VGTY.DE vs. IUIT.L
Compare and contrast key facts about Vanguard USD Treasury Bond UCITS ETF Distributing (VGTY.DE) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L).
VGTY.DE and IUIT.L 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. IUIT.L is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Information Technology Index. It was launched on Nov 20, 2015. Both VGTY.DE and IUIT.L 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 IUIT.L.
Key characteristics
| VGTY.DE | IUIT.L | |
|---|---|---|
| YTD Return | 1.13% | 36.53% |
| 1Y Return | 1.94% | 48.40% |
| 3Y Return (Ann) | -3.27% | 17.09% |
| 5Y Return (Ann) | -2.27% | 25.95% |
| Sharpe Ratio | 0.47 | 2.33 |
| Sortino Ratio | 0.80 | 3.02 |
| Omega Ratio | 1.09 | 1.40 |
| Calmar Ratio | 0.12 | 3.27 |
| Martin Ratio | 1.41 | 10.92 |
| Ulcer Index | 1.96% | 4.38% |
| Daily Std Dev | 5.88% | 20.46% |
| Max Drawdown | -22.81% | -33.46% |
| Current Drawdown | -19.76% | 0.00% |
Correlation
The correlation between VGTY.DE and IUIT.L is -0.14. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
VGTY.DE vs. IUIT.L - Performance Comparison
In the year-to-date period, VGTY.DE achieves a 1.13% return, which is significantly lower than IUIT.L's 36.53% 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. IUIT.L - Expense Ratio Comparison
VGTY.DE has a 0.07% expense ratio, which is lower than IUIT.L's 0.15% 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%.
Risk-Adjusted Performance
VGTY.DE vs. IUIT.L - 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 S&P 500 Information Technology Sector UCITS ETF (IUIT.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.
Dividends
VGTY.DE vs. IUIT.L - Dividend Comparison
Neither VGTY.DE nor IUIT.L has paid dividends to shareholders.
Drawdowns
VGTY.DE vs. IUIT.L - Drawdown Comparison
The maximum VGTY.DE drawdown since its inception was -22.81%, smaller than the maximum IUIT.L drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for VGTY.DE and IUIT.L. For additional features, visit the drawdowns tool.
Volatility
VGTY.DE vs. IUIT.L - Volatility Comparison
The current volatility for Vanguard USD Treasury Bond UCITS ETF Distributing (VGTY.DE) is 1.78%, while iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) has a volatility of 5.74%. This indicates that VGTY.DE experiences smaller price fluctuations and is considered to be less risky than IUIT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.