VGTY.DE vs. IS04.DE
Compare and contrast key facts about Vanguard USD Treasury Bond UCITS ETF Distributing (VGTY.DE) and iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IS04.DE).
VGTY.DE and IS04.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VGTY.DE is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Global Aggregate US Treasury Float Adjusted. It was launched on Feb 24, 2016. IS04.DE is a passively managed fund by iShares that tracks the performance of the ICE US Treasury 20+ Year. It was launched on Jan 20, 2015. Both VGTY.DE and IS04.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VGTY.DE or IS04.DE.
Key characteristics
| VGTY.DE | IS04.DE | |
|---|---|---|
| YTD Return | 1.13% | -0.76% |
| 1Y Return | 1.94% | 8.45% |
| 3Y Return (Ann) | -3.27% | -9.94% |
| 5Y Return (Ann) | -2.27% | -4.26% |
| Sharpe Ratio | 0.47 | 0.65 |
| Sortino Ratio | 0.80 | 1.04 |
| Omega Ratio | 1.09 | 1.12 |
| Calmar Ratio | 0.12 | 0.19 |
| Martin Ratio | 1.41 | 1.92 |
| Ulcer Index | 1.96% | 4.42% |
| Daily Std Dev | 5.88% | 12.97% |
| Max Drawdown | -22.81% | -45.95% |
| Current Drawdown | -19.76% | -38.20% |
Correlation
The correlation between VGTY.DE and IS04.DE is 0.86, 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.
Performance
VGTY.DE vs. IS04.DE - Performance Comparison
In the year-to-date period, VGTY.DE achieves a 1.13% return, which is significantly higher than IS04.DE's -0.76% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VGTY.DE vs. IS04.DE - Expense Ratio Comparison
Both VGTY.DE and IS04.DE have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
VGTY.DE vs. IS04.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Treasury Bond UCITS ETF Distributing (VGTY.DE) and iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IS04.DE). 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.
Dividends
VGTY.DE vs. IS04.DE - Dividend Comparison
VGTY.DE has not paid dividends to shareholders, while IS04.DE's dividend yield for the trailing twelve months is around 4.24%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGTY.DE Vanguard USD Treasury Bond UCITS ETF Distributing | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IS04.DE iShares USD Treasury Bond 20+yr UCITS ETF (Dist) | 4.24% | 3.82% | 3.04% | 1.71% | 1.86% | 2.49% | 2.79% | 2.72% | 2.56% | 2.14% |
Drawdowns
VGTY.DE vs. IS04.DE - Drawdown Comparison
The maximum VGTY.DE drawdown since its inception was -22.81%, smaller than the maximum IS04.DE drawdown of -45.95%. Use the drawdown chart below to compare losses from any high point for VGTY.DE and IS04.DE. For additional features, visit the drawdowns tool.
Volatility
VGTY.DE vs. IS04.DE - Volatility Comparison
The current volatility for Vanguard USD Treasury Bond UCITS ETF Distributing (VGTY.DE) is 1.78%, while iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IS04.DE) has a volatility of 4.93%. This indicates that VGTY.DE experiences smaller price fluctuations and is considered to be less risky than IS04.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.