TSY3.L vs. VDTA.L
Compare and contrast key facts about SPDR Bloomberg 1-3 Year US Treasury Bond UCITS ETF (TSY3.L) and Vanguard USD Treasury Bond UCITS ETF USD Accumulation (VDTA.L).
TSY3.L and VDTA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TSY3.L is a passively managed fund by State Street that tracks the performance of the Bloomberg US Government TR USD. It was launched on Aug 27, 2013. VDTA.L is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Global Aggregate US Treasury Float Adjusted index. It was launched on Feb 8, 2022. Both TSY3.L and VDTA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
TSY3.L vs. VDTA.L - Performance Comparison
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TSY3.L vs. VDTA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TSY3.L SPDR Bloomberg 1-3 Year US Treasury Bond UCITS ETF | 1.29% | -2.00% | 5.79% | -1.65% | 7.59% | 0.51% | -0.46% | 2.07% |
VDTA.L Vanguard USD Treasury Bond UCITS ETF USD Accumulation | 1.47% | -1.32% | 2.70% | -1.47% | -1.95% | -1.41% | 4.48% | 4.81% |
Different Trading Currencies
TSY3.L is traded in GBP, while VDTA.L is traded in USD. To make them comparable, the VDTA.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, TSY3.L achieves a 1.29% return, which is significantly lower than VDTA.L's 1.47% return.
TSY3.L
- 1D
- -0.85%
- 1M
- 0.11%
- YTD
- 1.29%
- 6M
- 2.55%
- 1Y
- 0.66%
- 3Y*
- 1.51%
- 5Y*
- 2.52%
- 10Y*
- 2.30%
VDTA.L
- 1D
- -0.13%
- 1M
- -0.02%
- YTD
- 1.47%
- 6M
- 2.56%
- 1Y
- 0.39%
- 3Y*
- 0.22%
- 5Y*
- 0.62%
- 10Y*
- —
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TSY3.L vs. VDTA.L - Expense Ratio Comparison
TSY3.L has a 0.15% expense ratio, which is higher than VDTA.L's 0.07% 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%.
Return for Risk
TSY3.L vs. VDTA.L — Risk / Return Rank
TSY3.L
VDTA.L
TSY3.L vs. VDTA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg 1-3 Year US Treasury Bond UCITS ETF (TSY3.L) and Vanguard USD Treasury Bond UCITS ETF USD Accumulation (VDTA.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.
| TSY3.L | VDTA.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.10 | 0.05 | +0.05 |
Sortino ratioReturn per unit of downside risk | 0.19 | 0.12 | +0.07 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.02 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.16 | 0.15 | +0.01 |
Martin ratioReturn relative to average drawdown | 0.28 | 0.26 | +0.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TSY3.L | VDTA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.10 | 0.05 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.07 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.10 | +0.21 |
Correlation
The correlation between TSY3.L and VDTA.L is 0.71, 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.
Dividends
TSY3.L vs. VDTA.L - Dividend Comparison
TSY3.L's dividend yield for the trailing twelve months is around 3.90%, while VDTA.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSY3.L SPDR Bloomberg 1-3 Year US Treasury Bond UCITS ETF | 3.90% | 4.25% | 4.07% | 3.02% | 0.60% | 0.56% | 1.84% | 2.14% | 1.31% | 1.04% | 0.63% | 0.52% |
VDTA.L Vanguard USD Treasury Bond UCITS ETF USD Accumulation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TSY3.L vs. VDTA.L - Drawdown Comparison
The maximum TSY3.L drawdown since its inception was -18.75%, smaller than the maximum VDTA.L drawdown of -22.99%. Use the drawdown chart below to compare losses from any high point for TSY3.L and VDTA.L.
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Drawdown Indicators
| TSY3.L | VDTA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.75% | -18.82% | +0.07% |
Max Drawdown (1Y)Largest decline over 1 year | -6.62% | -3.28% | -3.34% |
Max Drawdown (5Y)Largest decline over 5 years | -16.38% | -16.41% | +0.03% |
Max Drawdown (10Y)Largest decline over 10 years | -18.75% | — | — |
Current DrawdownCurrent decline from peak | -7.16% | -6.92% | -0.24% |
Average DrawdownAverage peak-to-trough decline | -7.80% | -8.13% | +0.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.67% | 1.28% | +2.39% |
Volatility
TSY3.L vs. VDTA.L - Volatility Comparison
The current volatility for SPDR Bloomberg 1-3 Year US Treasury Bond UCITS ETF (TSY3.L) is 2.11%, while Vanguard USD Treasury Bond UCITS ETF USD Accumulation (VDTA.L) has a volatility of 2.61%. This indicates that TSY3.L experiences smaller price fluctuations and is considered to be less risky than VDTA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSY3.L | VDTA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.11% | 2.61% | -0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 4.36% | 5.07% | -0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.74% | 7.72% | -0.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.22% | 9.03% | -0.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.32% | 9.51% | -0.19% |