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V3GD.L vs. DTLA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

V3GD.L vs. DTLA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Distributing (V3GD.L) and iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L). The values are adjusted to include any dividend payments, if applicable.

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V3GD.L vs. DTLA.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
V3GD.L
Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Distributing
-0.35%6.28%3.93%8.62%-13.27%1.15%
DTLA.L
iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)
-0.52%4.47%-6.97%1.69%-30.29%7.84%

Returns By Period

In the year-to-date period, V3GD.L achieves a -0.35% return, which is significantly higher than DTLA.L's -0.52% return.


V3GD.L

1D
0.17%
1M
-0.97%
YTD
-0.35%
6M
0.29%
1Y
4.54%
3Y*
5.06%
5Y*
10Y*

DTLA.L

1D
-0.03%
1M
-2.61%
YTD
-0.52%
6M
-0.84%
1Y
-0.71%
3Y*
-2.76%
5Y*
-5.60%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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V3GD.L vs. DTLA.L - Expense Ratio Comparison

V3GD.L has a 0.15% expense ratio, which is higher than DTLA.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

V3GD.L vs. DTLA.L — Risk / Return Rank

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

V3GD.L
V3GD.L Risk / Return Rank: 5252
Overall Rank
V3GD.L Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
V3GD.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
V3GD.L Omega Ratio Rank: 5151
Omega Ratio Rank
V3GD.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
V3GD.L Martin Ratio Rank: 5252
Martin Ratio Rank

DTLA.L
DTLA.L Risk / Return Rank: 99
Overall Rank
DTLA.L Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
DTLA.L Sortino Ratio Rank: 99
Sortino Ratio Rank
DTLA.L Omega Ratio Rank: 1010
Omega Ratio Rank
DTLA.L Calmar Ratio Rank: 99
Calmar Ratio Rank
DTLA.L Martin Ratio Rank: 99
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.

V3GD.L vs. DTLA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Distributing (V3GD.L) and iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.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.


V3GD.LDTLA.LDifference

Sharpe ratio

Return per unit of total volatility

1.04

-0.06

+1.10

Sortino ratio

Return per unit of downside risk

1.47

-0.00

+1.47

Omega ratio

Gain probability vs. loss probability

1.20

1.00

+0.20

Calmar ratio

Return relative to maximum drawdown

1.59

-0.15

+1.75

Martin ratio

Return relative to average drawdown

6.02

-0.31

+6.33

V3GD.L vs. DTLA.L - Sharpe Ratio Comparison

The current V3GD.L Sharpe Ratio is 1.04, which is higher than the DTLA.L Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of V3GD.L and DTLA.L, 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


V3GD.LDTLA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

-0.06

+1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

-0.07

+0.25

Correlation

The correlation between V3GD.L and DTLA.L is 0.83, 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

V3GD.L vs. DTLA.L - Dividend Comparison

V3GD.L's dividend yield for the trailing twelve months is around 4.39%, while DTLA.L has not paid dividends to shareholders.


TTM20252024202320222021
V3GD.L
Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Distributing
4.39%4.45%4.35%4.05%2.44%0.70%
DTLA.L
iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

V3GD.L vs. DTLA.L - Drawdown Comparison

The maximum V3GD.L drawdown since its inception was -19.16%, smaller than the maximum DTLA.L drawdown of -48.47%. Use the drawdown chart below to compare losses from any high point for V3GD.L and DTLA.L.


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Drawdown Indicators


V3GD.LDTLA.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.16%

-48.47%

+29.31%

Max Drawdown (1Y)

Largest decline over 1 year

-2.68%

-9.64%

+6.96%

Max Drawdown (5Y)

Largest decline over 5 years

-42.87%

Current Drawdown

Current decline from peak

-1.54%

-40.24%

+38.70%

Average Drawdown

Average peak-to-trough decline

-6.58%

-23.72%

+17.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

4.77%

-4.10%

Volatility

V3GD.L vs. DTLA.L - Volatility Comparison

The current volatility for Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Distributing (V3GD.L) is 1.56%, while iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) has a volatility of 3.20%. This indicates that V3GD.L experiences smaller price fluctuations and is considered to be less risky than DTLA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


V3GD.LDTLA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.56%

3.20%

-1.64%

Volatility (6M)

Calculated over the trailing 6-month period

2.40%

6.33%

-3.93%

Volatility (1Y)

Calculated over the trailing 1-year period

4.37%

11.70%

-7.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.50%

14.92%

-9.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.50%

14.87%

-9.37%