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VST vs. IBTA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VST vs. IBTA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vistra Corp. (VST) and iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (IBTA.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, VST achieves a -4.71% return, which is significantly lower than IBTA.L's 0.51% return.


VST

1D
3.72%
1M
9.91%
YTD
-4.71%
6M
-8.50%
1Y
-11.19%
3Y*
85.24%
5Y*
56.11%
10Y*

IBTA.L

1D
0.00%
1M
0.34%
YTD
0.51%
6M
0.85%
1Y
3.48%
3Y*
4.33%
5Y*
1.89%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VST vs. IBTA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VST
Vistra Corp.
-4.71%17.66%261.52%70.73%5.08%19.57%-11.87%2.46%24.95%14.50%
IBTA.L
iShares USD Treasury Bond 1-3yr UCITS ETF (Acc)
0.51%5.34%4.07%4.21%-3.75%-0.64%3.14%3.62%1.40%-0.20%

Correlation

The correlation between VST and IBTA.L is 0.10, 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

0.10

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

0.03

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

0.04

Correlation (All Time)
Calculated using the full available price history since Apr 13, 2017

0.01

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Return for Risk

VST vs. IBTA.L — Risk / Return Rank

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

VST
VST Risk / Return Rank: 3232
Overall Rank
VST Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
VST Sortino Ratio Rank: 3232
Sortino Ratio Rank
VST Omega Ratio Rank: 3131
Omega Ratio Rank
VST Calmar Ratio Rank: 3333
Calmar Ratio Rank
VST Martin Ratio Rank: 3333
Martin Ratio Rank

IBTA.L
IBTA.L Risk / Return Rank: 8787
Overall Rank
IBTA.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IBTA.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
IBTA.L Omega Ratio Rank: 9494
Omega Ratio Rank
IBTA.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
IBTA.L Martin Ratio Rank: 8989
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.

VST vs. IBTA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vistra Corp. (VST) and iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (IBTA.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.


VSTIBTA.LDifference
Sharpe ratioReturn per unit of total volatility

-2.42

Sortino ratioReturn per unit of downside risk

-3.57

Omega ratioGain probability vs. loss probability

1.00

1.63

-0.63

Calmar ratioReturn relative to maximum drawdown

-0.30

5.15

-5.45

Martin ratioReturn relative to average drawdown

-0.54

17.76

-18.30

VST vs. IBTA.L - Sharpe Ratio Comparison

The current VST Sharpe Ratio is -0.23, which is lower than the IBTA.L Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of VST and IBTA.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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Drawdowns

VST vs. IBTA.L - Drawdown Comparison

The maximum VST drawdown since its inception was -53.32%, which is greater than IBTA.L's maximum drawdown of -5.80%. Use the drawdown chart below to compare losses from any high point for VST and IBTA.L.


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Drawdown Indicators


VSTIBTA.LDifference

Max Drawdown

Largest peak-to-trough decline

-53.32%

-5.80%

-47.52%

Max Drawdown (1Y)

Largest decline over 1 year

-38.01%

-0.67%

-37.34%

Max Drawdown (3Y)

Largest decline over 3 years

-48.80%

-0.89%

-47.91%

Max Drawdown (5Y)

Largest decline over 5 years

-48.80%

-5.70%

-43.10%

Current Drawdown

Current decline from peak

-29.36%

0.00%

-29.36%

Average Drawdown

Average peak-to-trough decline

-13.73%

-0.96%

-12.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.82%

0.20%

+20.62%

Volatility

VST vs. IBTA.L - Volatility Comparison

Vistra Corp. (VST) has a higher volatility of 15.50% compared to iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (IBTA.L) at 0.52%. This indicates that VST's price experiences larger fluctuations and is considered to be riskier than IBTA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VSTIBTA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.50%

0.52%

+14.98%

Volatility (6M)

Calculated over the trailing 6-month period

37.72%

1.13%

+36.59%

Volatility (1Y)

Calculated over the trailing 1-year period

48.81%

1.58%

+47.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.01%

2.17%

+45.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.23%

1.93%

+40.30%

Dividends

VST vs. IBTA.L - Dividend Comparison

VST's dividend yield for the trailing twelve months is around 0.59%, while IBTA.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
IBTA.L
iShares USD Treasury Bond 1-3yr UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VST
Vistra Corp.
0.59%0.56%0.63%2.13%3.12%2.64%2.75%2.17%0.00%0.00%14.97%

Frequently Asked Questions


VST and IBTA.L have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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