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VDST.L vs. XUT3.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VDST.L vs. XUT3.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 Xtrackers II US Treasuries 1-3 UCITS ETF 1D (XUT3.L). The values are adjusted to include any dividend payments, if applicable.

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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 XUT3.L's 0.44% 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*

XUT3.L

1D
-0.09%
1M
-0.04%
YTD
0.44%
6M
0.79%
1Y
3.46%
3Y*
4.13%
5Y*
1.84%
10Y*
1.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VDST.L vs. XUT3.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
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%
XUT3.L
Xtrackers II US Treasuries 1-3 UCITS ETF 1D
0.44%5.06%4.13%4.10%-3.60%-0.62%0.09%

Correlation

The correlation between VDST.L and XUT3.L is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.16

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

0.18

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

0.26

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2020

0.25

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Return for Risk

VDST.L vs. XUT3.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

XUT3.L
XUT3.L Risk / Return Rank: 9191
Overall Rank
XUT3.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
XUT3.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
XUT3.L Omega Ratio Rank: 9494
Omega Ratio Rank
XUT3.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
XUT3.L Martin Ratio Rank: 8989
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. XUT3.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 Xtrackers II US Treasuries 1-3 UCITS ETF 1D (XUT3.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.LXUT3.LDifference
Sharpe ratioReturn per unit of total volatility

+6.22

Sortino ratioReturn per unit of downside risk

+17.01

Omega ratioGain probability vs. loss probability

4.86

1.67

+3.19

Calmar ratioReturn relative to maximum drawdown

35.91

5.11

+30.80

Martin ratioReturn relative to average drawdown

243.54

20.09

+223.45

VDST.L vs. XUT3.L - Sharpe Ratio Comparison

The current VDST.L Sharpe Ratio is 9.29, which is higher than the XUT3.L Sharpe Ratio of 3.07. The chart below compares the historical Sharpe Ratios of VDST.L and XUT3.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


VDST.LXUT3.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

9.29

3.07

+6.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

8.03

0.97

+7.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.15

Sharpe Ratio (All Time)

Calculated using the full available price history

7.82

1.13

+6.69

Drawdowns

VDST.L vs. XUT3.L - Drawdown Comparison

The maximum VDST.L drawdown since its inception was -0.36%, smaller than the maximum XUT3.L drawdown of -5.45%. Use the drawdown chart below to compare losses from any high point for VDST.L and XUT3.L.


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Drawdown Indicators


VDST.LXUT3.LDifference

Max Drawdown

Largest peak-to-trough decline

-0.36%

-5.45%

+5.09%

Max Drawdown (1Y)

Largest decline over 1 year

-0.11%

-0.67%

+0.56%

Max Drawdown (3Y)

Largest decline over 3 years

-0.15%

-0.91%

+0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-0.36%

-5.45%

+5.09%

Max Drawdown (10Y)

Largest decline over 10 years

-5.45%

Current Drawdown

Current decline from peak

-0.01%

-0.22%

+0.21%

Average Drawdown

Average peak-to-trough decline

-0.03%

-0.72%

+0.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.02%

0.17%

-0.15%

Volatility

VDST.L vs. XUT3.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 Xtrackers II US Treasuries 1-3 UCITS ETF 1D (XUT3.L) has a volatility of 0.40%. This indicates that VDST.L experiences smaller price fluctuations and is considered to be less risky than XUT3.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.LXUT3.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.12%

0.40%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

0.33%

0.80%

-0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

0.42%

1.13%

-0.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.47%

1.90%

-1.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.46%

1.50%

-1.04%

VDST.L vs. XUT3.L - Expense Ratio Comparison

VDST.L has a 0.05% expense ratio, which is lower than XUT3.L's 0.06% 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. XUT3.L - Dividend Comparison

VDST.L has not paid dividends to shareholders, while XUT3.L's dividend yield for the trailing twelve months is around 2.84%.


PositionTTM202520242023202220212020201920182017
VDST.L
Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XUT3.L
Xtrackers II US Treasuries 1-3 UCITS ETF 1D
2.84%2.70%2.35%1.80%1.00%2.89%2.43%1.16%1.00%0.69%

Frequently Asked Questions


VDST.L and XUT3.L have a correlation of 0.16, 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 0.06% for XUT3.L.

VDST.L tracks Bloomberg Short Treasury Index, while XUT3.L tracks iBoxx USD Treasuries 1-3 Index. They also come from different issuers: Vanguard and Xtrackers. Their fees differ too: 0.05% for VDST.L and 0.06% for XUT3.L.

Portfolio Optimizer

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