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

Performance

VDTY.L vs. IDTL.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 20+ UCITS (IDTL.L). The values are adjusted to include any dividend payments, if applicable.

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VDTY.L vs. IDTL.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%
IDTL.L
iShares Treasury Bond 20+ UCITS
-1.03%4.67%-7.18%2.22%-30.42%-4.71%17.11%15.67%-1.84%8.97%

Returns By Period

In the year-to-date period, VDTY.L achieves a -0.30% return, which is significantly higher than IDTL.L's -1.03% return. Over the past 10 years, VDTY.L has outperformed IDTL.L with an annualized return of 0.98%, while IDTL.L has yielded a comparatively lower -1.32% 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%

IDTL.L

1D
-0.08%
1M
-4.19%
YTD
-1.03%
6M
-1.07%
1Y
-0.08%
3Y*
-2.41%
5Y*
-5.68%
10Y*
-1.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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

IDTL.L
IDTL.L Risk / Return Rank: 1111
Overall Rank
IDTL.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
IDTL.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
IDTL.L Omega Ratio Rank: 1111
Omega Ratio Rank
IDTL.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
IDTL.L Martin Ratio Rank: 1010
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. IDTL.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 20+ UCITS (IDTL.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.LIDTL.LDifference

Sharpe ratio

Return per unit of total volatility

0.76

-0.01

+0.76

Sortino ratio

Return per unit of downside risk

1.10

0.07

+1.03

Omega ratio

Gain probability vs. loss probability

1.14

1.01

+0.13

Calmar ratio

Return relative to maximum drawdown

0.89

-0.13

+1.02

Martin ratio

Return relative to average drawdown

2.32

-0.25

+2.57

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

The current VDTY.L Sharpe Ratio is 0.76, which is higher than the IDTL.L Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of VDTY.L and IDTL.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.LIDTL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

-0.01

+0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

-0.38

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

-0.09

+0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

-0.08

+0.27

Correlation

The correlation between VDTY.L and IDTL.L is 0.92, 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. IDTL.L - Dividend Comparison

VDTY.L's dividend yield for the trailing twelve months is around 4.24%, less than IDTL.L's 4.36% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%
IDTL.L
iShares Treasury Bond 20+ UCITS
4.36%4.31%4.65%3.79%3.01%1.74%1.76%2.49%2.79%2.60%2.63%2.14%

Drawdowns

VDTY.L vs. IDTL.L - Drawdown Comparison

The maximum VDTY.L drawdown since its inception was -18.99%, smaller than the maximum IDTL.L drawdown of -48.31%. Use the drawdown chart below to compare losses from any high point for VDTY.L and IDTL.L.


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Drawdown Indicators


VDTY.LIDTL.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.99%

-48.31%

+29.32%

Max Drawdown (1Y)

Largest decline over 1 year

-3.23%

-9.78%

+6.55%

Max Drawdown (5Y)

Largest decline over 5 years

-16.60%

-42.95%

+26.35%

Max Drawdown (10Y)

Largest decline over 10 years

-18.99%

-48.31%

+29.32%

Current Drawdown

Current decline from peak

-6.83%

-40.30%

+33.47%

Average Drawdown

Average peak-to-trough decline

-6.61%

-20.10%

+13.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.24%

4.95%

-3.71%

Volatility

VDTY.L vs. IDTL.L - Volatility Comparison

The current volatility for Vanguard USD Treasury Bond UCITS ETF (VDTY.L) is 1.25%, while iShares Treasury Bond 20+ UCITS (IDTL.L) has a volatility of 3.25%. This indicates that VDTY.L experiences smaller price fluctuations and is considered to be less risky than IDTL.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.LIDTL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

3.25%

-2.00%

Volatility (6M)

Calculated over the trailing 6-month period

2.27%

6.58%

-4.31%

Volatility (1Y)

Calculated over the trailing 1-year period

4.21%

11.83%

-7.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.52%

14.99%

-9.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.85%

14.62%

-9.77%