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VUTA.L vs. TR7G.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VUTA.L vs. TR7G.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 Invesco US Treasury Bond 3-7 Year UCITS ETF Dist (TR7G.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VUTA.L is traded in GBP, while TR7G.L is traded in GBp. To make them comparable, the TR7G.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, VUTA.L achieves a 0.03% return, which is significantly higher than TR7G.L's -0.28% return.


VUTA.L

1D
0.21%
1M
1.16%
YTD
0.03%
6M
-0.52%
1Y
4.50%
3Y*
0.21%
5Y*
0.65%
10Y*

TR7G.L

1D
0.19%
1M
0.89%
YTD
-0.28%
6M
-0.71%
1Y
4.21%
3Y*
1.00%
5Y*
1.44%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUTA.L vs. TR7G.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VUTA.L
Vanguard USD Treasury Bond UCITS ETF Accumulating
0.03%-1.12%2.50%-1.89%-1.88%-1.09%3.97%5.44%
TR7G.L
Invesco US Treasury Bond 3-7 Year UCITS ETF Dist
-0.28%-0.02%3.75%-1.47%1.43%-1.10%3.37%4.40%

Correlation

The correlation between VUTA.L and TR7G.L is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.97

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

0.97

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2019

0.96

The correlation between VUTA.L and TR7G.L has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

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Return for Risk

VUTA.L vs. TR7G.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: 2121
Overall Rank
VUTA.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
VUTA.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
VUTA.L Omega Ratio Rank: 2121
Omega Ratio Rank
VUTA.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
VUTA.L Martin Ratio Rank: 1919
Martin Ratio Rank

TR7G.L
TR7G.L Risk / Return Rank: 2020
Overall Rank
TR7G.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
TR7G.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
TR7G.L Omega Ratio Rank: 2020
Omega Ratio Rank
TR7G.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
TR7G.L Martin Ratio Rank: 1919
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. TR7G.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 Invesco US Treasury Bond 3-7 Year UCITS ETF Dist (TR7G.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.


VUTA.LTR7G.LDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.13

1.13

+0.01

Calmar ratioReturn relative to maximum drawdown

0.86

0.82

+0.04

Martin ratioReturn relative to average drawdown

2.08

2.02

+0.06

VUTA.L vs. TR7G.L - Sharpe Ratio Comparison

The current VUTA.L Sharpe Ratio is 0.75, which is comparable to the TR7G.L Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of VUTA.L and TR7G.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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Sharpe Ratios by Period


VUTA.LTR7G.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

0.71

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.17

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.14

-0.05

Drawdowns

VUTA.L vs. TR7G.L - Drawdown Comparison

The maximum VUTA.L drawdown since its inception was -23.40%, which is greater than TR7G.L's maximum drawdown of -20.51%. Use the drawdown chart below to compare losses from any high point for VUTA.L and TR7G.L.


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Drawdown Indicators


VUTA.LTR7G.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.40%

-20.51%

-2.89%

Max Drawdown (1Y)

Largest decline over 1 year

-5.21%

-5.09%

-0.12%

Max Drawdown (3Y)

Largest decline over 3 years

-8.20%

-7.34%

-0.86%

Max Drawdown (5Y)

Largest decline over 5 years

-16.17%

-15.64%

-0.53%

Current Drawdown

Current decline from peak

-18.49%

-13.27%

-5.22%

Average Drawdown

Average peak-to-trough decline

-15.38%

-12.82%

-2.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

2.08%

+0.08%

Volatility

VUTA.L vs. TR7G.L - Volatility Comparison

The current volatility for Vanguard USD Treasury Bond UCITS ETF Accumulating (VUTA.L) is 1.39%, while Invesco US Treasury Bond 3-7 Year UCITS ETF Dist (TR7G.L) has a volatility of 1.56%. This indicates that VUTA.L experiences smaller price fluctuations and is considered to be less risky than TR7G.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.LTR7G.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.39%

1.56%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

4.40%

4.33%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

5.98%

5.90%

+0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.70%

8.27%

+0.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.39%

8.90%

+0.49%

VUTA.L vs. TR7G.L - Expense Ratio Comparison

VUTA.L has a 0.05% expense ratio, which is lower than TR7G.L's 0.06% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VUTA.L vs. TR7G.L - Dividend Comparison

VUTA.L has not paid dividends to shareholders, while TR7G.L's dividend yield for the trailing twelve months is around 4.12%.


PositionTTM2025202420232022202120202019
TR7G.L
Invesco US Treasury Bond 3-7 Year UCITS ETF Dist
4.12%4.11%4.14%3.67%1.71%0.85%1.38%1.94%
VUTA.L
Vanguard USD Treasury Bond UCITS ETF Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.97, VUTA.L and TR7G.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.06% for TR7G.L.

VUTA.L tracks Bloomberg Global Aggregate US Treasury Float Adjusted Index, while TR7G.L tracks Bloomberg US 3-7 Year Treasury Bond Index. They also come from different issuers: Vanguard and Invesco. Their fees differ too: 0.05% for VUTA.L and 0.06% for TR7G.L.

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