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VGSH vs. VUSB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VGSH vs. VUSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Treasury ETF (VGSH) and Vanguard Ultra-Short Bond ETF (VUSB). The values are adjusted to include any dividend payments, if applicable.

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VGSH vs. VUSB - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VGSH
Vanguard Short-Term Treasury ETF
0.28%5.07%4.00%4.31%-3.86%-0.56%
VUSB
Vanguard Ultra-Short Bond ETF
0.59%5.20%5.68%5.52%-0.36%0.00%

Returns By Period

In the year-to-date period, VGSH achieves a 0.28% return, which is significantly lower than VUSB's 0.59% return.


VGSH

1D
0.09%
1M
-0.49%
YTD
0.28%
6M
1.37%
1Y
3.75%
3Y*
3.98%
5Y*
1.79%
10Y*
1.74%

VUSB

1D
0.09%
1M
-0.12%
YTD
0.59%
6M
1.76%
1Y
4.48%
3Y*
5.28%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VGSH vs. VUSB - Expense Ratio Comparison

VGSH has a 0.03% expense ratio, which is lower than VUSB'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%.


Return for Risk

VGSH vs. VUSB — Risk / Return Rank

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

VGSH
VGSH Risk / Return Rank: 9797
Overall Rank
VGSH Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
VGSH Sortino Ratio Rank: 9898
Sortino Ratio Rank
VGSH Omega Ratio Rank: 9797
Omega Ratio Rank
VGSH Calmar Ratio Rank: 9696
Calmar Ratio Rank
VGSH Martin Ratio Rank: 9696
Martin Ratio Rank

VUSB
VUSB Risk / Return Rank: 9999
Overall Rank
VUSB Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
VUSB Sortino Ratio Rank: 9999
Sortino Ratio Rank
VUSB Omega Ratio Rank: 9999
Omega Ratio Rank
VUSB Calmar Ratio Rank: 9999
Calmar Ratio Rank
VUSB Martin Ratio Rank: 9999
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.

VGSH vs. VUSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Treasury ETF (VGSH) and Vanguard Ultra-Short Bond ETF (VUSB). 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.


VGSHVUSBDifference

Sharpe ratio

Return per unit of total volatility

2.62

5.84

-3.22

Sortino ratio

Return per unit of downside risk

4.21

9.33

-5.11

Omega ratio

Gain probability vs. loss probability

1.57

2.86

-1.29

Calmar ratio

Return relative to maximum drawdown

4.26

9.75

-5.50

Martin ratio

Return relative to average drawdown

16.28

50.27

-33.99

VGSH vs. VUSB - Sharpe Ratio Comparison

The current VGSH Sharpe Ratio is 2.62, which is lower than the VUSB Sharpe Ratio of 5.84. The chart below compares the historical Sharpe Ratios of VGSH and VUSB, 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


VGSHVUSBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.62

5.84

-3.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.11

Sharpe Ratio (All Time)

Calculated using the full available price history

1.02

4.00

-2.99

Correlation

The correlation between VGSH and VUSB is 0.72, 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

VGSH vs. VUSB - Dividend Comparison

VGSH's dividend yield for the trailing twelve months is around 3.95%, less than VUSB's 4.53% yield.


TTM20252024202320222021202020192018201720162015
VGSH
Vanguard Short-Term Treasury ETF
3.95%4.00%4.18%3.31%1.15%0.66%1.74%2.28%1.79%1.10%0.84%0.69%
VUSB
Vanguard Ultra-Short Bond ETF
4.53%4.63%5.16%4.45%1.56%0.26%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VGSH vs. VUSB - Drawdown Comparison

The maximum VGSH drawdown since its inception was -5.70%, which is greater than VUSB's maximum drawdown of -1.79%. Use the drawdown chart below to compare losses from any high point for VGSH and VUSB.


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Drawdown Indicators


VGSHVUSBDifference

Max Drawdown

Largest peak-to-trough decline

-5.70%

-1.79%

-3.91%

Max Drawdown (1Y)

Largest decline over 1 year

-0.88%

-0.46%

-0.42%

Max Drawdown (5Y)

Largest decline over 5 years

-5.70%

Max Drawdown (10Y)

Largest decline over 10 years

-5.70%

Current Drawdown

Current decline from peak

-0.49%

-0.12%

-0.37%

Average Drawdown

Average peak-to-trough decline

-0.60%

-0.28%

-0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.23%

0.09%

+0.14%

Volatility

VGSH vs. VUSB - Volatility Comparison

Vanguard Short-Term Treasury ETF (VGSH) has a higher volatility of 0.52% compared to Vanguard Ultra-Short Bond ETF (VUSB) at 0.37%. This indicates that VGSH's price experiences larger fluctuations and is considered to be riskier than VUSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGSHVUSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.52%

0.37%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

0.84%

0.49%

+0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

1.44%

0.77%

+0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.96%

0.83%

+1.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.57%

0.83%

+0.74%