VDTA.L vs. VDST.L
VDTA.L (Vanguard USD Treasury Bond UCITS ETF Accumulating) and VDST.L (Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating) are both Government Bonds funds from Vanguard - VDTA.L tracks the Bloomberg Global Aggregate US Treasury Float Adjusted index while VDST.L tracks the Bloomberg Short Treasury Index. Both are passively managed. Over the past 5 years, VDTA.L returned -0.41%/yr vs 3.36%/yr for VDST.L. At a 0.17 correlation, their price movements are largely independent. Both charge a 0.05% expense ratio.
Performance
VDTA.L vs. VDST.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VDTA.L achieves a -0.23% return, which is significantly lower than VDST.L's 1.46% 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*
- —
VDST.L
- 1D
- 0.04%
- 1M
- 0.31%
- YTD
- 1.46%
- 6M
- 1.75%
- 1Y
- 3.95%
- 3Y*
- 4.71%
- 5Y*
- 3.36%
- 10Y*
- —
VDTA.L vs. VDST.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VDTA.L Vanguard USD Treasury Bond UCITS ETF Accumulating | -0.23% | 6.25% | 0.93% | 3.71% | -12.37% | -2.33% | -0.65% |
VDST.L Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating | 1.46% | 4.26% | 5.24% | 4.98% | 0.95% | 0.01% | 0.03% |
Correlation
The correlation between VDTA.L and VDST.L is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2020 | 0.17 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VDTA.L vs. VDST.L — Risk / Return Rank
VDTA.L
VDST.L
VDTA.L vs. VDST.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 Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating (VDST.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 | VDST.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -8.29 | ||
| Sortino ratioReturn per unit of downside risk | -20.66 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 4.88 | -3.70 |
| Calmar ratioReturn relative to maximum drawdown | 1.23 | 36.06 | -34.83 |
| Martin ratioReturn relative to average drawdown | 3.80 | 244.57 | -240.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| VDTA.L | VDST.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 9.31 | -8.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.07 | 8.05 | -8.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 7.83 | -7.61 |
Drawdowns
VDTA.L vs. VDST.L - Drawdown Comparison
The maximum VDTA.L drawdown since its inception was -18.82%, which is greater than VDST.L's maximum drawdown of -0.36%. Use the drawdown chart below to compare losses from any high point for VDTA.L and VDST.L.
Loading charts...
Drawdown Indicators
| VDTA.L | VDST.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.82% | -0.36% | -18.46% |
Max Drawdown (1Y)Largest decline over 1 year | -2.90% | -0.11% | -2.79% |
Max Drawdown (3Y)Largest decline over 3 years | -5.15% | -0.15% | -5.00% |
Max Drawdown (5Y)Largest decline over 5 years | -16.41% | -0.36% | -16.05% |
Current DrawdownCurrent decline from peak | -6.97% | 0.00% | -6.97% |
Average DrawdownAverage peak-to-trough decline | -8.11% | -0.03% | -8.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 0.02% | +0.92% |
Volatility
VDTA.L vs. VDST.L - Volatility Comparison
Vanguard USD Treasury Bond UCITS ETF Accumulating (VDTA.L) has a higher volatility of 1.37% compared to Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating (VDST.L) at 0.12%. This indicates that VDTA.L's price experiences larger fluctuations and is considered to be riskier than VDST.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VDTA.L | VDST.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.37% | 0.12% | +1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 2.55% | 0.33% | +2.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.51% | 0.42% | +3.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.57% | 0.47% | +5.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.35% | 0.46% | +4.89% |
VDTA.L vs. VDST.L - Expense Ratio Comparison
Both VDTA.L and VDST.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. VDST.L - Dividend Comparison
Neither VDTA.L nor VDST.L has paid dividends to shareholders.
Frequently Asked Questions
VDTA.L and VDST.L have a correlation of 0.18, 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 VDST.L have the same expense ratio: 0.05% per year.
VDTA.L tracks Bloomberg Global Aggregate US Treasury Float Adjusted index, while VDST.L tracks Bloomberg Short Treasury Index.
Find the right allocation for VDTA.L and VDST.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer