VDST.L vs. VUAA.L
VDST.L (Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating) and VUAA.L (Vanguard S&P 500 UCITS ETF USD Accumulation) are both exchange-traded funds - VDST.L is a Government Bonds fund tracking the Bloomberg Short Treasury Index, while VUAA.L is a S&P 500 fund tracking the S&P 500 Net Total Return. Both are passively managed. Over the past 5 years, VDST.L returned 3.35%/yr vs 13.71%/yr for VUAA.L. At a correlation of -0.02, they often move in opposite directions. VDST.L charges 0.05%/yr vs 0.07%/yr for VUAA.L.
Performance
VDST.L vs. VUAA.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 lower than VUAA.L's 10.32% 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*
- —
VUAA.L
- 1D
- -0.54%
- 1M
- 4.46%
- YTD
- 10.32%
- 6M
- 11.14%
- 1Y
- 28.28%
- 3Y*
- 22.30%
- 5Y*
- 13.71%
- 10Y*
- —
VDST.L vs. VUAA.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% |
VUAA.L Vanguard S&P 500 UCITS ETF USD Accumulation | 10.32% | 17.37% | 25.27% | 26.68% | -18.63% | 29.34% | 9.96% |
Correlation
The correlation between VDST.L and VUAA.L is 0.02, 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 | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2020 | -0.02 |
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Return for Risk
VDST.L vs. VUAA.L — Risk / Return Rank
VDST.L
VUAA.L
VDST.L vs. VUAA.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 S&P 500 UCITS ETF USD Accumulation (VUAA.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 | VUAA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +6.88 | ||
| Sortino ratioReturn per unit of downside risk | +18.57 | ||
| Omega ratioGain probability vs. loss probability | 4.86 | 1.44 | +3.43 |
| Calmar ratioReturn relative to maximum drawdown | 35.91 | 3.44 | +32.47 |
| Martin ratioReturn relative to average drawdown | 243.54 | 14.77 | +228.77 |
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 | VUAA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 9.29 | 2.41 | +6.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 8.03 | 0.86 | +7.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 7.82 | 0.91 | +6.91 |
Drawdowns
VDST.L vs. VUAA.L - Drawdown Comparison
The maximum VDST.L drawdown since its inception was -0.36%, smaller than the maximum VUAA.L drawdown of -34.05%. Use the drawdown chart below to compare losses from any high point for VDST.L and VUAA.L.
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Drawdown Indicators
| VDST.L | VUAA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.36% | -34.05% | +33.69% |
Max Drawdown (1Y)Largest decline over 1 year | -0.11% | -8.18% | +8.07% |
Max Drawdown (3Y)Largest decline over 3 years | -0.15% | -18.39% | +18.24% |
Max Drawdown (5Y)Largest decline over 5 years | -0.36% | -24.36% | +24.00% |
Current DrawdownCurrent decline from peak | -0.01% | -0.54% | +0.53% |
Average DrawdownAverage peak-to-trough decline | -0.03% | -5.10% | +5.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.02% | 1.91% | -1.89% |
Volatility
VDST.L vs. VUAA.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 S&P 500 UCITS ETF USD Accumulation (VUAA.L) has a volatility of 3.18%. This indicates that VDST.L experiences smaller price fluctuations and is considered to be less risky than VUAA.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 | VUAA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.12% | 3.18% | -3.06% |
Volatility (6M)Calculated over the trailing 6-month period | 0.33% | 8.57% | -8.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.42% | 11.73% | -11.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.47% | 16.00% | -15.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.46% | 17.79% | -17.33% |
VDST.L vs. VUAA.L - Expense Ratio Comparison
VDST.L has a 0.05% expense ratio, which is lower than VUAA.L's 0.07% 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
VDST.L vs. VUAA.L - Dividend Comparison
Neither VDST.L nor VUAA.L has paid dividends to shareholders.
Frequently Asked Questions
VDST.L and VUAA.L have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VDST.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VDST.L is cheaper with a 0.05% expense ratio, compared with 0.07% for VUAA.L.
VDST.L is categorized as Government Bonds, while VUAA.L is S&P 500. VDST.L tracks Bloomberg Short Treasury Index, while VUAA.L tracks S&P 500 Net Total Return. Their fees differ too: 0.05% for VDST.L and 0.07% for VUAA.L.
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