PortfoliosLab logoPortfoliosLab logo
VDTY.L vs. CBU7.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VDTY.L vs. CBU7.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 iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc (CBU7.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VDTY.L vs. CBU7.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VDTY.L
Vanguard USD Treasury Bond UCITS ETF
-0.30%6.26%1.10%3.77%-12.32%-2.40%7.68%7.08%0.80%2.32%
CBU7.L
iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc
-0.36%7.34%2.16%4.26%-9.35%-2.35%6.98%6.06%1.21%1.26%

Returns By Period

In the year-to-date period, VDTY.L achieves a -0.30% return, which is significantly higher than CBU7.L's -0.36% return. Over the past 10 years, VDTY.L has underperformed CBU7.L with an annualized return of 0.98%, while CBU7.L has yielded a comparatively higher 1.43% annualized 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%

CBU7.L

1D
0.06%
1M
-1.45%
YTD
-0.36%
6M
0.99%
1Y
4.16%
3Y*
3.59%
5Y*
0.58%
10Y*
1.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VDTY.L vs. CBU7.L - Expense Ratio Comparison

VDTY.L has a 0.05% expense ratio, which is lower than CBU7.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. CBU7.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

CBU7.L
CBU7.L Risk / Return Rank: 6565
Overall Rank
CBU7.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
CBU7.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
CBU7.L Omega Ratio Rank: 6262
Omega Ratio Rank
CBU7.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
CBU7.L Martin Ratio Rank: 5858
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.

VDTY.L vs. CBU7.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 iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc (CBU7.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.LCBU7.LDifference

Sharpe ratio

Return per unit of total volatility

0.76

1.21

-0.45

Sortino ratio

Return per unit of downside risk

1.10

1.75

-0.65

Omega ratio

Gain probability vs. loss probability

1.14

1.23

-0.09

Calmar ratio

Return relative to maximum drawdown

0.89

1.76

-0.87

Martin ratio

Return relative to average drawdown

2.32

5.81

-3.49

VDTY.L vs. CBU7.L - Sharpe Ratio Comparison

The current VDTY.L Sharpe Ratio is 0.76, which is lower than the CBU7.L Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of VDTY.L and CBU7.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VDTY.LCBU7.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

1.21

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.12

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

0.35

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.59

-0.39

Correlation

The correlation between VDTY.L and CBU7.L is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VDTY.L vs. CBU7.L - Dividend Comparison

VDTY.L's dividend yield for the trailing twelve months is around 4.24%, while CBU7.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%
CBU7.L
iShares $ Treasury Bond 3-7yr 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. CBU7.L - Drawdown Comparison

The maximum VDTY.L drawdown since its inception was -18.99%, which is greater than CBU7.L's maximum drawdown of -14.18%. Use the drawdown chart below to compare losses from any high point for VDTY.L and CBU7.L.


Loading graphics...

Drawdown Indicators


VDTY.LCBU7.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.99%

-14.18%

-4.81%

Max Drawdown (1Y)

Largest decline over 1 year

-3.23%

-2.23%

-1.00%

Max Drawdown (5Y)

Largest decline over 5 years

-16.60%

-13.55%

-3.05%

Max Drawdown (10Y)

Largest decline over 10 years

-18.99%

-14.18%

-4.81%

Current Drawdown

Current decline from peak

-6.83%

-1.45%

-5.38%

Average Drawdown

Average peak-to-trough decline

-6.61%

-3.36%

-3.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.24%

0.68%

+0.56%

Volatility

VDTY.L vs. CBU7.L - Volatility Comparison

Vanguard USD Treasury Bond UCITS ETF (VDTY.L) has a higher volatility of 1.25% compared to iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc (CBU7.L) at 1.15%. This indicates that VDTY.L's price experiences larger fluctuations and is considered to be riskier than CBU7.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VDTY.LCBU7.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

1.15%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

2.27%

1.91%

+0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

4.21%

3.43%

+0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.52%

4.67%

+0.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.85%

4.09%

+0.76%