PortfoliosLab logoPortfoliosLab logo
VDTA.L vs. XUT3.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VDTA.L vs. XUT3.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 Xtrackers II US Treasuries 1-3 UCITS ETF 1D (XUT3.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, VDTA.L achieves a -0.23% return, which is significantly lower than XUT3.L's 0.54% 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*

XUT3.L

1D
0.10%
1M
0.12%
YTD
0.54%
6M
0.93%
1Y
3.45%
3Y*
4.17%
5Y*
1.86%
10Y*
1.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VDTA.L vs. XUT3.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%
XUT3.L
Xtrackers II US Treasuries 1-3 UCITS ETF 1D
0.54%5.06%4.13%4.10%-3.60%-0.62%2.95%3.22%

Correlation

The correlation between VDTA.L and XUT3.L is 0.78, 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

0.78

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

0.78

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

0.78

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

0.74

The correlation between VDTA.L and XUT3.L has been stable across timeframes, ranging from 0.74 to 0.78 - a consistent structural relationship.

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. XUT3.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

XUT3.L
XUT3.L Risk / Return Rank: 9191
Overall Rank
XUT3.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
XUT3.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
XUT3.L Omega Ratio Rank: 9494
Omega Ratio Rank
XUT3.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
XUT3.L Martin Ratio Rank: 8989
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. XUT3.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 Xtrackers II US Treasuries 1-3 UCITS ETF 1D (XUT3.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.LXUT3.LDifference
Sharpe ratioReturn per unit of total volatility

-2.04

Sortino ratioReturn per unit of downside risk

-3.54

Omega ratioGain probability vs. loss probability

1.18

1.67

-0.49

Calmar ratioReturn relative to maximum drawdown

1.23

5.10

-3.86

Martin ratioReturn relative to average drawdown

3.80

20.02

-16.21

VDTA.L vs. XUT3.L - Sharpe Ratio Comparison

The current VDTA.L Sharpe Ratio is 1.02, which is lower than the XUT3.L Sharpe Ratio of 3.06. The chart below compares the historical Sharpe Ratios of VDTA.L and XUT3.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.


Loading charts...

Sharpe Ratios by Period


VDTA.LXUT3.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

3.06

-2.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

0.98

-1.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

1.14

-0.91

Drawdowns

VDTA.L vs. XUT3.L - Drawdown Comparison

The maximum VDTA.L drawdown since its inception was -18.82%, which is greater than XUT3.L's maximum drawdown of -5.45%. Use the drawdown chart below to compare losses from any high point for VDTA.L and XUT3.L.


Loading charts...

Drawdown Indicators


VDTA.LXUT3.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.82%

-5.45%

-13.37%

Max Drawdown (1Y)

Largest decline over 1 year

-2.90%

-0.67%

-2.23%

Max Drawdown (3Y)

Largest decline over 3 years

-5.15%

-0.91%

-4.24%

Max Drawdown (5Y)

Largest decline over 5 years

-16.41%

-5.45%

-10.96%

Max Drawdown (10Y)

Largest decline over 10 years

-5.45%

Current Drawdown

Current decline from peak

-6.97%

-0.12%

-6.85%

Average Drawdown

Average peak-to-trough decline

-8.11%

-0.72%

-7.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

0.17%

+0.77%

Volatility

VDTA.L vs. XUT3.L - Volatility Comparison

Vanguard USD Treasury Bond UCITS ETF Accumulating (VDTA.L) has a higher volatility of 1.37% compared to Xtrackers II US Treasuries 1-3 UCITS ETF 1D (XUT3.L) at 0.41%. This indicates that VDTA.L's price experiences larger fluctuations and is considered to be riskier than XUT3.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VDTA.LXUT3.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

0.41%

+0.96%

Volatility (6M)

Calculated over the trailing 6-month period

2.55%

0.80%

+1.75%

Volatility (1Y)

Calculated over the trailing 1-year period

3.51%

1.13%

+2.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.57%

1.90%

+3.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.35%

1.50%

+3.85%

VDTA.L vs. XUT3.L - Expense Ratio Comparison

VDTA.L has a 0.05% expense ratio, which is lower than XUT3.L's 0.06% 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. XUT3.L - Dividend Comparison

VDTA.L has not paid dividends to shareholders, while XUT3.L's dividend yield for the trailing twelve months is around 2.84%.


PositionTTM202520242023202220212020201920182017
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%
XUT3.L
Xtrackers II US Treasuries 1-3 UCITS ETF 1D
2.84%2.70%2.35%1.80%1.00%2.89%2.43%1.16%1.00%0.69%

Frequently Asked Questions


VDTA.L and XUT3.L have a correlation of 0.78, 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 0.06% for XUT3.L.

VDTA.L tracks Bloomberg Global Aggregate US Treasury Float Adjusted index, while XUT3.L tracks iBoxx USD Treasuries 1-3 Index. They also come from different issuers: Vanguard and Xtrackers. Their fees differ too: 0.05% for VDTA.L and 0.06% for XUT3.L.

Portfolio Optimizer

Find the right allocation for VDTA.L and XUT3.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