VDTA.L vs. INXG.L
VDTA.L (Vanguard USD Treasury Bond UCITS ETF Accumulating) and INXG.L (iShares £ Index-Linked Gilts UCITS ETF) are both Government Bonds funds - VDTA.L tracks the Bloomberg Global Aggregate US Treasury Float Adjusted index while INXG.L tracks the Bloomberg UK Government Inflation-Linked Bond Index. Both are passively managed. Over the past 5 years, VDTA.L returned -0.41%/yr vs -9.23%/yr for INXG.L. A 0.55 correlation means they provide meaningful diversification when combined. VDTA.L charges 0.05%/yr vs 0.10%/yr for INXG.L.
Performance
VDTA.L vs. INXG.L - Performance Comparison
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Different Trading Currencies
VDTA.L is traded in USD, while INXG.L is traded in GBP. To make them comparable, the INXG.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, VDTA.L achieves a -0.23% return, which is significantly lower than INXG.L's -0.20% 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*
- —
INXG.L
- 1D
- 0.49%
- 1M
- 0.22%
- YTD
- -0.20%
- 6M
- 0.00%
- 1Y
- 2.32%
- 3Y*
- 1.93%
- 5Y*
- -9.23%
- 10Y*
- -1.89%
VDTA.L vs. INXG.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% | 6.63% |
INXG.L iShares £ Index-Linked Gilts UCITS ETF | -0.20% | 8.73% | -10.18% | 5.45% | -41.30% | 3.13% | 14.48% | 5.74% |
Correlation
The correlation between VDTA.L and INXG.L is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Feb 22, 2019 | 0.55 |
The correlation between VDTA.L and INXG.L has been stable across timeframes, ranging from 0.55 to 0.65 - a consistent structural relationship.
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Return for Risk
VDTA.L vs. INXG.L — Risk / Return Rank
VDTA.L
INXG.L
VDTA.L vs. INXG.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 £ Index-Linked Gilts UCITS ETF (INXG.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 | INXG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.85 | ||
| Sortino ratioReturn per unit of downside risk | +1.18 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.04 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.23 | 0.30 | +0.93 |
| Martin ratioReturn relative to average drawdown | 3.80 | 0.62 | +3.18 |
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 | INXG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 0.17 | +0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.07 | -0.41 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.10 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.05 | +0.18 |
Drawdowns
VDTA.L vs. INXG.L - Drawdown Comparison
The maximum VDTA.L drawdown since its inception was -18.82%, smaller than the maximum INXG.L drawdown of -60.41%. Use the drawdown chart below to compare losses from any high point for VDTA.L and INXG.L.
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Drawdown Indicators
| VDTA.L | INXG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.82% | -60.41% | +41.59% |
Max Drawdown (1Y)Largest decline over 1 year | -2.90% | -7.74% | +4.84% |
Max Drawdown (3Y)Largest decline over 3 years | -5.15% | -18.39% | +13.24% |
Max Drawdown (5Y)Largest decline over 5 years | -16.41% | -60.41% | +44.00% |
Max Drawdown (10Y)Largest decline over 10 years | — | -60.41% | — |
Current DrawdownCurrent decline from peak | -6.97% | -42.61% | +35.64% |
Average DrawdownAverage peak-to-trough decline | -8.11% | -14.98% | +6.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 3.72% | -2.78% |
Volatility
VDTA.L vs. INXG.L - Volatility Comparison
The current volatility for Vanguard USD Treasury Bond UCITS ETF Accumulating (VDTA.L) is 1.37%, while iShares £ Index-Linked Gilts UCITS ETF (INXG.L) has a volatility of 4.74%. This indicates that VDTA.L experiences smaller price fluctuations and is considered to be less risky than INXG.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 | INXG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.37% | 4.74% | -3.37% |
Volatility (6M)Calculated over the trailing 6-month period | 2.55% | 9.63% | -7.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.51% | 13.32% | -9.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.57% | 22.76% | -17.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.35% | 19.73% | -14.38% |
VDTA.L vs. INXG.L - Expense Ratio Comparison
VDTA.L has a 0.05% expense ratio, which is lower than INXG.L's 0.10% 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. INXG.L - Dividend Comparison
VDTA.L has not paid dividends to shareholders, while INXG.L's dividend yield for the trailing twelve months is around 7.56%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
INXG.L iShares £ Index-Linked Gilts UCITS ETF | 7.56% | 7.23% | 5.77% | 0.43% | 0.00% | 0.00% | 0.61% | 1.36% | 1.95% | 1.28% | 0.65% | 1.94% |
VDTA.L Vanguard USD Treasury Bond UCITS ETF Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VDTA.L and INXG.L have a correlation of 0.57, 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 0.10% for INXG.L.
VDTA.L tracks Bloomberg Global Aggregate US Treasury Float Adjusted index, while INXG.L tracks Bloomberg UK Government Inflation-Linked Bond Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.05% for VDTA.L and 0.10% for INXG.L.
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