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UTEN vs. VGLT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UTEN vs. VGLT - Performance Comparison

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

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UTEN vs. VGLT - Yearly Performance Comparison


2026 (YTD)2025202420232022
UTEN
US Treasury 10 Year Note ETF
-0.06%7.82%-1.67%3.18%-7.79%
VGLT
Vanguard Long-Term Treasury ETF
-0.09%5.35%-6.28%3.27%-13.34%

Returns By Period

In the year-to-date period, UTEN achieves a -0.06% return, which is significantly higher than VGLT's -0.09% return.


UTEN

1D
0.27%
1M
-2.43%
YTD
-0.06%
6M
0.86%
1Y
3.78%
3Y*
1.65%
5Y*
10Y*

VGLT

1D
-0.03%
1M
-3.99%
YTD
-0.09%
6M
-0.50%
1Y
0.42%
3Y*
-1.57%
5Y*
-4.88%
10Y*
-0.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UTEN vs. VGLT - Expense Ratio Comparison

UTEN 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%.


Return for Risk

UTEN vs. VGLT — Risk / Return Rank

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

UTEN
UTEN Risk / Return Rank: 3434
Overall Rank
UTEN Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
UTEN Sortino Ratio Rank: 3434
Sortino Ratio Rank
UTEN Omega Ratio Rank: 2929
Omega Ratio Rank
UTEN Calmar Ratio Rank: 4242
Calmar Ratio Rank
UTEN Martin Ratio Rank: 3131
Martin Ratio Rank

VGLT
VGLT Risk / Return Rank: 1414
Overall Rank
VGLT Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
VGLT Sortino Ratio Rank: 1212
Sortino Ratio Rank
VGLT Omega Ratio Rank: 1212
Omega Ratio Rank
VGLT Calmar Ratio Rank: 1616
Calmar Ratio Rank
VGLT Martin Ratio Rank: 1515
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. VGLT - Risk-Adjusted Trends Comparison

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


UTENVGLTDifference

Sharpe ratio

Return per unit of total volatility

0.64

0.04

+0.60

Sortino ratio

Return per unit of downside risk

0.95

0.12

+0.82

Omega ratio

Gain probability vs. loss probability

1.11

1.02

+0.10

Calmar ratio

Return relative to maximum drawdown

1.04

0.14

+0.90

Martin ratio

Return relative to average drawdown

2.63

0.31

+2.32

UTEN vs. VGLT - Sharpe Ratio Comparison

The current UTEN Sharpe Ratio is 0.64, which is higher than the VGLT Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of UTEN and VGLT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UTENVGLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

0.04

+0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.19

-0.16

Correlation

The correlation between UTEN and VGLT is 0.95, 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

UTEN vs. VGLT - Dividend Comparison

UTEN's dividend yield for the trailing twelve months is around 4.44%, less than VGLT's 4.49% yield.


TTM20252024202320222021202020192018201720162015
UTEN
US Treasury 10 Year Note ETF
4.44%4.11%4.13%3.62%1.39%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGLT
Vanguard Long-Term Treasury ETF
4.49%4.44%4.33%3.33%2.84%1.82%2.15%2.46%2.71%2.55%2.69%3.21%

Drawdowns

UTEN vs. VGLT - Drawdown Comparison

The maximum UTEN drawdown since its inception was -13.36%, smaller than the maximum VGLT drawdown of -46.18%. Use the drawdown chart below to compare losses from any high point for UTEN and VGLT.


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Drawdown Indicators


UTENVGLTDifference

Max Drawdown

Largest peak-to-trough decline

-13.36%

-46.18%

+32.82%

Max Drawdown (1Y)

Largest decline over 1 year

-3.87%

-8.48%

+4.61%

Max Drawdown (5Y)

Largest decline over 5 years

-40.98%

Max Drawdown (10Y)

Largest decline over 10 years

-46.18%

Current Drawdown

Current decline from peak

-2.43%

-36.63%

+34.20%

Average Drawdown

Average peak-to-trough decline

-4.93%

-14.83%

+9.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.53%

3.85%

-2.32%

Volatility

UTEN vs. VGLT - Volatility Comparison

The current volatility for US Treasury 10 Year Note ETF (UTEN) is 2.09%, while Vanguard Long-Term Treasury ETF (VGLT) has a volatility of 3.45%. This indicates that UTEN 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


UTENVGLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.09%

3.45%

-1.36%

Volatility (6M)

Calculated over the trailing 6-month period

3.54%

6.00%

-2.46%

Volatility (1Y)

Calculated over the trailing 1-year period

5.89%

10.35%

-4.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.17%

14.60%

-6.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.17%

13.84%

-5.67%