PortfoliosLab logoPortfoliosLab logo
VUTY.L vs. UB74.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VUTY.L vs. UB74.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard USD Treasury Bond UCITS ETF Distributing (VUTY.L) and UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis (UB74.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

VUTY.L is traded in GBP, while UB74.L is traded in GBp. To make them comparable, the UB74.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with VUTY.L having a 2.35% return and UB74.L slightly higher at 2.45%. Over the past 10 years, VUTY.L has underperformed UB74.L with an annualized return of 0.80%, while UB74.L has yielded a comparatively higher 1.62% annualized return.


VUTY.L

1D
-0.25%
1M
2.73%
YTD
2.35%
6M
2.99%
1Y
6.74%
3Y*
1.72%
5Y*
0.70%
10Y*
0.80%

UB74.L

1D
-0.27%
1M
2.02%
YTD
2.45%
6M
3.07%
1Y
6.30%
3Y*
2.90%
5Y*
2.88%
10Y*
1.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUTY.L vs. UB74.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VUTY.L
Vanguard USD Treasury Bond UCITS ETF Distributing
2.35%-1.14%2.53%-1.95%-1.84%-1.13%4.01%3.66%6.64%-6.80%
UB74.L
UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis
2.45%-2.06%5.76%-1.66%7.62%0.57%-0.46%0.26%7.13%-8.67%

Correlation

The correlation between VUTY.L and UB74.L is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.89

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

0.84

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

0.86

Correlation (10Y)
Calculated over the trailing 10-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2016

0.90

The correlation between VUTY.L and UB74.L has been stable across timeframes, ranging from 0.84 to 0.90 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VUTY.L vs. UB74.L — Risk / Return Rank

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

VUTY.L
VUTY.L Risk / Return Rank: 3131
Overall Rank
VUTY.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
VUTY.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
VUTY.L Omega Ratio Rank: 3131
Omega Ratio Rank
VUTY.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
VUTY.L Martin Ratio Rank: 2525
Martin Ratio Rank

UB74.L
UB74.L Risk / Return Rank: 2929
Overall Rank
UB74.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
UB74.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
UB74.L Omega Ratio Rank: 2626
Omega Ratio Rank
UB74.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
UB74.L Martin Ratio Rank: 2727
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.

VUTY.L vs. UB74.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 UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis (UB74.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.


VUTY.LUB74.LDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.20

1.18

+0.02

Calmar ratioReturn relative to maximum drawdown

1.28

1.36

-0.08

Martin ratioReturn relative to average drawdown

3.01

3.46

-0.46

VUTY.L vs. UB74.L - Sharpe Ratio Comparison

The current VUTY.L Sharpe Ratio is 1.12, which is comparable to the UB74.L Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of VUTY.L and UB74.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.


Loading charts...

Drawdowns

VUTY.L vs. UB74.L - Drawdown Comparison

The maximum VUTY.L drawdown since its inception was -22.66%, smaller than the maximum UB74.L drawdown of -41.53%. Use the drawdown chart below to compare losses from any high point for VUTY.L and UB74.L.


Loading charts...

Drawdown Indicators


VUTY.LUB74.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.66%

-41.53%

+18.87%

Max Drawdown (1Y)

Largest decline over 1 year

-5.24%

-4.61%

-0.63%

Max Drawdown (3Y)

Largest decline over 3 years

-8.28%

-8.93%

+0.65%

Max Drawdown (5Y)

Largest decline over 5 years

-16.17%

-16.34%

+0.17%

Max Drawdown (10Y)

Largest decline over 10 years

-22.66%

-18.81%

-3.85%

Current Drawdown

Current decline from peak

-15.81%

-9.00%

-6.81%

Average Drawdown

Average peak-to-trough decline

-12.65%

-21.38%

+8.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

1.81%

+0.43%

Volatility

VUTY.L vs. UB74.L - Volatility Comparison

Vanguard USD Treasury Bond UCITS ETF Distributing (VUTY.L) has a higher volatility of 1.69% compared to UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis (UB74.L) at 1.57%. This indicates that VUTY.L's price experiences larger fluctuations and is considered to be riskier than UB74.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VUTY.LUB74.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.69%

1.57%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

4.42%

4.50%

-0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

5.99%

6.16%

-0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.68%

8.07%

+0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.40%

8.76%

+0.64%

VUTY.L vs. UB74.L - Expense Ratio Comparison

Both VUTY.L and UB74.L have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

VUTY.L vs. UB74.L - Dividend Comparison

VUTY.L's dividend yield for the trailing twelve months is around 4.18%, more than UB74.L's 3.63% yield.


PositionTTM20252024202320222021202020192018201720162015
UB74.L
UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis
3.63%4.94%3.67%2.22%0.41%0.36%1.68%2.28%1.10%0.65%0.62%0.41%
VUTY.L
Vanguard USD Treasury Bond UCITS ETF Distributing
4.18%4.40%4.00%3.47%2.06%1.19%1.64%2.42%2.24%1.64%0.92%0.00%

Frequently Asked Questions


VUTY.L and UB74.L have a correlation of 0.89, 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 0.05% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

VUTY.L and UB74.L have the same expense ratio: 0.05% per year.

VUTY.L tracks Bloomberg Global Aggregate US Treasury Float Adjusted Index, while UB74.L tracks Bloomberg US 1-3 Year Treasury Bond Index. They also come from different issuers: Vanguard and UBS.

Portfolio Optimizer

Find the right allocation for VUTY.L and UB74.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer