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VDST.L vs. IBTA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VDST.L vs. IBTA.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 1-3yr UCITS ETF (Acc) (IBTA.L). The values are adjusted to include any dividend payments, if applicable.

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VDST.L vs. IBTA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
VDST.L
Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating
0.79%4.26%5.24%4.98%0.95%0.01%0.03%
IBTA.L
iShares USD Treasury Bond 1-3yr UCITS ETF (Acc)
0.10%5.30%4.11%4.15%-3.75%-0.64%0.10%

Returns By Period

In the year-to-date period, VDST.L achieves a 0.79% return, which is significantly higher than IBTA.L's 0.10% return.


VDST.L

1D
-0.01%
1M
0.26%
YTD
0.79%
6M
1.85%
1Y
4.00%
3Y*
4.71%
5Y*
3.23%
10Y*

IBTA.L

1D
0.03%
1M
-0.49%
YTD
0.10%
6M
1.39%
1Y
3.72%
3Y*
4.06%
5Y*
1.81%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both VDST.L and IBTA.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%.


Return for Risk

VDST.L vs. IBTA.L — Risk / Return Rank

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

VDST.L
VDST.L Risk / Return Rank: 9999
Overall Rank
VDST.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
VDST.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
VDST.L Omega Ratio Rank: 9999
Omega Ratio Rank
VDST.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
VDST.L Martin Ratio Rank: 9999
Martin Ratio Rank

IBTA.L
IBTA.L Risk / Return Rank: 9797
Overall Rank
IBTA.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IBTA.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
IBTA.L Omega Ratio Rank: 9797
Omega Ratio Rank
IBTA.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
IBTA.L Martin Ratio Rank: 9696
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.

VDST.L vs. IBTA.L - Risk-Adjusted Trends 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 1-3yr UCITS ETF (Acc) (IBTA.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.


VDST.LIBTA.LDifference

Sharpe ratio

Return per unit of total volatility

8.36

2.65

+5.71

Sortino ratio

Return per unit of downside risk

18.81

4.17

+14.64

Omega ratio

Gain probability vs. loss probability

4.28

1.56

+2.72

Calmar ratio

Return relative to maximum drawdown

34.78

4.95

+29.83

Martin ratio

Return relative to average drawdown

190.66

16.20

+174.46

VDST.L vs. IBTA.L - Sharpe Ratio Comparison

The current VDST.L Sharpe Ratio is 8.36, which is higher than the IBTA.L Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of VDST.L and IBTA.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


VDST.LIBTA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

8.36

2.65

+5.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

7.92

0.91

+7.00

Sharpe Ratio (All Time)

Calculated using the full available price history

7.79

1.08

+6.71

Correlation

The correlation between VDST.L and IBTA.L is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

VDST.L vs. IBTA.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

VDST.L vs. IBTA.L - Drawdown Comparison

The maximum VDST.L drawdown since its inception was -0.36%, smaller than the maximum IBTA.L drawdown of -5.80%. Use the drawdown chart below to compare losses from any high point for VDST.L and IBTA.L.


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Drawdown Indicators


VDST.LIBTA.LDifference

Max Drawdown

Largest peak-to-trough decline

-0.36%

-5.80%

+5.44%

Max Drawdown (1Y)

Largest decline over 1 year

-0.11%

-0.74%

+0.63%

Max Drawdown (5Y)

Largest decline over 5 years

-0.36%

-5.70%

+5.34%

Current Drawdown

Current decline from peak

-0.01%

-0.49%

+0.48%

Average Drawdown

Average peak-to-trough decline

-0.03%

-0.98%

+0.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.02%

0.23%

-0.21%

Volatility

VDST.L vs. IBTA.L - Volatility Comparison

The current volatility for Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating (VDST.L) is 0.19%, while iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (IBTA.L) has a volatility of 0.44%. This indicates that VDST.L experiences smaller price fluctuations and is considered to be less risky than IBTA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VDST.LIBTA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.19%

0.44%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

0.31%

0.78%

-0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

0.48%

1.40%

-0.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.47%

1.98%

-1.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.46%

1.77%

-1.31%