USTY.L vs. VUTY.L
Compare and contrast key facts about SPDR Bloomberg US Treasury Bond UCITS ETF (USTY.L) and Vanguard USD Treasury Bond UCITS ETF Distributing (VUTY.L).
USTY.L and VUTY.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. USTY.L is a passively managed fund by State Street that tracks the performance of the Bloomberg US Government TR USD. It was launched on Jun 3, 2011. VUTY.L is a passively managed fund by Vanguard that tracks the performance of the Bloomberg US Government TR USD. It was launched on Feb 24, 2016. Both USTY.L and VUTY.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USTY.L or VUTY.L.
Key characteristics
| USTY.L | VUTY.L | |
|---|---|---|
| YTD Return | -0.98% | -3.13% |
| 1Y Return | -0.42% | -2.44% |
| 3Y Return (Ann) | -1.48% | -2.01% |
| 5Y Return (Ann) | -0.56% | -0.85% |
| Sharpe Ratio | 0.05 | -0.26 |
| Sortino Ratio | 0.12 | -0.34 |
| Omega Ratio | 1.01 | 0.96 |
| Calmar Ratio | 0.01 | -0.08 |
| Martin Ratio | 0.16 | -0.61 |
| Ulcer Index | 1.98% | 2.80% |
| Daily Std Dev | 6.52% | 6.57% |
| Max Drawdown | -23.03% | -21.34% |
| Current Drawdown | -19.75% | -19.74% |
Correlation
The correlation between USTY.L and VUTY.L is 0.98, 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.
Performance
USTY.L vs. VUTY.L - Performance Comparison
In the year-to-date period, USTY.L achieves a -0.98% return, which is significantly higher than VUTY.L's -3.13% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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USTY.L vs. VUTY.L - Expense Ratio Comparison
USTY.L has a 0.15% expense ratio, which is higher than VUTY.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%.
Risk-Adjusted Performance
USTY.L vs. VUTY.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg US Treasury Bond UCITS ETF (USTY.L) and Vanguard USD Treasury Bond UCITS ETF Distributing (VUTY.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.
Dividends
USTY.L vs. VUTY.L - Dividend Comparison
USTY.L's dividend yield for the trailing twelve months is around 1.84%, more than VUTY.L's 1.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
USTY.L SPDR Bloomberg US Treasury Bond UCITS ETF | 1.84% | 2.81% | 1.56% | 1.31% | 2.49% | 2.78% | 1.22% | 0.00% | 0.00% |
VUTY.L Vanguard USD Treasury Bond UCITS ETF Distributing | 1.35% | 4.34% | 2.52% | 1.64% | 2.10% | 3.09% | 2.97% | 2.13% | 1.22% |
Drawdowns
USTY.L vs. VUTY.L - Drawdown Comparison
The maximum USTY.L drawdown since its inception was -23.03%, which is greater than VUTY.L's maximum drawdown of -21.34%. Use the drawdown chart below to compare losses from any high point for USTY.L and VUTY.L. For additional features, visit the drawdowns tool.
Volatility
USTY.L vs. VUTY.L - Volatility Comparison
SPDR Bloomberg US Treasury Bond UCITS ETF (USTY.L) and Vanguard USD Treasury Bond UCITS ETF Distributing (VUTY.L) have volatilities of 1.84% and 1.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.