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

Performance

VDTA.L vs. USTY.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 SPDR Bloomberg US Treasury Bond UCITS ETF (USTY.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VDTA.L is traded in USD, while USTY.L is traded in GBP. To make them comparable, the USTY.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 USTY.L's 0.41% 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*

USTY.L

1D
0.26%
1M
0.28%
YTD
0.41%
6M
0.90%
1Y
5.00%
3Y*
3.82%
5Y*
0.31%
10Y*
1.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VDTA.L vs. USTY.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%
USTY.L
SPDR Bloomberg US Treasury Bond UCITS ETF
0.41%7.65%1.64%3.84%-12.17%-1.76%7.78%7.47%

Correlation

The correlation between VDTA.L and USTY.L is 0.53, 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

0.53

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

0.69

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

0.70

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

0.69

The correlation between VDTA.L and USTY.L shifts across timeframes, from 0.53 (1 year) to 0.70 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

VDTA.L vs. USTY.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

USTY.L
USTY.L Risk / Return Rank: 2525
Overall Rank
USTY.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
USTY.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
USTY.L Omega Ratio Rank: 2626
Omega Ratio Rank
USTY.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
USTY.L Martin Ratio Rank: 2424
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. USTY.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 SPDR Bloomberg US Treasury Bond UCITS ETF (USTY.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.LUSTY.LDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.18

1.16

+0.02

Calmar ratioReturn relative to maximum drawdown

1.23

1.46

-0.22

Martin ratioReturn relative to average drawdown

3.80

4.56

-0.76

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

The current VDTA.L Sharpe Ratio is 1.02, which is comparable to the USTY.L Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of VDTA.L and USTY.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.LUSTY.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.94

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

0.04

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.26

-0.04

Drawdowns

VDTA.L vs. USTY.L - Drawdown Comparison

The maximum VDTA.L drawdown since its inception was -18.82%, roughly equal to the maximum USTY.L drawdown of -18.61%. Use the drawdown chart below to compare losses from any high point for VDTA.L and USTY.L.


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Drawdown Indicators


VDTA.LUSTY.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.82%

-18.61%

-0.21%

Max Drawdown (1Y)

Largest decline over 1 year

-2.90%

-3.42%

+0.52%

Max Drawdown (3Y)

Largest decline over 3 years

-5.15%

-5.11%

-0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-16.41%

-16.44%

+0.03%

Max Drawdown (10Y)

Largest decline over 10 years

-18.61%

Current Drawdown

Current decline from peak

-6.97%

-3.73%

-3.24%

Average Drawdown

Average peak-to-trough decline

-8.11%

-5.80%

-2.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

1.09%

-0.15%

Volatility

VDTA.L vs. USTY.L - Volatility Comparison

The current volatility for Vanguard USD Treasury Bond UCITS ETF Accumulating (VDTA.L) is 1.37%, while SPDR Bloomberg US Treasury Bond UCITS ETF (USTY.L) has a volatility of 1.73%. This indicates that VDTA.L experiences smaller price fluctuations and is considered to be less risky than USTY.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.LUSTY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

1.73%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

2.55%

3.97%

-1.42%

Volatility (1Y)

Calculated over the trailing 1-year period

3.51%

5.33%

-1.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.57%

7.13%

-1.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.35%

6.86%

-1.51%

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

Both VDTA.L and USTY.L have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

VDTA.L vs. USTY.L - Dividend Comparison

VDTA.L has not paid dividends to shareholders, while USTY.L's dividend yield for the trailing twelve months is around 4.87%.


PositionTTM2025202420232022202120202019201820172016
USTY.L
SPDR Bloomberg US Treasury Bond UCITS ETF
4.87%4.61%3.81%2.81%1.57%1.31%2.49%2.79%2.11%2.11%1.66%
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%

Frequently Asked Questions


VDTA.L and USTY.L have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.05% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

VDTA.L and USTY.L have the same expense ratio: 0.05% per year.

VDTA.L tracks Bloomberg Global Aggregate US Treasury Float Adjusted index, while USTY.L tracks Bloomberg US Treasury Index. They also come from different issuers: Vanguard and State Street.

Portfolio Optimizer

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