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VGLT vs. USRT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGLT vs. USRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Long-Term Treasury ETF (VGLT) and iShares Core U.S. REIT ETF (USRT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VGLT achieves a 0.03% return, which is significantly lower than USRT's 17.79% return. Over the past 10 years, VGLT has underperformed USRT with an annualized return of -1.21%, while USRT has yielded a comparatively higher 6.67% annualized return.


VGLT

1D
-0.27%
1M
1.30%
YTD
0.03%
6M
0.49%
1Y
3.29%
3Y*
-0.30%
5Y*
-5.52%
10Y*
-1.21%

USRT

1D
0.94%
1M
3.13%
YTD
17.79%
6M
17.95%
1Y
19.33%
3Y*
12.69%
5Y*
5.06%
10Y*
6.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGLT vs. USRT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGLT
Vanguard Long-Term Treasury ETF
0.03%5.35%-6.28%3.27%-29.34%-4.98%17.57%14.30%-1.54%8.64%
USRT
iShares Core U.S. REIT ETF
17.79%2.44%8.58%13.64%-24.43%43.26%-8.06%25.98%-4.67%5.27%

Correlation

The correlation between VGLT and USRT is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.33

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

0.22

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

0.13

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2009

-0.00

The correlation between VGLT and USRT shifts across timeframes, from -0.00 (all time) to 0.33 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

VGLT vs. USRT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VGLT
VGLT Risk / Return Rank: 1515
Overall Rank
VGLT Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
VGLT Sortino Ratio Rank: 1515
Sortino Ratio Rank
VGLT Omega Ratio Rank: 1414
Omega Ratio Rank
VGLT Calmar Ratio Rank: 1616
Calmar Ratio Rank
VGLT Martin Ratio Rank: 1616
Martin Ratio Rank

USRT
USRT Risk / Return Rank: 4848
Overall Rank
USRT Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
USRT Sortino Ratio Rank: 4444
Sortino Ratio Rank
USRT Omega Ratio Rank: 4444
Omega Ratio Rank
USRT Calmar Ratio Rank: 5555
Calmar Ratio Rank
USRT Martin Ratio Rank: 5252
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.

VGLT vs. USRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Treasury ETF (VGLT) and iShares Core U.S. REIT ETF (USRT). 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.


VGLTUSRTDifference
Sharpe ratioReturn per unit of total volatility

-1.05

Sortino ratioReturn per unit of downside risk

-1.39

Omega ratioGain probability vs. loss probability

1.07

1.25

-0.18

Calmar ratioReturn relative to maximum drawdown

0.47

2.42

-1.94

Martin ratioReturn relative to average drawdown

1.19

7.79

-6.60

VGLT vs. USRT - Sharpe Ratio Comparison

The current VGLT Sharpe Ratio is 0.38, which is lower than the USRT Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of VGLT and USRT, 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

VGLT vs. USRT - Drawdown Comparison

The maximum VGLT drawdown since its inception was -46.18%, smaller than the maximum USRT drawdown of -69.92%. Use the drawdown chart below to compare losses from any high point for VGLT and USRT.


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Drawdown Indicators


VGLTUSRTDifference

Max Drawdown

Largest peak-to-trough decline

-46.18%

-69.92%

+23.74%

Max Drawdown (1Y)

Largest decline over 1 year

-7.01%

-8.04%

+1.03%

Max Drawdown (3Y)

Largest decline over 3 years

-17.68%

-18.70%

+1.02%

Max Drawdown (5Y)

Largest decline over 5 years

-40.98%

-31.03%

-9.95%

Max Drawdown (10Y)

Largest decline over 10 years

-46.18%

-44.38%

-1.80%

Current Drawdown

Current decline from peak

-36.55%

0.00%

-36.55%

Average Drawdown

Average peak-to-trough decline

-15.09%

-12.96%

-2.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

2.49%

+0.29%

Volatility

VGLT vs. USRT - Volatility Comparison

The current volatility for Vanguard Long-Term Treasury ETF (VGLT) is 2.69%, while iShares Core U.S. REIT ETF (USRT) has a volatility of 4.71%. This indicates that VGLT experiences smaller price fluctuations and is considered to be less risky than USRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGLTUSRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.69%

4.71%

-2.02%

Volatility (6M)

Calculated over the trailing 6-month period

6.09%

9.64%

-3.55%

Volatility (1Y)

Calculated over the trailing 1-year period

8.78%

13.57%

-4.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.57%

18.92%

-4.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.82%

21.30%

-7.48%

VGLT vs. USRT - Expense Ratio Comparison

VGLT has a 0.03% expense ratio, which is lower than USRT's 0.08% 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

VGLT vs. USRT - Dividend Comparison

VGLT's dividend yield for the trailing twelve months is around 4.59%, more than USRT's 2.56% yield.


PositionTTM20252024202320222021202020192018201720162015
USRT
iShares Core U.S. REIT ETF
2.56%3.07%2.85%3.18%3.46%2.27%3.12%3.34%5.66%3.44%3.98%3.59%
VGLT
Vanguard Long-Term Treasury ETF
4.59%4.44%4.33%3.33%2.84%1.82%2.15%2.46%2.71%2.55%2.69%3.21%

Frequently Asked Questions


VGLT and USRT have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USRT has higher volatility (4.71%) compared to VGLT (2.69%). In terms of maximum drawdown, VGLT dropped -46.18% vs USRT's -69.92%.

On 10-year performance, USRT leads with 6.67% vs -1.21% for VGLT. On fees, VGLT is cheaper at 0.03% per year. On volatility, VGLT has been the lower-risk option at 2.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, USRT has performed better with a 6.67% return vs -1.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VGLT is cheaper with a 0.03% expense ratio, compared with 0.08% for USRT.

VGLT has the higher dividend yield at 4.59%, compared with 2.56% for USRT.

VGLT is categorized as Government Bonds, while USRT is REIT. VGLT tracks Bloomberg U.S. Long Treasury Index, while USRT tracks FTSE NAREIT Equity REITs Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.03% for VGLT and 0.08% for USRT.

USRT currently has the higher Sharpe Ratio (1.43 vs 0.38), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for VGLT and USRT

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