VDTA.L vs. VWRA.L
Compare and contrast key facts about Vanguard USD Treasury Bond UCITS ETF USD Accumulation (VDTA.L) and Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L).
VDTA.L and VWRA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VDTA.L is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Global Aggregate US Treasury Float Adjusted index. It was launched on Feb 8, 2022. VWRA.L is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on Jul 23, 2019. Both VDTA.L and VWRA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
VDTA.L vs. VWRA.L - Performance Comparison
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VDTA.L vs. VWRA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VDTA.L Vanguard USD Treasury Bond UCITS ETF USD Accumulation | -0.17% | 6.25% | 0.93% | 3.71% | -12.37% | -2.33% | 7.64% | 2.07% |
VWRA.L Vanguard FTSE All-World UCITS ETF USD Accumulating | -1.45% | 22.45% | 17.65% | 22.28% | -18.11% | 18.46% | 16.19% | 7.33% |
Returns By Period
In the year-to-date period, VDTA.L achieves a -0.17% return, which is significantly higher than VWRA.L's -1.45% return.
VDTA.L
- 1D
- 0.10%
- 1M
- -1.14%
- YTD
- -0.17%
- 6M
- 0.86%
- 1Y
- 2.97%
- 3Y*
- 2.65%
- 5Y*
- -0.23%
- 10Y*
- —
VWRA.L
- 1D
- 2.86%
- 1M
- -3.99%
- YTD
- -1.45%
- 6M
- 2.03%
- 1Y
- 21.96%
- 3Y*
- 17.54%
- 5Y*
- 9.70%
- 10Y*
- —
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VDTA.L vs. VWRA.L - Expense Ratio Comparison
VDTA.L has a 0.07% expense ratio, which is lower than VWRA.L's 0.22% 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%.
Return for Risk
VDTA.L vs. VWRA.L — Risk / Return Rank
VDTA.L
VWRA.L
VDTA.L vs. VWRA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Treasury Bond UCITS ETF USD Accumulation (VDTA.L) and Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.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 | VWRA.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.70 | 1.43 | -0.72 |
Sortino ratioReturn per unit of downside risk | 1.00 | 1.98 | -0.98 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.29 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.71 | 2.45 | -1.74 |
Martin ratioReturn relative to average drawdown | 1.81 | 9.77 | -7.96 |
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 | VWRA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 1.43 | -0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.04 | 0.64 | -0.68 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.68 | -0.45 |
Correlation
The correlation between VDTA.L and VWRA.L is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
VDTA.L vs. VWRA.L - Dividend Comparison
Neither VDTA.L nor VWRA.L has paid dividends to shareholders.
Drawdowns
VDTA.L vs. VWRA.L - Drawdown Comparison
The maximum VDTA.L drawdown since its inception was -18.82%, smaller than the maximum VWRA.L drawdown of -33.62%. Use the drawdown chart below to compare losses from any high point for VDTA.L and VWRA.L.
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Drawdown Indicators
| VDTA.L | VWRA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.82% | -33.62% | +14.80% |
Max Drawdown (1Y)Largest decline over 1 year | -3.28% | -11.49% | +8.21% |
Max Drawdown (5Y)Largest decline over 5 years | -16.41% | -26.06% | +9.65% |
Current DrawdownCurrent decline from peak | -6.92% | -5.56% | -1.36% |
Average DrawdownAverage peak-to-trough decline | -8.13% | -5.50% | -2.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.28% | 2.21% | -0.93% |
Volatility
VDTA.L vs. VWRA.L - Volatility Comparison
The current volatility for Vanguard USD Treasury Bond UCITS ETF USD Accumulation (VDTA.L) is 1.33%, while Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) has a volatility of 5.65%. This indicates that VDTA.L experiences smaller price fluctuations and is considered to be less risky than VWRA.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 | VWRA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.33% | 5.65% | -4.32% |
Volatility (6M)Calculated over the trailing 6-month period | 2.33% | 9.15% | -6.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.19% | 15.38% | -11.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.55% | 15.27% | -9.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.38% | 17.32% | -11.94% |