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VDTY.L vs. BBLL.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VDTY.L vs. BBLL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard USD Treasury Bond UCITS ETF (VDTY.L) and JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.L). The values are adjusted to include any dividend payments, if applicable.

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VDTY.L vs. BBLL.L - Yearly Performance Comparison


Different Trading Currencies

VDTY.L is traded in USD, while BBLL.L is traded in GBP. To make them comparable, the BBLL.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VDTY.L achieves a -0.30% return, which is significantly lower than BBLL.L's 1.01% return.


VDTY.L

1D
0.05%
1M
-1.73%
YTD
-0.30%
6M
0.75%
1Y
3.20%
3Y*
2.69%
5Y*
-0.21%
10Y*
0.98%

BBLL.L

1D
0.28%
1M
0.32%
YTD
1.01%
6M
2.02%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VDTY.L vs. BBLL.L - Expense Ratio Comparison

VDTY.L has a 0.05% expense ratio, which is lower than BBLL.L's 0.07% 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

VDTY.L vs. BBLL.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VDTY.L
VDTY.L Risk / Return Rank: 3434
Overall Rank
VDTY.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
VDTY.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
VDTY.L Omega Ratio Rank: 3333
Omega Ratio Rank
VDTY.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
VDTY.L Martin Ratio Rank: 2828
Martin Ratio Rank

BBLL.L
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.

VDTY.L vs. BBLL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Treasury Bond UCITS ETF (VDTY.L) and JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.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.


VDTY.LBBLL.LDifference

Sharpe ratio

Return per unit of total volatility

0.76

Sortino ratio

Return per unit of downside risk

1.10

Omega ratio

Gain probability vs. loss probability

1.14

Calmar ratio

Return relative to maximum drawdown

0.89

Martin ratio

Return relative to average drawdown

2.32

VDTY.L vs. BBLL.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VDTY.LBBLL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.95

-0.76

Correlation

The correlation between VDTY.L and BBLL.L is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

VDTY.L vs. BBLL.L - Dividend Comparison

VDTY.L's dividend yield for the trailing twelve months is around 4.24%, while BBLL.L has not paid dividends to shareholders.


TTM2025202420232022202120202019201820172016
VDTY.L
Vanguard USD Treasury Bond UCITS ETF
4.24%4.29%4.31%3.40%2.09%1.21%1.54%2.34%2.33%1.57%0.99%
BBLL.L
JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VDTY.L vs. BBLL.L - Drawdown Comparison

The maximum VDTY.L drawdown since its inception was -18.99%, which is greater than BBLL.L's maximum drawdown of -0.88%. Use the drawdown chart below to compare losses from any high point for VDTY.L and BBLL.L.


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Drawdown Indicators


VDTY.LBBLL.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.99%

-4.55%

-14.44%

Max Drawdown (1Y)

Largest decline over 1 year

-3.23%

Max Drawdown (5Y)

Largest decline over 5 years

-16.60%

Max Drawdown (10Y)

Largest decline over 10 years

-18.99%

Current Drawdown

Current decline from peak

-6.83%

-0.07%

-6.76%

Average Drawdown

Average peak-to-trough decline

-6.61%

-1.56%

-5.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.24%

Volatility

VDTY.L vs. BBLL.L - Volatility Comparison


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Volatility by Period


VDTY.LBBLL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

Volatility (6M)

Calculated over the trailing 6-month period

2.27%

Volatility (1Y)

Calculated over the trailing 1-year period

4.21%

4.02%

+0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.52%

4.02%

+1.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.85%

4.02%

+0.83%