VDST.L vs. VDTA.L
VDST.L (Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating) and VDTA.L (Vanguard USD Treasury Bond UCITS ETF Accumulating) are both Government Bonds funds from Vanguard - VDST.L tracks the Bloomberg Short Treasury Index while VDTA.L tracks the Bloomberg Global Aggregate US Treasury Float Adjusted index. Both are passively managed. Over the past 5 years, VDST.L returned 3.35%/yr vs -0.45%/yr for VDTA.L. At a 0.17 correlation, their price movements are largely independent. Both charge a 0.05% expense ratio.
Performance
VDST.L vs. VDTA.L - Performance Comparison
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Returns By Period
In the year-to-date period, VDST.L achieves a 1.42% return, which is significantly higher than VDTA.L's -0.43% return.
VDST.L
- 1D
- 0.01%
- 1M
- 0.28%
- YTD
- 1.42%
- 6M
- 1.74%
- 1Y
- 3.94%
- 3Y*
- 4.70%
- 5Y*
- 3.35%
- 10Y*
- —
VDTA.L
- 1D
- -0.18%
- 1M
- -0.25%
- YTD
- -0.43%
- 6M
- -0.20%
- 1Y
- 3.59%
- 3Y*
- 2.74%
- 5Y*
- -0.45%
- 10Y*
- —
VDST.L vs. VDTA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VDST.L Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating | 1.42% | 4.26% | 5.24% | 4.98% | 0.95% | 0.01% | 0.03% |
VDTA.L Vanguard USD Treasury Bond UCITS ETF Accumulating | -0.43% | 6.25% | 0.93% | 3.71% | -12.37% | -2.33% | -0.65% |
Correlation
The correlation between VDST.L and VDTA.L is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2020 | 0.17 |
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Return for Risk
VDST.L vs. VDTA.L — Risk / Return Rank
VDST.L
VDTA.L
VDST.L vs. VDTA.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 Vanguard USD Treasury Bond UCITS ETF Accumulating (VDTA.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.L | VDTA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +8.27 | ||
| Sortino ratioReturn per unit of downside risk | +20.58 | ||
| Omega ratioGain probability vs. loss probability | 4.86 | 1.18 | +3.69 |
| Calmar ratioReturn relative to maximum drawdown | 35.91 | 1.23 | +34.68 |
| Martin ratioReturn relative to average drawdown | 243.54 | 3.81 | +239.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VDST.L | VDTA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 9.29 | 1.02 | +8.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 8.03 | -0.08 | +8.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 7.82 | 0.22 | +7.60 |
Drawdowns
VDST.L vs. VDTA.L - Drawdown Comparison
The maximum VDST.L drawdown since its inception was -0.36%, smaller than the maximum VDTA.L drawdown of -18.82%. Use the drawdown chart below to compare losses from any high point for VDST.L and VDTA.L.
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Drawdown Indicators
| VDST.L | VDTA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.36% | -18.82% | +18.46% |
Max Drawdown (1Y)Largest decline over 1 year | -0.11% | -2.90% | +2.79% |
Max Drawdown (3Y)Largest decline over 3 years | -0.15% | -5.15% | +5.00% |
Max Drawdown (5Y)Largest decline over 5 years | -0.36% | -16.41% | +16.05% |
Current DrawdownCurrent decline from peak | -0.01% | -7.17% | +7.16% |
Average DrawdownAverage peak-to-trough decline | -0.03% | -8.11% | +8.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.02% | 0.94% | -0.92% |
Volatility
VDST.L vs. VDTA.L - Volatility Comparison
The current volatility for Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating (VDST.L) is 0.12%, while Vanguard USD Treasury Bond UCITS ETF Accumulating (VDTA.L) has a volatility of 1.37%. This indicates that VDST.L experiences smaller price fluctuations and is considered to be less risky than VDTA.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.L | VDTA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.12% | 1.37% | -1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 0.33% | 2.56% | -2.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.42% | 3.51% | -3.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.47% | 5.57% | -5.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.46% | 5.35% | -4.89% |
VDST.L vs. VDTA.L - Expense Ratio Comparison
Both VDST.L and VDTA.L have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
VDST.L vs. VDTA.L - Dividend Comparison
Neither VDST.L nor VDTA.L has paid dividends to shareholders.
Frequently Asked Questions
VDST.L and VDTA.L have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.05% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
VDST.L and VDTA.L have the same expense ratio: 0.05% per year.
VDST.L tracks Bloomberg Short Treasury Index, while VDTA.L tracks Bloomberg Global Aggregate US Treasury Float Adjusted index.
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