VUTY.L vs. TI5G.L
VUTY.L (Vanguard USD Treasury Bond UCITS ETF Distributing) and TI5G.L (iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist)) are both exchange-traded funds - VUTY.L is a Government Bonds fund tracking the Bloomberg Global Aggregate US Treasury Float Adjusted Index, while TI5G.L is a Inflation-Protected Bonds fund tracking the ICE U.S. Treasury Inflation Linked Bond Index 0-5. Both are passively managed. Over the past 5 years, VUTY.L returned 0.61%/yr vs 2.89%/yr for TI5G.L. At a 0.04 correlation, their price movements are largely independent. VUTY.L charges 0.05%/yr vs 0.12%/yr for TI5G.L.
Performance
VUTY.L vs. TI5G.L - Performance Comparison
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Returns By Period
In the year-to-date period, VUTY.L achieves a -0.16% return, which is significantly lower than TI5G.L's 2.07% return.
VUTY.L
- 1D
- 0.07%
- 1M
- 0.78%
- YTD
- -0.16%
- 6M
- -0.78%
- 1Y
- 4.55%
- 3Y*
- 0.23%
- 5Y*
- 0.61%
- 10Y*
- 1.68%
TI5G.L
- 1D
- 0.04%
- 1M
- 0.24%
- YTD
- 2.07%
- 6M
- 1.94%
- 1Y
- 4.31%
- 3Y*
- 4.91%
- 5Y*
- 2.89%
- 10Y*
- —
VUTY.L vs. TI5G.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VUTY.L Vanguard USD Treasury Bond UCITS ETF Distributing | -0.16% | -1.13% | 2.55% | -1.94% | -1.87% | -1.11% | 3.99% | 3.70% | 11.18% |
TI5G.L iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) | 2.07% | 5.70% | 4.60% | 3.62% | -3.69% | 5.28% | 4.05% | 3.05% | -0.77% |
Correlation
The correlation between VUTY.L and TI5G.L is 0.01, 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 | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Mar 9, 2018 | 0.04 |
The correlation between VUTY.L and TI5G.L shifts across timeframes, from 0.01 (1 year) to 0.16 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
VUTY.L vs. TI5G.L — Risk / Return Rank
VUTY.L
TI5G.L
VUTY.L vs. TI5G.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Treasury Bond UCITS ETF Distributing (VUTY.L) and iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.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.
| VUTY.L | TI5G.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.95 | ||
| Sortino ratioReturn per unit of downside risk | -1.41 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.31 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.83 | 5.26 | -4.43 |
| Martin ratioReturn relative to average drawdown | 1.98 | 17.49 | -15.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VUTY.L | TI5G.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 1.68 | -0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 0.94 | -0.87 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.17 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.89 | -0.76 |
Drawdowns
VUTY.L vs. TI5G.L - Drawdown Comparison
The maximum VUTY.L drawdown since its inception was -22.63%, which is greater than TI5G.L's maximum drawdown of -5.63%. Use the drawdown chart below to compare losses from any high point for VUTY.L and TI5G.L.
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Drawdown Indicators
| VUTY.L | TI5G.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.63% | -5.63% | -17.00% |
Max Drawdown (1Y)Largest decline over 1 year | -5.25% | -0.83% | -4.42% |
Max Drawdown (3Y)Largest decline over 3 years | -8.27% | -1.55% | -6.72% |
Max Drawdown (5Y)Largest decline over 5 years | -16.17% | -5.63% | -10.54% |
Max Drawdown (10Y)Largest decline over 10 years | -22.63% | — | — |
Current DrawdownCurrent decline from peak | -17.85% | -0.08% | -17.77% |
Average DrawdownAverage peak-to-trough decline | -12.63% | -1.02% | -11.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 0.25% | +1.95% |
Volatility
VUTY.L vs. TI5G.L - Volatility Comparison
Vanguard USD Treasury Bond UCITS ETF Distributing (VUTY.L) has a higher volatility of 1.43% compared to iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L) at 0.58%. This indicates that VUTY.L's price experiences larger fluctuations and is considered to be riskier than TI5G.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VUTY.L | TI5G.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.43% | 0.58% | +0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 4.36% | 1.69% | +2.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.96% | 2.60% | +3.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.71% | 3.08% | +5.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.00% | 3.23% | +6.77% |
VUTY.L vs. TI5G.L - Expense Ratio Comparison
VUTY.L has a 0.05% expense ratio, which is lower than TI5G.L's 0.12% 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
VUTY.L vs. TI5G.L - Dividend Comparison
VUTY.L's dividend yield for the trailing twelve months is around 4.27%, less than TI5G.L's 5.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
TI5G.L iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) | 5.85% | 5.98% | 6.83% | 5.19% | 0.32% | 0.34% | 3.06% | 3.28% | 2.36% | 0.00% | 0.00% |
VUTY.L Vanguard USD Treasury Bond UCITS ETF Distributing | 4.27% | 4.40% | 4.00% | 3.47% | 2.06% | 1.19% | 1.64% | 2.42% | 2.24% | 1.64% | 0.92% |
Frequently Asked Questions
VUTY.L and TI5G.L have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VUTY.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUTY.L is cheaper with a 0.05% expense ratio, compared with 0.12% for TI5G.L.
VUTY.L is categorized as Government Bonds, while TI5G.L is Inflation-Protected Bonds. VUTY.L tracks Bloomberg Global Aggregate US Treasury Float Adjusted Index, while TI5G.L tracks ICE U.S. Treasury Inflation Linked Bond Index 0-5. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.05% for VUTY.L and 0.12% for TI5G.L.
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