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VUTA.L vs. CYGB.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VUTA.L vs. CYGB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard USD Treasury Bond UCITS ETF Accumulating (VUTA.L) and iShares China CNY Bond UCITS ETF GBP Hedged (Dist) (CYGB.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, VUTA.L achieves a -0.45% return, which is significantly lower than CYGB.L's 3.55% return.


VUTA.L

1D
-0.59%
1M
-0.59%
6M
-0.64%
YTD
-0.45%
1Y
2.76%
3Y*
1.93%
5Y*
-0.27%
10Y*

CYGB.L

1D
0.10%
1M
0.74%
6M
3.19%
YTD
3.55%
1Y
3.60%
3Y*
6.74%
5Y*
5.44%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUTA.L vs. CYGB.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VUTA.L
Vanguard USD Treasury Bond UCITS ETF Accumulating
-0.45%-1.12%2.51%-1.91%-1.88%4.76%
CYGB.L
iShares China CNY Bond UCITS ETF GBP Hedged (Dist)
3.55%2.20%11.38%7.14%2.11%2.84%

Correlation

The correlation between VUTA.L and CYGB.L is -0.08, 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

-0.08

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

0.02

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

0.05

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2021

0.04

The correlation between VUTA.L and CYGB.L shifts across timeframes, from -0.08 (1 year) to 0.05 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

VUTA.L vs. CYGB.L — Risk / Return Rank

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

VUTA.L
VUTA.L Risk / Return Rank: 1616
Overall Rank
VUTA.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
VUTA.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
VUTA.L Omega Ratio Rank: 1515
Omega Ratio Rank
VUTA.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
VUTA.L Martin Ratio Rank: 1616
Martin Ratio Rank

CYGB.L
CYGB.L Risk / Return Rank: 6464
Overall Rank
CYGB.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
CYGB.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
CYGB.L Omega Ratio Rank: 5555
Omega Ratio Rank
CYGB.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
CYGB.L Martin Ratio Rank: 7979
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.

VUTA.L vs. CYGB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Treasury Bond UCITS ETF Accumulating (VUTA.L) and iShares China CNY Bond UCITS ETF GBP Hedged (Dist) (CYGB.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.


VUTA.LCYGB.LDifference
Sharpe ratioReturn per unit of total volatility

-0.87

Sortino ratioReturn per unit of downside risk

-1.26

Omega ratioGain probability vs. loss probability

1.08

1.28

-0.20

Calmar ratioReturn relative to maximum drawdown

0.53

5.18

-4.65

Martin ratioReturn relative to average drawdown

1.22

11.91

-10.70

VUTA.L vs. CYGB.L - Sharpe Ratio Comparison

The current VUTA.L Sharpe Ratio is 0.45, which is lower than the CYGB.L Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of VUTA.L and CYGB.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

VUTA.L vs. CYGB.L - Drawdown Comparison

The maximum VUTA.L drawdown since its inception was -25.05%, which is greater than CYGB.L's maximum drawdown of -1.56%. Use the drawdown chart below to compare losses from any high point for VUTA.L and CYGB.L.


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Drawdown Indicators


VUTA.LCYGB.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.05%

-1.56%

-23.49%

Max Drawdown (1Y)

Largest decline over 1 year

-5.19%

-0.69%

-4.50%

Max Drawdown (3Y)

Largest decline over 3 years

-21.06%

-1.56%

-19.50%

Max Drawdown (5Y)

Largest decline over 5 years

-21.06%

-1.56%

-19.50%

Current Drawdown

Current decline from peak

-19.48%

0.00%

-19.48%

Average Drawdown

Average peak-to-trough decline

-17.91%

-0.24%

-17.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

0.30%

+1.96%

Volatility

VUTA.L vs. CYGB.L - Volatility Comparison

Vanguard USD Treasury Bond UCITS ETF Accumulating (VUTA.L) has a higher volatility of 1.92% compared to iShares China CNY Bond UCITS ETF GBP Hedged (Dist) (CYGB.L) at 0.59%. This indicates that VUTA.L's price experiences larger fluctuations and is considered to be riskier than CYGB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VUTA.LCYGB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.92%

0.59%

+1.33%

Volatility (6M)

Calculated over the trailing 6-month period

4.50%

2.22%

+2.28%

Volatility (1Y)

Calculated over the trailing 1-year period

6.04%

2.71%

+3.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.62%

2.37%

+14.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.25%

2.33%

+14.92%

VUTA.L vs. CYGB.L - Expense Ratio Comparison

VUTA.L has a 0.05% expense ratio, which is lower than CYGB.L's 0.40% expense ratio.


Dividends

VUTA.L vs. CYGB.L - Dividend Comparison

VUTA.L has not paid dividends to shareholders, while CYGB.L's dividend yield for the trailing twelve months is around 1.70%.


PositionTTM20252024202320222021
CYGB.L
iShares China CNY Bond UCITS ETF GBP Hedged (Dist)
1.70%1.84%2.13%2.38%2.68%2.21%
VUTA.L
Vanguard USD Treasury Bond UCITS ETF Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VUTA.L and CYGB.L have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VUTA.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUTA.L is cheaper with a 0.05% expense ratio, compared with 0.40% for CYGB.L.

VUTA.L is categorized as Government Bonds, while CYGB.L is Emerging Markets Bonds. VUTA.L tracks Bloomberg Global Aggregate US Treasury Float Adjusted Index, while CYGB.L tracks Bloomberg China Treasury + Policy Bank Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.05% for VUTA.L and 0.40% for CYGB.L.

Portfolio Optimizer

Find the right allocation for VUTA.L and CYGB.L

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