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VDTY.L vs. TRS5.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VDTY.L vs. TRS5.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 SPDR Bloomberg 3-7 Year US Treasury Bond UCITS ETF (TRS5.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VDTY.L achieves a -0.23% return, which is significantly higher than TRS5.L's -0.40% return. Over the past 10 years, VDTY.L has outperformed TRS5.L with an annualized return of 0.95%, while TRS5.L has yielded a comparatively lower 0.83% annualized return.


VDTY.L

1D
0.24%
1M
0.17%
YTD
-0.23%
6M
0.04%
1Y
3.47%
3Y*
2.95%
5Y*
-0.36%
10Y*
0.95%

TRS5.L

1D
0.18%
1M
-0.11%
YTD
-0.40%
6M
-0.08%
1Y
3.24%
3Y*
3.66%
5Y*
0.31%
10Y*
0.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VDTY.L vs. TRS5.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VDTY.L
Vanguard USD Treasury Bond UCITS ETF
-0.23%6.26%1.10%3.77%-12.32%-2.40%7.68%7.08%0.80%2.32%
TRS5.L
SPDR Bloomberg 3-7 Year US Treasury Bond UCITS ETF
-0.40%7.27%2.02%4.16%-9.49%-2.44%6.80%4.29%-0.46%-0.42%

Correlation

The correlation between VDTY.L and TRS5.L is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.94

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

0.94

Correlation (10Y)
Calculated over the trailing 10-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2016

0.91

The correlation between VDTY.L and TRS5.L has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.

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Return for Risk

VDTY.L vs. TRS5.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: 2727
Overall Rank
VDTY.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
VDTY.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
VDTY.L Omega Ratio Rank: 2626
Omega Ratio Rank
VDTY.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
VDTY.L Martin Ratio Rank: 2727
Martin Ratio Rank

TRS5.L
TRS5.L Risk / Return Rank: 3030
Overall Rank
TRS5.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
TRS5.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
TRS5.L Omega Ratio Rank: 3030
Omega Ratio Rank
TRS5.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
TRS5.L Martin Ratio Rank: 2929
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. TRS5.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 SPDR Bloomberg 3-7 Year US Treasury Bond UCITS ETF (TRS5.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.LTRS5.LDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.17

1.20

-0.03

Calmar ratioReturn relative to maximum drawdown

1.16

1.30

-0.14

Martin ratioReturn relative to average drawdown

3.67

4.14

-0.47

VDTY.L vs. TRS5.L - Sharpe Ratio Comparison

The current VDTY.L Sharpe Ratio is 0.97, which is comparable to the TRS5.L Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of VDTY.L and TRS5.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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Sharpe Ratios by Period


VDTY.LTRS5.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.11

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

0.07

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

0.22

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.22

-0.03

Drawdowns

VDTY.L vs. TRS5.L - Drawdown Comparison

The maximum VDTY.L drawdown since its inception was -18.99%, which is greater than TRS5.L's maximum drawdown of -14.35%. Use the drawdown chart below to compare losses from any high point for VDTY.L and TRS5.L.


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Drawdown Indicators


VDTY.LTRS5.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.99%

-14.35%

-4.64%

Max Drawdown (1Y)

Largest decline over 1 year

-2.97%

-2.48%

-0.49%

Max Drawdown (3Y)

Largest decline over 3 years

-5.35%

-3.70%

-1.65%

Max Drawdown (5Y)

Largest decline over 5 years

-16.60%

-13.64%

-2.96%

Max Drawdown (10Y)

Largest decline over 10 years

-18.99%

-14.35%

-4.64%

Current Drawdown

Current decline from peak

-6.76%

-1.60%

-5.16%

Average Drawdown

Average peak-to-trough decline

-6.62%

-4.40%

-2.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

0.78%

+0.16%

Volatility

VDTY.L vs. TRS5.L - Volatility Comparison

Vanguard USD Treasury Bond UCITS ETF (VDTY.L) has a higher volatility of 1.42% compared to SPDR Bloomberg 3-7 Year US Treasury Bond UCITS ETF (TRS5.L) at 1.15%. This indicates that VDTY.L's price experiences larger fluctuations and is considered to be riskier than TRS5.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.LTRS5.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.42%

1.15%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

2.50%

2.14%

+0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

3.58%

2.91%

+0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.54%

4.71%

+0.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.86%

3.81%

+1.05%

VDTY.L vs. TRS5.L - Expense Ratio Comparison

Both VDTY.L and TRS5.L have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

VDTY.L vs. TRS5.L - Dividend Comparison

VDTY.L's dividend yield for the trailing twelve months is around 4.25%, more than TRS5.L's 3.93% yield.


PositionTTM2025202420232022202120202019201820172016
TRS5.L
SPDR Bloomberg 3-7 Year US Treasury Bond UCITS ETF
3.93%3.68%3.24%1.97%1.12%0.98%1.66%1.09%0.00%0.00%0.00%
VDTY.L
Vanguard USD Treasury Bond UCITS ETF
4.25%4.29%4.31%3.40%2.09%1.21%1.54%2.34%2.33%1.57%0.99%

Frequently Asked Questions


With a correlation of 0.91, VDTY.L and TRS5.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.05% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

VDTY.L and TRS5.L have the same expense ratio: 0.05% per year.

VDTY.L tracks Bloomberg Global Aggregate US Treasury Float Adjusted Index, while TRS5.L tracks Bloomberg US 3-7 Year Treasury Bond Index. They also come from different issuers: Vanguard and State Street.

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