VUTY.L vs. USTY.L
Compare and contrast key facts about Vanguard USD Treasury Bond UCITS ETF Distributing (VUTY.L) and SPDR Bloomberg US Treasury Bond UCITS ETF (USTY.L).
VUTY.L and USTY.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VUTY.L is a passively managed fund by Vanguard that tracks the performance of the Bloomberg US Government TR USD. It was launched on Feb 24, 2016. USTY.L is a passively managed fund by State Street that tracks the performance of the Bloomberg US Government TR USD. It was launched on Jun 3, 2011. Both VUTY.L and USTY.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VUTY.L or USTY.L.
Key characteristics
| VUTY.L | USTY.L | |
|---|---|---|
| YTD Return | -3.13% | -0.98% |
| 1Y Return | -2.44% | -0.42% |
| 3Y Return (Ann) | -2.01% | -1.48% |
| 5Y Return (Ann) | -0.85% | -0.56% |
| Sharpe Ratio | -0.26 | 0.05 |
| Sortino Ratio | -0.34 | 0.12 |
| Omega Ratio | 0.96 | 1.01 |
| Calmar Ratio | -0.08 | 0.01 |
| Martin Ratio | -0.61 | 0.16 |
| Ulcer Index | 2.80% | 1.98% |
| Daily Std Dev | 6.57% | 6.52% |
| Max Drawdown | -21.34% | -23.03% |
| Current Drawdown | -19.74% | -19.75% |
Correlation
The correlation between VUTY.L and USTY.L is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
VUTY.L vs. USTY.L - Performance Comparison
In the year-to-date period, VUTY.L achieves a -3.13% return, which is significantly lower than USTY.L's -0.98% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VUTY.L vs. USTY.L - Expense Ratio Comparison
VUTY.L has a 0.07% expense ratio, which is lower than USTY.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%.
Risk-Adjusted Performance
VUTY.L vs. USTY.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Treasury Bond UCITS ETF Distributing (VUTY.L) and SPDR Bloomberg US Treasury Bond UCITS ETF (USTY.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.
Dividends
VUTY.L vs. USTY.L - Dividend Comparison
VUTY.L's dividend yield for the trailing twelve months is around 1.35%, less than USTY.L's 1.84% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
VUTY.L Vanguard USD Treasury Bond UCITS ETF Distributing | 1.35% | 4.34% | 2.52% | 1.64% | 2.10% | 3.09% | 2.97% | 2.13% | 1.22% |
USTY.L SPDR Bloomberg US Treasury Bond UCITS ETF | 1.84% | 2.81% | 1.56% | 1.31% | 2.49% | 2.78% | 1.22% | 0.00% | 0.00% |
Drawdowns
VUTY.L vs. USTY.L - Drawdown Comparison
The maximum VUTY.L drawdown since its inception was -21.34%, smaller than the maximum USTY.L drawdown of -23.03%. Use the drawdown chart below to compare losses from any high point for VUTY.L and USTY.L. For additional features, visit the drawdowns tool.
Volatility
VUTY.L vs. USTY.L - Volatility Comparison
Vanguard USD Treasury Bond UCITS ETF Distributing (VUTY.L) and SPDR Bloomberg US Treasury Bond UCITS ETF (USTY.L) have volatilities of 1.81% and 1.84%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.