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

Performance

VDTY.L vs. IBTG.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 1-3yr UCITS ETF GBP Hedged (Dist) (IBTG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VDTY.L is traded in USD, while IBTG.L is traded in GBP. To make them comparable, the IBTG.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 -0.40% return, which is significantly lower than IBTG.L's 1.19% return.


VDTY.L

1D
0.09%
1M
-0.24%
6M
-0.40%
YTD
-0.40%
1Y
3.41%
3Y*
2.87%
5Y*
-0.72%
10Y*
0.78%

IBTG.L

1D
0.00%
1M
0.90%
6M
1.32%
YTD
1.19%
1Y
4.22%
3Y*
5.24%
5Y*
1.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
VDTY.L
Vanguard USD Treasury Bond UCITS ETF
-0.40%6.28%0.84%3.77%-12.31%-2.40%7.67%7.06%2.24%
IBTG.L
iShares $ Treasury Bond 1-3yr UCITS ETF GBP Hedged (Dist)
1.19%13.01%2.02%9.12%-14.76%-1.72%5.84%5.84%-9.78%

Correlation

The correlation between VDTY.L and IBTG.L is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

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

0.36

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

0.34

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2018

0.22

The correlation between VDTY.L and IBTG.L shifts across timeframes, from 0.22 (all time) to 0.36 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

VDTY.L vs. IBTG.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: 2929
Overall Rank
VDTY.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
VDTY.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
VDTY.L Omega Ratio Rank: 2828
Omega Ratio Rank
VDTY.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
VDTY.L Martin Ratio Rank: 2727
Martin Ratio Rank

IBTG.L
IBTG.L Risk / Return Rank: 8484
Overall Rank
IBTG.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
IBTG.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
IBTG.L Omega Ratio Rank: 9494
Omega Ratio Rank
IBTG.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
IBTG.L Martin Ratio Rank: 8787
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. IBTG.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 1-3yr UCITS ETF GBP Hedged (Dist) (IBTG.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VDTY.LIBTG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

+0.59

Omega ratioGain probability vs. loss probability

1.17

1.10

+0.07

Calmar ratioReturn relative to maximum drawdown

1.14

0.85

+0.29

Martin ratioReturn relative to average drawdown

3.11

1.70

+1.42

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

The current VDTY.L Sharpe Ratio is 0.97, which is higher than the IBTG.L Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of VDTY.L and IBTG.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.


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Drawdowns

VDTY.L vs. IBTG.L - Drawdown Comparison

The maximum VDTY.L drawdown since its inception was -18.98%, smaller than the maximum IBTG.L drawdown of -28.91%. Use the drawdown chart below to compare losses from any high point for VDTY.L and IBTG.L.


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Drawdown Indicators


VDTY.LIBTG.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.98%

-28.91%

+9.93%

Max Drawdown (1Y)

Largest decline over 1 year

-2.97%

-4.57%

+1.60%

Max Drawdown (3Y)

Largest decline over 3 years

-5.21%

-9.34%

+4.13%

Max Drawdown (5Y)

Largest decline over 5 years

-16.59%

-27.65%

+11.06%

Max Drawdown (10Y)

Largest decline over 10 years

-18.98%

Current Drawdown

Current decline from peak

-7.13%

-1.63%

-5.50%

Average Drawdown

Average peak-to-trough decline

-6.66%

-8.67%

+2.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.09%

2.30%

-1.21%

Volatility

VDTY.L vs. IBTG.L - Volatility Comparison

The current volatility for Vanguard USD Treasury Bond UCITS ETF (VDTY.L) is 0.93%, while iShares $ Treasury Bond 1-3yr UCITS ETF GBP Hedged (Dist) (IBTG.L) has a volatility of 1.95%. This indicates that VDTY.L experiences smaller price fluctuations and is considered to be less risky than IBTG.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.LIBTG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.93%

1.95%

-1.02%

Volatility (6M)

Calculated over the trailing 6-month period

2.58%

5.12%

-2.54%

Volatility (1Y)

Calculated over the trailing 1-year period

3.52%

6.96%

-3.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.55%

9.34%

-3.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.86%

9.23%

-4.37%

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

VDTY.L has a 0.05% expense ratio, which is lower than IBTG.L's 0.10% 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

VDTY.L vs. IBTG.L - Dividend Comparison

VDTY.L's dividend yield for the trailing twelve months is around 4.27%, more than IBTG.L's 3.87% yield.


PositionTTM2025202420232022202120202019201820172016
IBTG.L
iShares $ Treasury Bond 1-3yr UCITS ETF GBP Hedged (Dist)
3.87%4.08%4.12%2.92%0.76%0.59%1.66%2.35%0.78%0.00%0.00%
VDTY.L
Vanguard USD Treasury Bond UCITS ETF
4.27%4.29%4.07%3.40%2.09%1.21%1.54%2.34%2.33%1.57%0.99%

Frequently Asked Questions


VDTY.L and IBTG.L have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VDTY.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VDTY.L is cheaper with a 0.05% expense ratio, compared with 0.10% for IBTG.L.

VDTY.L tracks Bloomberg Global Aggregate US Treasury Float Adjusted Index, while IBTG.L tracks iShares $ Treasury Bond 1-3yr UCITS ETF GBP Hedged (Dist). They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.05% for VDTY.L and 0.10% for IBTG.L.

Portfolio Optimizer

Find the right allocation for VDTY.L and IBTG.L

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