VUAA.DE vs. IB01.L
VUAA.DE (Vanguard S&P 500 UCITS USD Acc ETF) and IB01.L (iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)) are both exchange-traded funds - VUAA.DE is a S&P 500 fund tracking the S&P 500 Index, while IB01.L is a Government Bonds fund tracking the ICE U.S. Treasury Short Bond Index. Both are passively managed. Over the past 5 years, VUAA.DE returned 14.30%/yr vs 4.17%/yr for IB01.L. At a 0.14 correlation, their price movements are largely independent. Both charge a 0.07% expense ratio.
Performance
VUAA.DE vs. IB01.L - Performance Comparison
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Different Trading Currencies
VUAA.DE is traded in EUR, while IB01.L is traded in USD. To make them comparable, the IB01.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, VUAA.DE achieves a 9.96% return, which is significantly higher than IB01.L's 3.09% return.
VUAA.DE
- 1D
- 1.54%
- 1M
- 0.58%
- YTD
- 9.96%
- 6M
- 10.78%
- 1Y
- 24.90%
- 3Y*
- 18.05%
- 5Y*
- 14.30%
- 10Y*
- —
IB01.L
- 1D
- 0.08%
- 1M
- 0.76%
- YTD
- 3.09%
- 6M
- 3.26%
- 1Y
- 3.77%
- 3Y*
- 2.31%
- 5Y*
- 4.17%
- 10Y*
- —
VUAA.DE vs. IB01.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VUAA.DE Vanguard S&P 500 UCITS USD Acc ETF | 9.96% | 4.69% | 32.69% | 22.51% | -14.29% | 40.75% | 5.89% |
IB01.L iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) | 3.09% | -8.05% | 12.19% | 1.78% | 7.34% | 6.56% | -8.79% |
Correlation
The correlation between VUAA.DE and IB01.L is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Feb 4, 2020 | 0.14 |
The correlation between VUAA.DE and IB01.L shifts across timeframes, from 0.14 (all time) to 0.27 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
VUAA.DE vs. IB01.L — Risk / Return Rank
VUAA.DE
IB01.L
VUAA.DE vs. IB01.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) and iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.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.
| VUAA.DE | IB01.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.42 | ||
| Sortino ratioReturn per unit of downside risk | +1.85 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.12 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 3.48 | 1.08 | +2.41 |
| Martin ratioReturn relative to average drawdown | 12.44 | 2.61 | +9.83 |
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Drawdowns
VUAA.DE vs. IB01.L - Drawdown Comparison
The maximum VUAA.DE drawdown since its inception was -33.67%, which is greater than IB01.L's maximum drawdown of -13.53%. Use the drawdown chart below to compare losses from any high point for VUAA.DE and IB01.L.
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Drawdown Indicators
| VUAA.DE | IB01.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.67% | -13.53% | -20.14% |
Max Drawdown (1Y)Largest decline over 1 year | -7.00% | -3.83% | -3.17% |
Max Drawdown (3Y)Largest decline over 3 years | -23.33% | -11.53% | -11.80% |
Max Drawdown (5Y)Largest decline over 5 years | -23.33% | -11.76% | -11.57% |
Current DrawdownCurrent decline from peak | -1.74% | -6.34% | +4.60% |
Average DrawdownAverage peak-to-trough decline | -4.88% | -5.99% | +1.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 1.58% | +0.38% |
Volatility
VUAA.DE vs. IB01.L - Volatility Comparison
Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) has a higher volatility of 3.07% compared to iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) at 1.30%. This indicates that VUAA.DE's price experiences larger fluctuations and is considered to be riskier than IB01.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VUAA.DE | IB01.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.07% | 1.30% | +1.77% |
Volatility (6M)Calculated over the trailing 6-month period | 7.81% | 4.31% | +3.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.73% | 6.21% | +5.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.14% | 7.59% | +7.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.61% | 7.37% | +10.24% |
VUAA.DE vs. IB01.L - Expense Ratio Comparison
Both VUAA.DE and IB01.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
VUAA.DE vs. IB01.L - Dividend Comparison
Neither VUAA.DE nor IB01.L has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
IB01.L iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUAA.DE Vanguard S&P 500 UCITS USD Acc ETF | 0.00% | 0.00% | 0.27% | 0.00% | 0.00% | 0.00% | 1.09% |
Frequently Asked Questions
VUAA.DE and IB01.L have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
VUAA.DE and IB01.L have the same expense ratio: 0.07% per year.
VUAA.DE is categorized as S&P 500, while IB01.L is Government Bonds. VUAA.DE tracks S&P 500 Index, while IB01.L tracks ICE U.S. Treasury Short Bond Index. They also come from different issuers: Vanguard and iShares.
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