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VCIT vs. TREX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VCIT vs. TREX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Corporate Bond ETF (VCIT) and Invesco US Treasury Bond 7-10 Year UCITS ETF Dist (TREX.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VCIT achieves a 0.41% return, which is significantly higher than TREX.L's -0.74% return.


VCIT

1D
-0.07%
1M
0.40%
YTD
0.41%
6M
0.89%
1Y
6.00%
3Y*
6.37%
5Y*
1.11%
10Y*
2.93%

TREX.L

1D
0.40%
1M
0.12%
YTD
-0.74%
6M
-0.02%
1Y
4.21%
3Y*
2.99%
5Y*
-1.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCIT vs. TREX.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
0.41%9.34%3.20%8.98%-13.98%-1.77%9.46%13.76%
TREX.L
Invesco US Treasury Bond 7-10 Year UCITS ETF Dist
-0.74%8.41%-0.22%3.58%-14.94%-3.02%9.76%8.50%

Correlation

The correlation between VCIT and TREX.L is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.66

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

0.72

Correlation (5Y)
Calculated over the trailing 5-year period

0.71

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2019

0.65

The correlation between VCIT and TREX.L has been stable across timeframes, ranging from 0.65 to 0.72 - a consistent structural relationship.

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Return for Risk

VCIT vs. TREX.L — Risk / Return Rank

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

VCIT
VCIT Risk / Return Rank: 4343
Overall Rank
VCIT Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
VCIT Sortino Ratio Rank: 4545
Sortino Ratio Rank
VCIT Omega Ratio Rank: 4242
Omega Ratio Rank
VCIT Calmar Ratio Rank: 4343
Calmar Ratio Rank
VCIT Martin Ratio Rank: 4343
Martin Ratio Rank

TREX.L
TREX.L Risk / Return Rank: 2525
Overall Rank
TREX.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
TREX.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
TREX.L Omega Ratio Rank: 2424
Omega Ratio Rank
TREX.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
TREX.L Martin Ratio Rank: 2424
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.

VCIT vs. TREX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Corporate Bond ETF (VCIT) and Invesco US Treasury Bond 7-10 Year UCITS ETF Dist (TREX.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.


VCITTREX.LDifference
Sharpe ratioReturn per unit of total volatility

+0.51

Sortino ratioReturn per unit of downside risk

+0.73

Omega ratioGain probability vs. loss probability

1.24

1.15

+0.09

Calmar ratioReturn relative to maximum drawdown

1.88

0.96

+0.92

Martin ratioReturn relative to average drawdown

6.07

2.81

+3.26

VCIT vs. TREX.L - Sharpe Ratio Comparison

The current VCIT Sharpe Ratio is 1.36, which is higher than the TREX.L Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of VCIT and TREX.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

VCIT vs. TREX.L - Drawdown Comparison

The maximum VCIT drawdown since its inception was -20.56%, smaller than the maximum TREX.L drawdown of -23.38%. Use the drawdown chart below to compare losses from any high point for VCIT and TREX.L.


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Drawdown Indicators


VCITTREX.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.56%

-23.38%

+2.82%

Max Drawdown (1Y)

Largest decline over 1 year

-2.96%

-3.96%

+1.00%

Max Drawdown (3Y)

Largest decline over 3 years

-6.11%

-7.42%

+1.31%

Max Drawdown (5Y)

Largest decline over 5 years

-20.56%

-20.96%

+0.40%

Max Drawdown (10Y)

Largest decline over 10 years

-20.56%

Current Drawdown

Current decline from peak

-1.13%

-10.23%

+9.10%

Average Drawdown

Average peak-to-trough decline

-3.16%

-9.96%

+6.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

1.36%

-0.44%

Volatility

VCIT vs. TREX.L - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Corporate Bond ETF (VCIT) is 1.48%, while Invesco US Treasury Bond 7-10 Year UCITS ETF Dist (TREX.L) has a volatility of 1.82%. This indicates that VCIT experiences smaller price fluctuations and is considered to be less risky than TREX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCITTREX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

1.82%

-0.34%

Volatility (6M)

Calculated over the trailing 6-month period

3.15%

3.34%

-0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

4.10%

4.50%

-0.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.62%

7.49%

-0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.28%

6.93%

-0.65%

VCIT vs. TREX.L - Expense Ratio Comparison

VCIT has a 0.03% expense ratio, which is lower than TREX.L's 0.06% 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

VCIT vs. TREX.L - Dividend Comparison

VCIT's dividend yield for the trailing twelve months is around 4.79%, more than TREX.L's 4.33% yield.


PositionTTM20252024202320222021202020192018201720162015
TREX.L
Invesco US Treasury Bond 7-10 Year UCITS ETF Dist
4.33%4.23%4.34%3.48%2.41%1.63%1.81%2.02%0.00%0.00%0.00%0.00%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
4.79%4.62%4.43%3.72%3.03%2.87%2.78%3.37%3.61%3.21%3.29%3.34%

Frequently Asked Questions


VCIT and TREX.L have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VCIT is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VCIT is cheaper with a 0.03% expense ratio, compared with 0.06% for TREX.L.

VCIT is categorized as Corporate Bonds, while TREX.L is Government Bonds. VCIT tracks Bloomberg U.S. 5-10 Year Corporate Bond Index, while TREX.L tracks Bloomberg US 7-10 Year Treasury Bond Index. They also come from different issuers: Vanguard and Invesco. Their fees differ too: 0.03% for VCIT and 0.06% for TREX.L.

Portfolio Optimizer

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