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VGUS vs. VGLT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VGUS vs. VGLT - Performance Comparison

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

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VGUS vs. VGLT - Yearly Performance Comparison


2026 (YTD)2025
VGUS
Vanguard Ultra-Short Treasury ETF
0.81%3.77%
VGLT
Vanguard Long-Term Treasury ETF
-0.09%3.77%

Returns By Period

In the year-to-date period, VGUS achieves a 0.81% return, which is significantly higher than VGLT's -0.09% return.


VGUS

1D
0.01%
1M
0.25%
YTD
0.81%
6M
1.82%
1Y
4.00%
3Y*
5Y*
10Y*

VGLT

1D
-0.03%
1M
-3.99%
YTD
-0.09%
6M
-0.50%
1Y
0.42%
3Y*
-1.57%
5Y*
-4.88%
10Y*
-0.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VGUS vs. VGLT - Expense Ratio Comparison

VGUS has a 0.07% expense ratio, which is higher than VGLT'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%.


Return for Risk

VGUS vs. VGLT — Risk / Return Rank

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

VGUS
VGUS Risk / Return Rank: 100100
Overall Rank
VGUS Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
VGUS Sortino Ratio Rank: 100100
Sortino Ratio Rank
VGUS Omega Ratio Rank: 100100
Omega Ratio Rank
VGUS Calmar Ratio Rank: 100100
Calmar Ratio Rank
VGUS Martin Ratio Rank: 100100
Martin Ratio Rank

VGLT
VGLT Risk / Return Rank: 1414
Overall Rank
VGLT Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
VGLT Sortino Ratio Rank: 1212
Sortino Ratio Rank
VGLT Omega Ratio Rank: 1212
Omega Ratio Rank
VGLT Calmar Ratio Rank: 1616
Calmar Ratio Rank
VGLT Martin Ratio Rank: 1515
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.

VGUS vs. VGLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Ultra-Short Treasury ETF (VGUS) and Vanguard Long-Term Treasury ETF (VGLT). 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.


VGUSVGLTDifference

Sharpe ratio

Return per unit of total volatility

11.39

0.04

+11.35

Sortino ratio

Return per unit of downside risk

31.34

0.12

+31.22

Omega ratio

Gain probability vs. loss probability

8.64

1.02

+7.63

Calmar ratio

Return relative to maximum drawdown

55.20

0.14

+55.06

Martin ratio

Return relative to average drawdown

367.74

0.31

+367.43

VGUS vs. VGLT - Sharpe Ratio Comparison

The current VGUS Sharpe Ratio is 11.39, which is higher than the VGLT Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of VGUS and VGLT, 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


VGUSVGLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

11.39

0.04

+11.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

11.78

0.19

+11.59

Correlation

The correlation between VGUS and VGLT is 0.04, 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.


Dividends

VGUS vs. VGLT - Dividend Comparison

VGUS's dividend yield for the trailing twelve months is around 3.66%, less than VGLT's 4.49% yield.


TTM20252024202320222021202020192018201720162015
VGUS
Vanguard Ultra-Short Treasury ETF
3.66%3.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGLT
Vanguard Long-Term Treasury ETF
4.49%4.44%4.33%3.33%2.84%1.82%2.15%2.46%2.71%2.55%2.69%3.21%

Drawdowns

VGUS vs. VGLT - Drawdown Comparison

The maximum VGUS drawdown since its inception was -0.07%, smaller than the maximum VGLT drawdown of -46.18%. Use the drawdown chart below to compare losses from any high point for VGUS and VGLT.


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Drawdown Indicators


VGUSVGLTDifference

Max Drawdown

Largest peak-to-trough decline

-0.07%

-46.18%

+46.11%

Max Drawdown (1Y)

Largest decline over 1 year

-0.07%

-8.48%

+8.41%

Max Drawdown (5Y)

Largest decline over 5 years

-40.98%

Max Drawdown (10Y)

Largest decline over 10 years

-46.18%

Current Drawdown

Current decline from peak

0.00%

-36.63%

+36.63%

Average Drawdown

Average peak-to-trough decline

0.00%

-14.83%

+14.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

3.85%

-3.84%

Volatility

VGUS vs. VGLT - Volatility Comparison

The current volatility for Vanguard Ultra-Short Treasury ETF (VGUS) is 0.07%, while Vanguard Long-Term Treasury ETF (VGLT) has a volatility of 3.45%. This indicates that VGUS experiences smaller price fluctuations and is considered to be less risky than VGLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGUSVGLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.07%

3.45%

-3.38%

Volatility (6M)

Calculated over the trailing 6-month period

0.16%

6.00%

-5.84%

Volatility (1Y)

Calculated over the trailing 1-year period

0.35%

10.35%

-10.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.35%

14.60%

-14.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.35%

13.84%

-13.49%