VDTA.L vs. IB01.L
VDTA.L (Vanguard USD Treasury Bond UCITS ETF Accumulating) and IB01.L (iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)) are both Government Bonds funds - VDTA.L tracks the Bloomberg Global Aggregate US Treasury Float Adjusted index while IB01.L tracks the ICE U.S. Treasury Short Bond Index. Both are passively managed. Over the past 5 years, VDTA.L returned -0.41%/yr vs 3.39%/yr for IB01.L. At a 0.18 correlation, their price movements are largely independent. VDTA.L charges 0.05%/yr vs 0.07%/yr for IB01.L.
Performance
VDTA.L vs. IB01.L - Performance Comparison
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Returns By Period
In the year-to-date period, VDTA.L achieves a -0.23% return, which is significantly lower than IB01.L's 1.45% return.
VDTA.L
- 1D
- 0.21%
- 1M
- 0.17%
- YTD
- -0.23%
- 6M
- 0.10%
- 1Y
- 3.61%
- 3Y*
- 2.87%
- 5Y*
- -0.41%
- 10Y*
- —
IB01.L
- 1D
- 0.03%
- 1M
- 0.28%
- YTD
- 1.45%
- 6M
- 1.75%
- 1Y
- 3.98%
- 3Y*
- 4.73%
- 5Y*
- 3.39%
- 10Y*
- —
VDTA.L vs. IB01.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VDTA.L Vanguard USD Treasury Bond UCITS ETF Accumulating | -0.23% | 6.25% | 0.93% | 3.71% | -12.37% | -2.33% | 7.64% | 6.38% |
IB01.L iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) | 1.45% | 4.34% | 5.25% | 4.92% | 1.08% | 0.00% | 0.88% | 2.01% |
Correlation
The correlation between VDTA.L and IB01.L is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2019 | 0.18 |
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Return for Risk
VDTA.L vs. IB01.L — Risk / Return Rank
VDTA.L
IB01.L
VDTA.L vs. IB01.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Treasury Bond UCITS ETF Accumulating (VDTA.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.
| VDTA.L | IB01.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -10.92 | ||
| Sortino ratioReturn per unit of downside risk | -35.45 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 8.02 | -6.84 |
| Calmar ratioReturn relative to maximum drawdown | 1.23 | 115.45 | -114.22 |
| Martin ratioReturn relative to average drawdown | 3.80 | 569.86 | -566.06 |
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
| VDTA.L | IB01.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 11.94 | -10.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.07 | 9.24 | -9.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 3.79 | -3.57 |
Drawdowns
VDTA.L vs. IB01.L - Drawdown Comparison
The maximum VDTA.L drawdown since its inception was -18.82%, which is greater than IB01.L's maximum drawdown of -0.91%. Use the drawdown chart below to compare losses from any high point for VDTA.L and IB01.L.
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Drawdown Indicators
| VDTA.L | IB01.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.82% | -0.91% | -17.91% |
Max Drawdown (1Y)Largest decline over 1 year | -2.90% | -0.03% | -2.87% |
Max Drawdown (3Y)Largest decline over 3 years | -5.15% | -0.09% | -5.06% |
Max Drawdown (5Y)Largest decline over 5 years | -16.41% | -0.29% | -16.12% |
Current DrawdownCurrent decline from peak | -6.97% | 0.00% | -6.97% |
Average DrawdownAverage peak-to-trough decline | -8.11% | -0.08% | -8.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 0.01% | +0.93% |
Volatility
VDTA.L vs. IB01.L - Volatility Comparison
Vanguard USD Treasury Bond UCITS ETF Accumulating (VDTA.L) has a higher volatility of 1.37% compared to iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) at 0.10%. This indicates that VDTA.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.
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Volatility by Period
| VDTA.L | IB01.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.37% | 0.10% | +1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 2.55% | 0.24% | +2.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.51% | 0.33% | +3.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.57% | 0.37% | +5.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.35% | 0.72% | +4.63% |
VDTA.L vs. IB01.L - Expense Ratio Comparison
VDTA.L has a 0.05% expense ratio, which is lower than IB01.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
VDTA.L vs. IB01.L - Dividend Comparison
Neither VDTA.L nor IB01.L has paid dividends to shareholders.
Frequently Asked Questions
VDTA.L and IB01.L have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VDTA.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VDTA.L is cheaper with a 0.05% expense ratio, compared with 0.07% for IB01.L.
VDTA.L tracks Bloomberg Global Aggregate US Treasury Float Adjusted index, while IB01.L tracks ICE U.S. Treasury Short Bond Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.05% for VDTA.L and 0.07% for IB01.L.
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