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VNLA vs. GLTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VNLA vs. GLTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Short Duration Income ETF (VNLA) and abrdn Physical Precious Metals Basket Shares ETF (GLTR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VNLA achieves a 1.59% return, which is significantly higher than GLTR's -4.66% return.


VNLA

1D
0.02%
1M
0.39%
YTD
1.59%
6M
1.85%
1Y
4.77%
3Y*
5.79%
5Y*
3.83%
10Y*

GLTR

1D
0.30%
1M
-13.34%
YTD
-4.66%
6M
0.76%
1Y
38.86%
3Y*
29.97%
5Y*
14.04%
10Y*
12.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VNLA vs. GLTR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VNLA
Janus Henderson Short Duration Income ETF
1.59%5.45%6.41%6.09%-0.17%-0.18%3.01%4.43%0.02%2.11%
GLTR
abrdn Physical Precious Metals Basket Shares ETF
-4.66%87.25%20.63%2.01%-0.25%-9.60%29.52%20.96%-2.85%12.94%

Correlation

The correlation between VNLA and GLTR is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.21

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

0.23

Correlation (All Time)
Calculated using the full available price history since Nov 17, 2016

0.21

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Return for Risk

VNLA vs. GLTR — Risk / Return Rank

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

VNLA
VNLA Risk / Return Rank: 9999
Overall Rank
VNLA Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
VNLA Sortino Ratio Rank: 9999
Sortino Ratio Rank
VNLA Omega Ratio Rank: 9999
Omega Ratio Rank
VNLA Calmar Ratio Rank: 9898
Calmar Ratio Rank
VNLA Martin Ratio Rank: 9898
Martin Ratio Rank

GLTR
GLTR Risk / Return Rank: 3030
Overall Rank
GLTR Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
GLTR Sortino Ratio Rank: 2929
Sortino Ratio Rank
GLTR Omega Ratio Rank: 3838
Omega Ratio Rank
GLTR Calmar Ratio Rank: 2727
Calmar Ratio Rank
GLTR Martin Ratio Rank: 2525
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.

VNLA vs. GLTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Short Duration Income ETF (VNLA) and abrdn Physical Precious Metals Basket Shares ETF (GLTR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VNLAGLTRDifference
Sharpe ratioReturn per unit of total volatility

+6.50

Sortino ratioReturn per unit of downside risk

+14.10

Omega ratioGain probability vs. loss probability

3.56

1.22

+2.34

Calmar ratioReturn relative to maximum drawdown

11.10

1.17

+9.93

Martin ratioReturn relative to average drawdown

57.09

2.88

+54.21

VNLA vs. GLTR - Sharpe Ratio Comparison

The current VNLA Sharpe Ratio is 7.54, which is higher than the GLTR Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of VNLA and GLTR, 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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Drawdowns

VNLA vs. GLTR - Drawdown Comparison

The maximum VNLA drawdown since its inception was -4.49%, smaller than the maximum GLTR drawdown of -55.70%. Use the drawdown chart below to compare losses from any high point for VNLA and GLTR.


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Drawdown Indicators


VNLAGLTRDifference

Max Drawdown

Largest peak-to-trough decline

-4.49%

-55.70%

+51.21%

Max Drawdown (1Y)

Largest decline over 1 year

-0.43%

-34.09%

+33.66%

Max Drawdown (3Y)

Largest decline over 3 years

-0.49%

-34.09%

+33.60%

Max Drawdown (5Y)

Largest decline over 5 years

-1.76%

-34.09%

+32.33%

Max Drawdown (10Y)

Largest decline over 10 years

-34.09%

Current Drawdown

Current decline from peak

0.00%

-31.27%

+31.27%

Average Drawdown

Average peak-to-trough decline

-0.23%

-28.82%

+28.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.08%

13.86%

-13.78%

Volatility

VNLA vs. GLTR - Volatility Comparison

The current volatility for Janus Henderson Short Duration Income ETF (VNLA) is 0.15%, while abrdn Physical Precious Metals Basket Shares ETF (GLTR) has a volatility of 10.43%. This indicates that VNLA experiences smaller price fluctuations and is considered to be less risky than GLTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VNLAGLTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.15%

10.43%

-10.28%

Volatility (6M)

Calculated over the trailing 6-month period

0.46%

36.24%

-35.78%

Volatility (1Y)

Calculated over the trailing 1-year period

0.63%

38.40%

-37.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.04%

23.87%

-22.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.42%

20.64%

-19.22%

VNLA vs. GLTR - Expense Ratio Comparison

VNLA has a 0.23% expense ratio, which is lower than GLTR's 0.60% expense ratio.


Dividends

VNLA vs. GLTR - Dividend Comparison

VNLA's dividend yield for the trailing twelve months is around 4.77%, while GLTR has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
GLTR
abrdn Physical Precious Metals Basket Shares ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VNLA
Janus Henderson Short Duration Income ETF
4.77%4.84%4.97%3.95%4.35%1.67%1.21%3.13%2.43%1.79%0.08%

Frequently Asked Questions


VNLA and GLTR have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLTR has higher volatility (10.43%) compared to VNLA (0.15%). In terms of maximum drawdown, VNLA dropped -4.49% vs GLTR's -55.70%.

On 5-year performance, GLTR leads with 14.04% vs 3.83% for VNLA. On fees, VNLA is cheaper at 0.23% per year. On volatility, VNLA has been the lower-risk option at 0.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GLTR has performed better with a 14.04% return vs 3.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VNLA is cheaper with a 0.23% expense ratio, compared with 0.60% for GLTR.

VNLA has the higher dividend yield at 4.77%, compared with 0.00% for GLTR.

VNLA is categorized as Ultrashort Bond, while GLTR is Precious Metals. VNLA tracks FTSE 3-Month U.S. Treasury Bill Index, while GLTR tracks ETFS Physical Precious Metals Basket Index. They also come from different issuers: Janus Henderson and abrdn. Their fees differ too: 0.23% for VNLA and 0.60% for GLTR.

VNLA currently has the higher Sharpe Ratio (7.54 vs 1.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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