USSH vs. VGLT
USSH (WisdomTree 1-3 Year Laddered Treasury Fund) and VGLT (Vanguard Long-Term Treasury ETF) are both Government Bonds funds - USSH tracks the Bloomberg US Treasury 1-3 Year Laddered Index while VGLT tracks the Bloomberg U.S. Long Treasury Index. Both are passively managed. Over the past year, USSH returned 3.27% vs 5.25% for VGLT. A 0.68 correlation means they provide meaningful diversification when combined. USSH charges 0.15%/yr vs 0.03%/yr for VGLT.
Performance
USSH vs. VGLT - Performance Comparison
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Returns By Period
In the year-to-date period, USSH achieves a 0.39% return, which is significantly higher than VGLT's -0.41% return.
USSH
- 1D
- -0.06%
- 1M
- 0.06%
- YTD
- 0.39%
- 6M
- 0.66%
- 1Y
- 3.27%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VGLT
- 1D
- -0.40%
- 1M
- 0.71%
- YTD
- -0.41%
- 6M
- -1.68%
- 1Y
- 5.25%
- 3Y*
- -0.72%
- 5Y*
- -5.30%
- 10Y*
- -1.10%
USSH vs. VGLT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
USSH WisdomTree 1-3 Year Laddered Treasury Fund | 0.39% | 5.00% | 3.87% |
VGLT Vanguard Long-Term Treasury ETF | -0.41% | 5.35% | -1.58% |
Correlation
The correlation between USSH and VGLT is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2024 | 0.68 |
The correlation between USSH and VGLT has been stable across timeframes, ranging from 0.68 to 0.68 - a consistent structural relationship.
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Return for Risk
USSH vs. VGLT — Risk / Return Rank
USSH
VGLT
USSH vs. VGLT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree 1-3 Year Laddered Treasury Fund (USSH) and Vanguard Long-Term Treasury ETF (VGLT). 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.
| USSH | VGLT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.95 | ||
| Sortino ratioReturn per unit of downside risk | +3.37 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.10 | +0.42 |
| Calmar ratioReturn relative to maximum drawdown | 3.76 | 0.75 | +3.00 |
| Martin ratioReturn relative to average drawdown | 14.91 | 1.96 | +12.95 |
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
| USSH | VGLT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.54 | 0.59 | +1.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.37 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.08 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.74 | 0.19 | +2.55 |
Drawdowns
USSH vs. VGLT - Drawdown Comparison
The maximum USSH drawdown since its inception was -1.01%, smaller than the maximum VGLT drawdown of -46.18%. Use the drawdown chart below to compare losses from any high point for USSH and VGLT.
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Drawdown Indicators
| USSH | VGLT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.01% | -46.18% | +45.17% |
Max Drawdown (1Y)Largest decline over 1 year | -0.87% | -7.01% | +6.14% |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.68% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -40.98% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.18% | — |
Current DrawdownCurrent decline from peak | -0.33% | -36.83% | +36.50% |
Average DrawdownAverage peak-to-trough decline | -0.20% | -15.06% | +14.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.22% | 2.68% | -2.46% |
Volatility
USSH vs. VGLT - Volatility Comparison
The current volatility for WisdomTree 1-3 Year Laddered Treasury Fund (USSH) is 0.36%, while Vanguard Long-Term Treasury ETF (VGLT) has a volatility of 2.59%. This indicates that USSH experiences smaller price fluctuations and is considered to be less risky than VGLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USSH | VGLT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.36% | 2.59% | -2.23% |
Volatility (6M)Calculated over the trailing 6-month period | 0.88% | 5.94% | -5.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.29% | 8.88% | -7.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.53% | 14.58% | -13.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.53% | 13.81% | -12.28% |
USSH vs. VGLT - Expense Ratio Comparison
USSH has a 0.15% expense ratio, which is higher than VGLT'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
USSH vs. VGLT - Dividend Comparison
USSH's dividend yield for the trailing twelve months is around 3.64%, less than VGLT's 4.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USSH WisdomTree 1-3 Year Laddered Treasury Fund | 3.64% | 3.67% | 3.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGLT Vanguard Long-Term Treasury ETF | 4.61% | 4.44% | 4.33% | 3.33% | 2.84% | 1.82% | 2.15% | 2.46% | 2.71% | 2.55% | 2.69% | 3.21% |
Frequently Asked Questions
USSH and VGLT have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VGLT has higher volatility (2.59%) compared to USSH (0.36%). In terms of maximum drawdown, USSH dropped -1.01% vs VGLT's -46.18%.
On 1-year performance, VGLT leads with 5.25% vs 3.27% for USSH. On fees, VGLT is cheaper at 0.03% per year. On volatility, USSH has been the lower-risk option at 0.36%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, VGLT has performed better with a 5.25% return vs 3.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VGLT is cheaper with a 0.03% expense ratio, compared with 0.15% for USSH.
VGLT has the higher dividend yield at 4.61%, compared with 3.64% for USSH.
USSH tracks Bloomberg US Treasury 1-3 Year Laddered Index, while VGLT tracks Bloomberg U.S. Long Treasury Index. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.15% for USSH and 0.03% for VGLT.
USSH currently has the higher Sharpe Ratio (2.54 vs 0.59), 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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