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VBIL vs. SUWG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VBIL vs. SUWG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard 0-3 Month Treasury Bill ETF (VBIL) and iShares MSCI World SRI UCITS ETF USD (Dist) (SUWG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VBIL is traded in USD, while SUWG.L is traded in GBP. To make them comparable, the SUWG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VBIL achieves a 1.62% return, which is significantly lower than SUWG.L's 11.46% return.


VBIL

1D
0.03%
1M
0.28%
YTD
1.62%
6M
1.80%
1Y
3.93%
3Y*
5Y*
10Y*

SUWG.L

1D
1.30%
1M
4.52%
YTD
11.46%
6M
12.16%
1Y
22.70%
3Y*
15.09%
5Y*
9.76%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VBIL vs. SUWG.L - Yearly Performance Comparison


Correlation

The correlation between VBIL and SUWG.L is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since Feb 11, 2025

-0.04

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Return for Risk

VBIL vs. SUWG.L — Risk / Return Rank

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

VBIL
VBIL Risk / Return Rank: 100100
Overall Rank
VBIL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
VBIL Sortino Ratio Rank: 100100
Sortino Ratio Rank
VBIL Omega Ratio Rank: 100100
Omega Ratio Rank
VBIL Calmar Ratio Rank: 9999
Calmar Ratio Rank
VBIL Martin Ratio Rank: 100100
Martin Ratio Rank

SUWG.L
SUWG.L Risk / Return Rank: 6666
Overall Rank
SUWG.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
SUWG.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
SUWG.L Omega Ratio Rank: 6868
Omega Ratio Rank
SUWG.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
SUWG.L Martin Ratio Rank: 6666
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.

VBIL vs. SUWG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard 0-3 Month Treasury Bill ETF (VBIL) and iShares MSCI World SRI UCITS ETF USD (Dist) (SUWG.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VBILSUWG.LDifference
Sharpe ratioReturn per unit of total volatility

+13.32

Sortino ratioReturn per unit of downside risk

+36.42

Omega ratioGain probability vs. loss probability

21.06

1.31

+19.76

Calmar ratioReturn relative to maximum drawdown

42.54

2.30

+40.24

Martin ratioReturn relative to average drawdown

531.57

9.10

+522.47

VBIL vs. SUWG.L - Sharpe Ratio Comparison

The current VBIL Sharpe Ratio is 15.06, which is higher than the SUWG.L Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of VBIL and SUWG.L, 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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Drawdowns

VBIL vs. SUWG.L - Drawdown Comparison

The maximum VBIL drawdown since its inception was -0.09%, smaller than the maximum SUWG.L drawdown of -29.85%. Use the drawdown chart below to compare losses from any high point for VBIL and SUWG.L.


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Drawdown Indicators


VBILSUWG.LDifference

Max Drawdown

Largest peak-to-trough decline

-0.09%

-29.85%

+29.76%

Max Drawdown (1Y)

Largest decline over 1 year

-0.09%

-9.83%

+9.74%

Max Drawdown (3Y)

Largest decline over 3 years

-17.39%

Max Drawdown (5Y)

Largest decline over 5 years

-29.85%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.00%

-6.74%

+6.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

2.48%

-2.47%

Volatility

VBIL vs. SUWG.L - Volatility Comparison

The current volatility for Vanguard 0-3 Month Treasury Bill ETF (VBIL) is 0.05%, while iShares MSCI World SRI UCITS ETF USD (Dist) (SUWG.L) has a volatility of 3.96%. This indicates that VBIL experiences smaller price fluctuations and is considered to be less risky than SUWG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VBILSUWG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.05%

3.96%

-3.91%

Volatility (6M)

Calculated over the trailing 6-month period

0.16%

10.33%

-10.17%

Volatility (1Y)

Calculated over the trailing 1-year period

0.26%

13.03%

-12.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.30%

15.90%

-15.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.30%

15.82%

-15.52%

VBIL vs. SUWG.L - Expense Ratio Comparison

VBIL has a 0.07% expense ratio, which is lower than SUWG.L's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VBIL vs. SUWG.L - Dividend Comparison

VBIL's dividend yield for the trailing twelve months is around 3.65%, more than SUWG.L's 0.66% yield.


PositionTTM20252024202320222021
SUWG.L
iShares MSCI World SRI UCITS ETF USD (Dist)
0.66%1.21%1.38%1.54%1.69%1.17%
VBIL
Vanguard 0-3 Month Treasury Bill ETF
3.65%3.12%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VBIL and SUWG.L have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VBIL is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VBIL is cheaper with a 0.07% expense ratio, compared with 0.20% for SUWG.L.

VBIL is categorized as Ultrashort Bond, while SUWG.L is Global Equities. VBIL tracks Bloomberg US Treasury Bills 0-3 Months Index, while SUWG.L tracks MSCI ACWI NR USD. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.07% for VBIL and 0.20% for SUWG.L.

Portfolio Optimizer

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