PortfoliosLab logoPortfoliosLab logo
VNQ vs. IBTM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VNQ vs. IBTM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Real Estate ETF (VNQ) and iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IBTM.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

VNQ is traded in USD, while IBTM.L is traded in GBP. To make them comparable, the IBTM.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VNQ achieves a 12.51% return, which is significantly higher than IBTM.L's -0.89% return. Over the past 10 years, VNQ has outperformed IBTM.L with an annualized return of 5.65%, while IBTM.L has yielded a comparatively lower 0.65% annualized return.


VNQ

1D
0.92%
1M
2.73%
YTD
12.51%
6M
12.32%
1Y
12.92%
3Y*
10.14%
5Y*
2.55%
10Y*
5.65%

IBTM.L

1D
-0.43%
1M
0.17%
YTD
-0.89%
6M
-0.39%
1Y
3.30%
3Y*
2.85%
5Y*
-1.11%
10Y*
0.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VNQ vs. IBTM.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VNQ
Vanguard Real Estate ETF
12.51%3.24%4.81%11.85%-26.25%40.54%-4.61%28.91%-6.03%4.90%
IBTM.L
iShares USD Treasury Bond 7-10yr UCITS ETF (Dist)
-0.89%8.50%-0.23%2.90%-14.92%-2.66%9.27%9.73%0.47%2.43%

Correlation

The correlation between VNQ and IBTM.L is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.35

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

0.28

Correlation (10Y)
Calculated over the trailing 10-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Jul 11, 2007

0.07

Over the past year, VNQ and IBTM.L have become more correlated (0.34) than their long-term average of 0.07, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VNQ vs. IBTM.L — Risk / Return Rank

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

VNQ
VNQ Risk / Return Rank: 3232
Overall Rank
VNQ Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
VNQ Sortino Ratio Rank: 2828
Sortino Ratio Rank
VNQ Omega Ratio Rank: 2828
Omega Ratio Rank
VNQ Calmar Ratio Rank: 3535
Calmar Ratio Rank
VNQ Martin Ratio Rank: 3636
Martin Ratio Rank

IBTM.L
IBTM.L Risk / Return Rank: 2323
Overall Rank
IBTM.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
IBTM.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
IBTM.L Omega Ratio Rank: 2222
Omega Ratio Rank
IBTM.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
IBTM.L Martin Ratio Rank: 2020
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.

VNQ vs. IBTM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Real Estate ETF (VNQ) and iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IBTM.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.

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.


VNQIBTM.LDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.49

Omega ratioGain probability vs. loss probability

1.17

1.10

+0.07

Calmar ratioReturn relative to maximum drawdown

1.56

0.79

+0.77

Martin ratioReturn relative to average drawdown

4.90

2.26

+2.64

VNQ vs. IBTM.L - Sharpe Ratio Comparison

The current VNQ Sharpe Ratio is 0.96, which is higher than the IBTM.L Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of VNQ and IBTM.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.


Loading charts...

Drawdowns

VNQ vs. IBTM.L - Drawdown Comparison

The maximum VNQ drawdown since its inception was -73.07%, which is greater than IBTM.L's maximum drawdown of -53.26%. Use the drawdown chart below to compare losses from any high point for VNQ and IBTM.L.


Loading charts...

Drawdown Indicators


VNQIBTM.LDifference

Max Drawdown

Largest peak-to-trough decline

-73.07%

-53.26%

-19.81%

Max Drawdown (1Y)

Largest decline over 1 year

-8.34%

-4.18%

-4.16%

Max Drawdown (3Y)

Largest decline over 3 years

-17.46%

-7.61%

-9.85%

Max Drawdown (5Y)

Largest decline over 5 years

-34.48%

-21.13%

-13.35%

Max Drawdown (10Y)

Largest decline over 10 years

-42.40%

-23.64%

-18.76%

Current Drawdown

Current decline from peak

0.00%

-20.74%

+20.74%

Average Drawdown

Average peak-to-trough decline

-13.61%

-29.38%

+15.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

1.46%

+1.19%

Volatility

VNQ vs. IBTM.L - Volatility Comparison

Vanguard Real Estate ETF (VNQ) has a higher volatility of 4.72% compared to iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IBTM.L) at 1.97%. This indicates that VNQ's price experiences larger fluctuations and is considered to be riskier than IBTM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VNQIBTM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.72%

1.97%

+2.75%

Volatility (6M)

Calculated over the trailing 6-month period

9.77%

4.20%

+5.57%

Volatility (1Y)

Calculated over the trailing 1-year period

13.54%

5.76%

+7.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.84%

8.51%

+10.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.72%

7.83%

+12.89%

VNQ vs. IBTM.L - Expense Ratio Comparison

VNQ has a 0.13% expense ratio, which is higher than IBTM.L's 0.07% 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%.


Dividends

VNQ vs. IBTM.L - Dividend Comparison

VNQ's dividend yield for the trailing twelve months is around 3.54%, less than IBTM.L's 4.36% yield.


PositionTTM20252024202320222021202020192018201720162015
IBTM.L
iShares USD Treasury Bond 7-10yr UCITS ETF (Dist)
4.36%4.19%3.94%3.16%1.96%1.14%1.69%2.53%2.34%2.02%1.79%1.97%
VNQ
Vanguard Real Estate ETF
3.54%3.92%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%

Frequently Asked Questions


VNQ and IBTM.L have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

IBTM.L is cheaper with a 0.07% expense ratio, compared with 0.13% for VNQ.

VNQ is categorized as REIT, while IBTM.L is Government Bonds. VNQ tracks MSCI US Investable Market Real Estate 25/50 Index, while IBTM.L tracks ICE U.S. Treasury 7-10 Year Bond Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.13% for VNQ and 0.07% for IBTM.L.

Portfolio Optimizer

Find the right allocation for VNQ and IBTM.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer