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UTEN vs. VGIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UTEN vs. VGIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in US Treasury 10 Year Note ETF (UTEN) and Vanguard Intermediate-Term Treasury ETF (VGIT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UTEN achieves a -0.69% return, which is significantly lower than VGIT's -0.46% return.


UTEN

1D
-0.26%
1M
0.01%
YTD
-0.69%
6M
-1.30%
1Y
4.26%
3Y*
1.86%
5Y*
10Y*

VGIT

1D
-0.19%
1M
-0.16%
YTD
-0.46%
6M
-0.60%
1Y
3.54%
3Y*
3.40%
5Y*
0.05%
10Y*
1.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UTEN vs. VGIT - Yearly Performance Comparison


2026 (YTD)2025202420232022
UTEN
US Treasury 10 Year Note ETF
-0.69%7.82%-1.67%3.18%-7.79%
VGIT
Vanguard Intermediate-Term Treasury ETF
-0.46%7.34%1.39%4.28%-4.00%

Correlation

The correlation between UTEN and VGIT 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

0.97

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

0.97

Correlation (All Time)
Calculated using the full available price history since Aug 10, 2022

0.97

The correlation between UTEN and VGIT has been stable across timeframes, ranging from 0.97 to 0.97 - a consistent structural relationship.

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Return for Risk

UTEN vs. VGIT — Risk / Return Rank

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

UTEN
UTEN Risk / Return Rank: 2222
Overall Rank
UTEN Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
UTEN Sortino Ratio Rank: 2222
Sortino Ratio Rank
UTEN Omega Ratio Rank: 2121
Omega Ratio Rank
UTEN Calmar Ratio Rank: 2121
Calmar Ratio Rank
UTEN Martin Ratio Rank: 2323
Martin Ratio Rank

VGIT
VGIT Risk / Return Rank: 2727
Overall Rank
VGIT Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
VGIT Sortino Ratio Rank: 2828
Sortino Ratio Rank
VGIT Omega Ratio Rank: 2626
Omega Ratio Rank
VGIT Calmar Ratio Rank: 2626
Calmar Ratio Rank
VGIT 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.

UTEN vs. VGIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for US Treasury 10 Year Note ETF (UTEN) 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.


UTENVGITDifference
Sharpe ratioReturn per unit of total volatility

-0.24

Sortino ratioReturn per unit of downside risk

-0.37

Omega ratioGain probability vs. loss probability

1.14

1.18

-0.04

Calmar ratioReturn relative to maximum drawdown

0.94

1.25

-0.32

Martin ratioReturn relative to average drawdown

2.82

3.75

-0.93

UTEN vs. VGIT - Sharpe Ratio Comparison

The current UTEN Sharpe Ratio is 0.82, which is comparable to the VGIT Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of UTEN and VGIT, 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


UTENVGITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

1.05

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.49

-0.49

Drawdowns

UTEN vs. VGIT - Drawdown Comparison

The maximum UTEN drawdown since its inception was -13.36%, smaller than the maximum VGIT drawdown of -16.05%. Use the drawdown chart below to compare losses from any high point for UTEN and VGIT.


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Drawdown Indicators


UTENVGITDifference

Max Drawdown

Largest peak-to-trough decline

-13.36%

-16.05%

+2.69%

Max Drawdown (1Y)

Largest decline over 1 year

-4.57%

-2.83%

-1.74%

Max Drawdown (3Y)

Largest decline over 3 years

-8.60%

-4.34%

-4.26%

Max Drawdown (5Y)

Largest decline over 5 years

-15.02%

Max Drawdown (10Y)

Largest decline over 10 years

-16.05%

Current Drawdown

Current decline from peak

-3.05%

-2.39%

-0.66%

Average Drawdown

Average peak-to-trough decline

-4.82%

-3.52%

-1.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.51%

0.94%

+0.57%

Volatility

UTEN vs. VGIT - Volatility Comparison

US Treasury 10 Year Note ETF (UTEN) has a higher volatility of 1.71% compared to Vanguard Intermediate-Term Treasury ETF (VGIT) at 1.05%. This indicates that UTEN's price experiences larger fluctuations and is considered to be riskier 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


UTENVGITDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.71%

1.05%

+0.66%

Volatility (6M)

Calculated over the trailing 6-month period

3.65%

2.33%

+1.32%

Volatility (1Y)

Calculated over the trailing 1-year period

5.24%

3.38%

+1.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.05%

5.38%

+2.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.05%

4.50%

+3.55%

UTEN vs. VGIT - Expense Ratio Comparison

UTEN has a 0.15% 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

UTEN vs. VGIT - Dividend Comparison

UTEN's dividend yield for the trailing twelve months is around 4.05%, more than VGIT's 3.87% yield.


PositionTTM20252024202320222021202020192018201720162015
UTEN
US Treasury 10 Year Note ETF
4.05%4.11%4.13%3.62%1.39%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGIT
Vanguard Intermediate-Term Treasury ETF
3.87%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


With a correlation of 0.97, UTEN and VGIT 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.

UTEN has higher volatility (1.71%) compared to VGIT (1.05%). In terms of maximum drawdown, UTEN dropped -13.36% vs VGIT's -16.05%.

On 3-year performance, VGIT leads with 3.40% vs 1.86% for UTEN. On fees, VGIT is cheaper at 0.03% per year. On volatility, VGIT has been the lower-risk option at 1.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, VGIT has performed better with a 3.40% return vs 1.86%. 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 0.15% for UTEN.

UTEN has the higher dividend yield at 4.05%, compared with 3.87% for VGIT.

UTEN tracks ICE BofA Current 10 Year US Treasury Index - Benchmark TR Gross, while VGIT tracks Bloomberg U.S. Treasury 3-10 Year Index. They also come from different issuers: US Benchmark Series and Vanguard. Their fees differ too: 0.15% for UTEN and 0.03% for VGIT.

VGIT currently has the higher Sharpe Ratio (1.05 vs 0.82), 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

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