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

Performance

VDTA.L vs. IBTA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard USD Treasury Bond UCITS ETF Accumulating (VDTA.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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Returns By Period

In the year-to-date period, VDTA.L achieves a -0.23% return, which is significantly lower than IBTA.L's 0.46% 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*

IBTA.L

1D
0.13%
1M
0.13%
YTD
0.46%
6M
0.92%
1Y
3.43%
3Y*
4.23%
5Y*
1.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
VDTA.L
Vanguard USD Treasury Bond UCITS ETF Accumulating
-0.23%6.25%0.93%3.71%-12.37%-2.33%7.64%6.63%
IBTA.L
iShares USD Treasury Bond 1-3yr UCITS ETF (Acc)
0.46%5.30%4.11%4.15%-3.75%-0.64%3.14%3.23%

Correlation

The correlation between VDTA.L and IBTA.L is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.76

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

0.76

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

0.75

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2019

0.68

The correlation between VDTA.L and IBTA.L has been stable across timeframes, ranging from 0.68 to 0.76 - a consistent structural relationship.

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Return for Risk

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

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

VDTA.L
VDTA.L Risk / Return Rank: 2828
Overall Rank
VDTA.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
VDTA.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
VDTA.L Omega Ratio Rank: 2727
Omega Ratio Rank
VDTA.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
VDTA.L Martin Ratio Rank: 2828
Martin Ratio Rank

IBTA.L
IBTA.L Risk / Return Rank: 8888
Overall Rank
IBTA.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IBTA.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
IBTA.L Omega Ratio Rank: 9191
Omega Ratio Rank
IBTA.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
IBTA.L Martin Ratio Rank: 8585
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.

VDTA.L vs. IBTA.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 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.


VDTA.LIBTA.LDifference
Sharpe ratioReturn per unit of total volatility

-1.78

Sortino ratioReturn per unit of downside risk

-3.10

Omega ratioGain probability vs. loss probability

1.18

1.59

-0.41

Calmar ratioReturn relative to maximum drawdown

1.23

4.62

-3.38

Martin ratioReturn relative to average drawdown

3.80

17.47

-13.66

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

The current VDTA.L Sharpe Ratio is 1.02, which is lower than the IBTA.L Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of VDTA.L and IBTA.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


VDTA.LIBTA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

2.80

-1.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

0.93

-1.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

1.08

-0.86

Drawdowns

VDTA.L vs. IBTA.L - Drawdown Comparison

The maximum VDTA.L drawdown since its inception was -18.82%, which is greater than IBTA.L's maximum drawdown of -5.80%. Use the drawdown chart below to compare losses from any high point for VDTA.L and IBTA.L.


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Drawdown Indicators


VDTA.LIBTA.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.82%

-5.80%

-13.02%

Max Drawdown (1Y)

Largest decline over 1 year

-2.90%

-0.74%

-2.16%

Max Drawdown (3Y)

Largest decline over 3 years

-5.15%

-0.89%

-4.26%

Max Drawdown (5Y)

Largest decline over 5 years

-16.41%

-5.70%

-10.71%

Current Drawdown

Current decline from peak

-6.97%

-0.13%

-6.84%

Average Drawdown

Average peak-to-trough decline

-8.11%

-0.97%

-7.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

0.20%

+0.74%

Volatility

VDTA.L vs. IBTA.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 1-3yr UCITS ETF (Acc) (IBTA.L) at 0.43%. This indicates that VDTA.L's price experiences larger fluctuations and is considered to be riskier 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


VDTA.LIBTA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

0.43%

+0.94%

Volatility (6M)

Calculated over the trailing 6-month period

2.55%

0.86%

+1.69%

Volatility (1Y)

Calculated over the trailing 1-year period

3.51%

1.23%

+2.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.57%

2.00%

+3.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.35%

1.76%

+3.59%

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

VDTA.L has a 0.05% expense ratio, which is lower than IBTA.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. IBTA.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


VDTA.L and IBTA.L have a correlation of 0.76, 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 IBTA.L.

VDTA.L tracks Bloomberg Global Aggregate US Treasury Float Adjusted index, while IBTA.L tracks ICE US Treasury 1-3 Year Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.05% for VDTA.L and 0.07% for IBTA.L.

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