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VDST.L vs. IB01.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VDST.L and IB01.L is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

VDST.L vs. IB01.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating (VDST.L) and iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L). The values are adjusted to include any dividend payments, if applicable.

9.50%10.00%10.50%11.00%11.50%12.00%AugustSeptemberOctoberNovemberDecember2025
11.88%
11.97%
VDST.L
IB01.L

Key characteristics

Sharpe Ratio

VDST.L:

9.80

IB01.L:

14.54

Sortino Ratio

VDST.L:

21.11

IB01.L:

59.11

Omega Ratio

VDST.L:

5.78

IB01.L:

13.19

Calmar Ratio

VDST.L:

34.49

IB01.L:

279.26

Martin Ratio

VDST.L:

231.08

IB01.L:

883.28

Ulcer Index

VDST.L:

0.02%

IB01.L:

0.01%

Daily Std Dev

VDST.L:

0.52%

IB01.L:

0.35%

Max Drawdown

VDST.L:

-0.36%

IB01.L:

-0.91%

Current Drawdown

VDST.L:

0.00%

IB01.L:

0.00%

Returns By Period

In the year-to-date period, VDST.L achieves a 0.27% return, which is significantly lower than IB01.L's 0.30% return.


VDST.L

YTD

0.27%

1M

0.31%

6M

2.44%

1Y

5.12%

5Y*

N/A

10Y*

N/A

IB01.L

YTD

0.30%

1M

0.39%

6M

2.48%

1Y

5.13%

5Y*

2.44%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VDST.L vs. IB01.L - Expense Ratio Comparison

Both VDST.L and IB01.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


VDST.L
Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating
Expense ratio chart for VDST.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for IB01.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

VDST.L vs. IB01.L — Risk-Adjusted Performance Rank

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

VDST.L
The Risk-Adjusted Performance Rank of VDST.L is 9999
Overall Rank
The Sharpe Ratio Rank of VDST.L is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of VDST.L is 9999
Sortino Ratio Rank
The Omega Ratio Rank of VDST.L is 9999
Omega Ratio Rank
The Calmar Ratio Rank of VDST.L is 9999
Calmar Ratio Rank
The Martin Ratio Rank of VDST.L is 9999
Martin Ratio Rank

IB01.L
The Risk-Adjusted Performance Rank of IB01.L is 100100
Overall Rank
The Sharpe Ratio Rank of IB01.L is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of IB01.L is 100100
Sortino Ratio Rank
The Omega Ratio Rank of IB01.L is 100100
Omega Ratio Rank
The Calmar Ratio Rank of IB01.L is 100100
Calmar Ratio Rank
The Martin Ratio Rank of IB01.L is 100100
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VDST.L vs. IB01.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating (VDST.L) and iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.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.


Sharpe ratio
The chart of Sharpe ratio for VDST.L, currently valued at 9.80, compared to the broader market0.002.004.009.8014.54
The chart of Sortino ratio for VDST.L, currently valued at 21.11, compared to the broader market0.005.0010.0021.1159.11
The chart of Omega ratio for VDST.L, currently valued at 5.78, compared to the broader market0.501.001.502.002.503.005.7813.19
The chart of Calmar ratio for VDST.L, currently valued at 34.49, compared to the broader market0.005.0010.0015.0020.0034.49279.26
The chart of Martin ratio for VDST.L, currently valued at 231.08, compared to the broader market0.0020.0040.0060.0080.00100.00231.08883.28
VDST.L
IB01.L

The current VDST.L Sharpe Ratio is 9.80, which is lower than the IB01.L Sharpe Ratio of 14.54. The chart below compares the historical Sharpe Ratios of VDST.L and IB01.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.


Rolling 12-month Sharpe Ratio10.0011.0012.0013.0014.0015.0016.00AugustSeptemberOctoberNovemberDecember2025
9.80
14.54
VDST.L
IB01.L

Dividends

VDST.L vs. IB01.L - Dividend Comparison

Neither VDST.L nor IB01.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

VDST.L vs. IB01.L - Drawdown Comparison

The maximum VDST.L drawdown since its inception was -0.36%, smaller than the maximum IB01.L drawdown of -0.91%. Use the drawdown chart below to compare losses from any high point for VDST.L and IB01.L. For additional features, visit the drawdowns tool.


-0.15%-0.10%-0.05%0.00%AugustSeptemberOctoberNovemberDecember202500
VDST.L
IB01.L

Volatility

VDST.L vs. IB01.L - Volatility Comparison

Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating (VDST.L) has a higher volatility of 0.16% compared to iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) at 0.11%. This indicates that VDST.L's price experiences larger fluctuations and is considered to be riskier than IB01.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.10%0.15%0.20%0.25%0.30%AugustSeptemberOctoberNovemberDecember2025
0.16%
0.11%
VDST.L
IB01.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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