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VDTY.L vs. IB01.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

VDTY.L vs. IB01.L

Last updated Apr 1, 2026

Compare and contrast key facts about Vanguard USD Treasury Bond UCITS ETF (VDTY.L) and iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L).

VDTY.L and IB01.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VDTY.L is a passively managed fund by Vanguard that tracks the performance of the Bloomberg US Treasury Float Adjusted Index. It was launched on Mar 4, 2025. IB01.L is a passively managed fund by iShares that tracks the performance of the Bloomberg US Government TR USD. It was launched on Feb 20, 2019. Both VDTY.L and IB01.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

VDTY.L vs. IB01.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 USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L). The values are adjusted to include any dividend payments, if applicable.

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VDTY.L vs. IB01.L - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
VDTY.L
Vanguard USD Treasury Bond UCITS ETF		-0.30%6.26%1.10%3.77%-12.32%-2.40%7.68%6.41%
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)		0.79%4.34%5.25%4.92%1.08%0.00%0.88%2.01%

Returns By Period

In the year-to-date period, VDTY.L achieves a -0.30% return, which is significantly lower than IB01.L's 0.79% 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%

IB01.L

1D
0.02%
1M
0.27%
YTD
0.79%
6M
1.84%
1Y
4.05%
3Y*
4.73%
5Y*
3.25%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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Vanguard USD Treasury Bond UCITS ETF

iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)

Often compared with VDTY.L:
VDTY.L vs. XUT3.LVDTY.L vs. PRIT.LVDTY.L vs. CBU7.LVDTY.L vs. PR1T.LVDTY.L vs. J13U.LVDTY.L vs. MUNI.LVDTY.L vs. BBRT.L
Often compared with IB01.L:
IB01.L vs. IBTA.LIB01.L vs. VDST.LIB01.L vs. BOXXIB01.L vs. FLOA.LIB01.L vs. ERNA.LIB01.L vs. XEON.DEIB01.L vs. VGSH

VDTY.L vs. IB01.L - Expense Ratio Comparison

VDTY.L has a 0.05% expense ratio, which is lower than IB01.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%.

IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)
VDTY.L
Vanguard USD Treasury Bond UCITS ETF

Return for Risk

VDTY.L vs. IB01.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
IB01.L
IB01.L Risk / Return Rank: 100100
Overall Rank
IB01.L Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
IB01.L Sortino Ratio Rank: 100100
Sortino Ratio Rank
IB01.L Omega Ratio Rank: 100100
Omega Ratio Rank
IB01.L Calmar Ratio Rank: 100100
Calmar Ratio Rank
IB01.L Martin Ratio Rank: 100100
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. IB01.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 USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.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.LIB01.LDifference

Sharpe ratio

Return per unit of total volatility

0.76

11.39

-10.63

Sortino ratio

Return per unit of downside risk

1.10

29.59

-28.49

Omega ratio

Gain probability vs. loss probability

1.14

7.65

-6.52

Calmar ratio

Return relative to maximum drawdown

0.89

46.66

-45.77

Martin ratio

Return relative to average drawdown

2.32

448.12

-445.80

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VDTY.L vs. IB01.L - Sharpe Ratio Comparison

The current VDTY.L Sharpe Ratio is 0.76, which is lower than the IB01.L Sharpe Ratio of 11.39. The chart below compares the historical Sharpe Ratios of VDTY.L and IB01.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.

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Sharpe Ratios by Period

VDTY.LIB01.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

11.39

-10.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

8.89

-8.93

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

3.72

-3.52

Correlation

The correlation between VDTY.L and IB01.L is 0.16, 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. IB01.L - Dividend Comparison

VDTY.L's dividend yield for the trailing twelve months is around 4.24%, while IB01.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%
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (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. IB01.L - Drawdown Comparison

The maximum VDTY.L drawdown since its inception was -18.99%, which is greater than IB01.L's maximum drawdown of -0.91%. Use the drawdown chart below to compare losses from any high point for VDTY.L and IB01.L.

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Drawdown Indicators

VDTY.LIB01.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.99%

-0.91%

-18.08%

Max Drawdown (1Y)

Largest decline over 1 year

-3.23%

-0.09%

-3.14%

Max Drawdown (5Y)

Largest decline over 5 years

-16.60%

-0.29%

-16.31%

Max Drawdown (10Y)

Largest decline over 10 years

-18.99%

—

—

Current Drawdown

Current decline from peak

-6.83%

0.00%

-6.83%

Average Drawdown

Average peak-to-trough decline

-6.61%

-0.08%

-6.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.24%

0.01%

+1.23%

Volatility

VDTY.L vs. IB01.L - Volatility Comparison

Vanguard USD Treasury Bond UCITS ETF (VDTY.L) has a higher volatility of 1.25% compared to iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) at 0.10%. This indicates that VDTY.L's price experiences larger fluctuations and is considered to be riskier than IB01.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VDTY.LIB01.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

0.10%

+1.15%

Volatility (6M)

Calculated over the trailing 6-month period

2.27%

0.24%

+2.03%

Volatility (1Y)

Calculated over the trailing 1-year period

4.21%

0.35%

+3.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.52%

0.37%

+5.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.85%

0.72%

+4.13%