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

Performance

VUTA.L vs. USFR.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 WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD (USFR.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 USFR.L is traded in USD. To make them comparable, the USFR.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 lower than USFR.L's 2.01% 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*

USFR.L

1D
0.01%
1M
1.25%
YTD
2.01%
6M
1.19%
1Y
4.97%
3Y*
2.06%
5Y*
4.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUTA.L vs. USFR.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%5.07%
USFR.L
WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD
2.01%-3.29%7.25%-0.31%14.18%0.79%-2.38%1.04%

Correlation

The correlation between VUTA.L and USFR.L is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.66

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

0.60

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

0.61

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2019

0.64

The correlation between VUTA.L and USFR.L has been stable across timeframes, ranging from 0.60 to 0.66 - a consistent structural relationship.

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Return for Risk

VUTA.L vs. USFR.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

USFR.L
USFR.L Risk / Return Rank: 9797
Overall Rank
USFR.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
USFR.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
USFR.L Omega Ratio Rank: 9797
Omega Ratio Rank
USFR.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
USFR.L Martin Ratio Rank: 9898
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. USFR.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 WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD (USFR.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.LUSFR.LDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.13

1.13

0.00

Calmar ratioReturn relative to maximum drawdown

0.86

0.97

-0.11

Martin ratioReturn relative to average drawdown

2.08

2.60

-0.52

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

The current VUTA.L Sharpe Ratio is 0.75, which is comparable to the USFR.L Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of VUTA.L and USFR.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.LUSFR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

0.75

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.55

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.29

-0.20

Drawdowns

VUTA.L vs. USFR.L - Drawdown Comparison

The maximum VUTA.L drawdown since its inception was -23.40%, which is greater than USFR.L's maximum drawdown of -18.16%. Use the drawdown chart below to compare losses from any high point for VUTA.L and USFR.L.


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Drawdown Indicators


VUTA.LUSFR.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.40%

-18.16%

-5.24%

Max Drawdown (1Y)

Largest decline over 1 year

-5.21%

-5.09%

-0.12%

Max Drawdown (3Y)

Largest decline over 3 years

-8.20%

-9.80%

+1.60%

Max Drawdown (5Y)

Largest decline over 5 years

-16.17%

-15.70%

-0.47%

Current Drawdown

Current decline from peak

-18.49%

-5.90%

-12.59%

Average Drawdown

Average peak-to-trough decline

-15.38%

-8.93%

-6.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

1.91%

+0.25%

Volatility

VUTA.L vs. USFR.L - Volatility Comparison

The current volatility for Vanguard USD Treasury Bond UCITS ETF Accumulating (VUTA.L) is 1.39%, while WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD (USFR.L) has a volatility of 1.89%. This indicates that VUTA.L experiences smaller price fluctuations and is considered to be less risky than USFR.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.LUSFR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.39%

1.89%

-0.50%

Volatility (6M)

Calculated over the trailing 6-month period

4.40%

5.05%

-0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

5.98%

6.63%

-0.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.70%

8.60%

+0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.39%

8.90%

+0.49%

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

VUTA.L has a 0.05% expense ratio, which is lower than USFR.L's 0.15% 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. USFR.L - Dividend Comparison

VUTA.L has not paid dividends to shareholders, while USFR.L's dividend yield for the trailing twelve months is around 3.99%.


PositionTTM2025202420232022202120202019
USFR.L
WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD
3.99%4.32%5.24%4.58%0.78%0.00%0.57%1.09%
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


VUTA.L and USFR.L have a correlation of 0.66, 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 0.15% for USFR.L.

VUTA.L tracks Bloomberg Global Aggregate US Treasury Float Adjusted Index, while USFR.L tracks Bloomberg US Treasury Floating Rate Bond Index. They also come from different issuers: Vanguard and WisdomTree. Their fees differ too: 0.05% for VUTA.L and 0.15% for USFR.L.

Portfolio Optimizer

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