VGTY.DE vs. VTI
Compare and contrast key facts about Vanguard USD Treasury Bond UCITS ETF Distributing (VGTY.DE) and Vanguard Total Stock Market ETF (VTI).
VGTY.DE and VTI 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. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both VGTY.DE and VTI 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 VTI.
Key characteristics
| VGTY.DE | VTI | |
|---|---|---|
| YTD Return | 0.28% | 25.76% |
| 1Y Return | 0.88% | 38.64% |
| 3Y Return (Ann) | -3.37% | 8.41% |
| 5Y Return (Ann) | -2.43% | 15.27% |
| Sharpe Ratio | 0.24 | 3.05 |
| Sortino Ratio | 0.43 | 4.07 |
| Omega Ratio | 1.05 | 1.57 |
| Calmar Ratio | 0.06 | 4.13 |
| Martin Ratio | 0.72 | 19.90 |
| Ulcer Index | 1.96% | 1.94% |
| Daily Std Dev | 5.82% | 12.68% |
| Max Drawdown | -22.81% | -55.45% |
| Current Drawdown | -20.44% | 0.00% |
Correlation
The correlation between VGTY.DE and VTI is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
VGTY.DE vs. VTI - Performance Comparison
In the year-to-date period, VGTY.DE achieves a 0.28% return, which is significantly lower than VTI's 25.76% 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. VTI - Expense Ratio Comparison
VGTY.DE has a 0.07% expense ratio, which is higher than VTI's 0.03% expense ratio. However, 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. VTI - 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 Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
VGTY.DE has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.27%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
VGTY.DE vs. VTI - Drawdown Comparison
The maximum VGTY.DE drawdown since its inception was -22.81%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VGTY.DE and VTI. For additional features, visit the drawdowns tool.
Volatility
VGTY.DE vs. VTI - Volatility Comparison
The current volatility for Vanguard USD Treasury Bond UCITS ETF Distributing (VGTY.DE) is 1.79%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.12%. This indicates that VGTY.DE experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.