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VHYD.L vs. IBTU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VHYD.L vs. IBTU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VHYD.L) and iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBTU.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VHYD.L achieves a 9.52% return, which is significantly higher than IBTU.L's 1.35% return.


VHYD.L

1D
-0.43%
1M
0.39%
YTD
9.52%
6M
12.15%
1Y
24.58%
3Y*
17.96%
5Y*
10.19%
10Y*
9.89%

IBTU.L

1D
0.00%
1M
0.20%
YTD
1.35%
6M
1.76%
1Y
3.93%
3Y*
4.69%
5Y*
3.38%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VHYD.L vs. IBTU.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VHYD.L
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing
9.52%27.03%9.32%11.43%-5.45%17.84%-0.31%11.81%
IBTU.L
iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist)
1.35%4.33%5.31%4.92%1.05%0.10%0.88%2.02%

Correlation

The correlation between VHYD.L and IBTU.L is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.00

Correlation (3Y)
Calculated over the trailing 3-year period

0.02

Correlation (5Y)
Calculated over the trailing 5-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2019

0.02

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Return for Risk

VHYD.L vs. IBTU.L — Risk / Return Rank

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

VHYD.L
VHYD.L Risk / Return Rank: 7777
Overall Rank
VHYD.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VHYD.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
VHYD.L Omega Ratio Rank: 8080
Omega Ratio Rank
VHYD.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
VHYD.L Martin Ratio Rank: 7070
Martin Ratio Rank

IBTU.L
IBTU.L Risk / Return Rank: 9898
Overall Rank
IBTU.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
IBTU.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
IBTU.L Omega Ratio Rank: 9999
Omega Ratio Rank
IBTU.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
IBTU.L 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.

VHYD.L vs. IBTU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VHYD.L) and iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBTU.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.


VHYD.LIBTU.LDifference
Sharpe ratioReturn per unit of total volatility

-1.10

Sortino ratioReturn per unit of downside risk

-3.79

Omega ratioGain probability vs. loss probability

1.42

3.47

-2.05

Calmar ratioReturn relative to maximum drawdown

3.16

19.33

-16.17

Martin ratioReturn relative to average drawdown

11.40

83.95

-72.55

VHYD.L vs. IBTU.L - Sharpe Ratio Comparison

The current VHYD.L Sharpe Ratio is 2.30, which is lower than the IBTU.L Sharpe Ratio of 3.41. The chart below compares the historical Sharpe Ratios of VHYD.L and IBTU.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VHYD.LIBTU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.30

3.41

-1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

3.34

-2.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

2.86

-2.32

Drawdowns

VHYD.L vs. IBTU.L - Drawdown Comparison

The maximum VHYD.L drawdown since its inception was -36.60%, which is greater than IBTU.L's maximum drawdown of -0.72%. Use the drawdown chart below to compare losses from any high point for VHYD.L and IBTU.L.


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Drawdown Indicators


VHYD.LIBTU.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.60%

-0.72%

-35.88%

Max Drawdown (1Y)

Largest decline over 1 year

-7.74%

-0.20%

-7.54%

Max Drawdown (3Y)

Largest decline over 3 years

-12.48%

-0.20%

-12.28%

Max Drawdown (5Y)

Largest decline over 5 years

-20.89%

-0.40%

-20.49%

Max Drawdown (10Y)

Largest decline over 10 years

-36.60%

Current Drawdown

Current decline from peak

-1.62%

0.00%

-1.62%

Average Drawdown

Average peak-to-trough decline

-5.32%

-0.06%

-5.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

0.05%

+2.10%

Volatility

VHYD.L vs. IBTU.L - Volatility Comparison

Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VHYD.L) has a higher volatility of 2.67% compared to iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBTU.L) at 0.35%. This indicates that VHYD.L's price experiences larger fluctuations and is considered to be riskier than IBTU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VHYD.LIBTU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.67%

0.35%

+2.32%

Volatility (6M)

Calculated over the trailing 6-month period

8.53%

0.82%

+7.71%

Volatility (1Y)

Calculated over the trailing 1-year period

10.62%

1.15%

+9.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.65%

1.01%

+12.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.39%

0.95%

+14.44%

VHYD.L vs. IBTU.L - Expense Ratio Comparison

VHYD.L has a 0.29% expense ratio, which is higher than IBTU.L's 0.07% expense ratio.


Dividends

VHYD.L vs. IBTU.L - Dividend Comparison

VHYD.L's dividend yield for the trailing twelve months is around 2.52%, less than IBTU.L's 4.07% yield.


PositionTTM20252024202320222021202020192018201720162015
IBTU.L
iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist)
4.07%4.43%6.82%3.99%0.44%0.10%1.28%1.21%0.00%0.00%0.00%0.00%
VHYD.L
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing
2.52%2.77%3.15%3.31%3.72%3.14%2.90%3.23%3.77%2.96%3.16%3.32%

Frequently Asked Questions


VHYD.L and IBTU.L have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBTU.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBTU.L is cheaper with a 0.07% expense ratio, compared with 0.29% for VHYD.L.

VHYD.L is categorized as Global Equities, while IBTU.L is Government Bonds. VHYD.L tracks FTSE All-World High Dividend Yield Index, while IBTU.L tracks ICE U.S. Treasury Short Bond Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.29% for VHYD.L and 0.07% for IBTU.L.

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