.29% | 4.00% | 0.96% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.56% | 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
TRSY and VGIT have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VGIT has higher volatility (0.84%) compared to TRSY (0.13%). In terms of maximum drawdown, TRSY dropped -0.82% vs VGIT's -16.05%.
On 1-year performance, TRSY leads with 3.78% vs 1.11% for VGIT. On fees, VGIT is cheaper at 0.03% per year. On volatility, TRSY has been the lower-risk option at 0.13%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, TRSY has performed better with a 3.78% return vs 1.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VGIT is cheaper with a 0.03% expense ratio, compared with 0.06% for TRSY.
VGIT has the higher dividend yield at 3.56%, compared with 3.29% for TRSY.
TRSY tracks ICE U.S. Treasury Short Bond Index, while VGIT tracks Bloomberg U.S. Treasury 3-10 Year Index. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.06% for TRSY and 0.03% for VGIT.
TRSY currently has the higher Sharpe Ratio (9.98 vs 0.63), 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.
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