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VDCA.L vs. IBTS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VDCA.L vs. IBTS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard USD Corporate 1-3 Year Bond UCITS ETF USD Accumulation (VDCA.L) and iShares $ Treasury Bond 1-3yr UCITS ETF (IBTS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, VDCA.L achieves a 0.68% return, which is significantly higher than IBTS.L's 0.40% return.


VDCA.L

1D
-0.09%
1M
0.05%
YTD
0.68%
6M
1.01%
1Y
4.12%
3Y*
5.27%
5Y*
2.55%
10Y*

IBTS.L

1D
0.19%
1M
0.27%
YTD
0.40%
6M
1.03%
1Y
3.48%
3Y*
4.15%
5Y*
1.86%
10Y*
1.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VDCA.L vs. IBTS.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VDCA.L
Vanguard USD Corporate 1-3 Year Bond UCITS ETF USD Accumulation
0.68%5.87%5.54%5.39%-3.80%-0.21%3.56%4.32%
IBTS.L
iShares $ Treasury Bond 1-3yr UCITS ETF
0.40%5.49%4.03%3.79%-3.90%-0.27%2.72%3.78%

Correlation

The correlation between VDCA.L and IBTS.L is 0.04, 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

0.04

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

0.15

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

0.16

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2019

0.12

The correlation between VDCA.L and IBTS.L shifts across timeframes, from 0.04 (1 year) to 0.16 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

VDCA.L vs. IBTS.L — Risk / Return Rank

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

VDCA.L
VDCA.L Risk / Return Rank: 8787
Overall Rank
VDCA.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
VDCA.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
VDCA.L Omega Ratio Rank: 8787
Omega Ratio Rank
VDCA.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
VDCA.L Martin Ratio Rank: 8989
Martin Ratio Rank

IBTS.L
IBTS.L Risk / Return Rank: 2222
Overall Rank
IBTS.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
IBTS.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
IBTS.L Omega Ratio Rank: 2020
Omega Ratio Rank
IBTS.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
IBTS.L Martin Ratio Rank: 2121
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.

VDCA.L vs. IBTS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Corporate 1-3 Year Bond UCITS ETF USD Accumulation (VDCA.L) and iShares $ Treasury Bond 1-3yr UCITS ETF (IBTS.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.


VDCA.LIBTS.LDifference
Sharpe ratioReturn per unit of total volatility

+1.75

Sortino ratioReturn per unit of downside risk

+2.84

Omega ratioGain probability vs. loss probability

1.53

1.15

+0.38

Calmar ratioReturn relative to maximum drawdown

5.07

3.24

+1.82

Martin ratioReturn relative to average drawdown

19.78

9.38

+10.40

VDCA.L vs. IBTS.L - Sharpe Ratio Comparison

The current VDCA.L Sharpe Ratio is 2.60, which is higher than the IBTS.L Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of VDCA.L and IBTS.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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Sharpe Ratios by Period


VDCA.LIBTS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.60

0.85

+1.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.21

0.37

+0.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.37

+0.46

Drawdowns

VDCA.L vs. IBTS.L - Drawdown Comparison

The maximum VDCA.L drawdown since its inception was -9.85%, which is greater than IBTS.L's maximum drawdown of -7.24%. Use the drawdown chart below to compare losses from any high point for VDCA.L and IBTS.L.


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Drawdown Indicators


VDCA.LIBTS.LDifference

Max Drawdown

Largest peak-to-trough decline

-9.85%

-7.24%

-2.61%

Max Drawdown (1Y)

Largest decline over 1 year

-0.80%

-1.07%

+0.27%

Max Drawdown (3Y)

Largest decline over 3 years

-1.14%

-1.44%

+0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-6.43%

-6.87%

+0.44%

Max Drawdown (10Y)

Largest decline over 10 years

-7.24%

Current Drawdown

Current decline from peak

-0.34%

-0.38%

+0.04%

Average Drawdown

Average peak-to-trough decline

-1.06%

-1.16%

+0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.21%

0.37%

-0.16%

Volatility

VDCA.L vs. IBTS.L - Volatility Comparison

The current volatility for Vanguard USD Corporate 1-3 Year Bond UCITS ETF USD Accumulation (VDCA.L) is 0.56%, while iShares $ Treasury Bond 1-3yr UCITS ETF (IBTS.L) has a volatility of 1.34%. This indicates that VDCA.L experiences smaller price fluctuations and is considered to be less risky than IBTS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VDCA.LIBTS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.56%

1.34%

-0.78%

Volatility (6M)

Calculated over the trailing 6-month period

1.10%

3.29%

-2.19%

Volatility (1Y)

Calculated over the trailing 1-year period

1.57%

4.08%

-2.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.11%

5.02%

-2.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.46%

5.07%

-1.61%

VDCA.L vs. IBTS.L - Expense Ratio Comparison

VDCA.L has a 0.09% expense ratio, which is higher than IBTS.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%.


Dividends

VDCA.L vs. IBTS.L - Dividend Comparison

VDCA.L has not paid dividends to shareholders, while IBTS.L's dividend yield for the trailing twelve months is around 3.99%.


PositionTTM20252024202320222021202020192018201720162015
IBTS.L
iShares $ Treasury Bond 1-3yr UCITS ETF
3.99%4.22%4.12%3.08%0.75%0.61%1.84%2.39%1.49%1.01%0.67%0.49%
VDCA.L
Vanguard USD Corporate 1-3 Year Bond UCITS ETF USD Accumulation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VDCA.L and IBTS.L have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

IBTS.L is cheaper with a 0.07% expense ratio, compared with 0.09% for VDCA.L.

VDCA.L is categorized as Short-Term Bond, while IBTS.L is Government Bonds. VDCA.L tracks Bloomberg Global Aggregate Corporate - United States Dollar Index 1-3 Year, while IBTS.L tracks ICE U.S. Treasury 1-3 Year Bond Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.09% for VDCA.L and 0.07% for IBTS.L.

Portfolio Optimizer

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