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VUTY.L vs. VDTY.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VUTY.L vs. VDTY.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 Vanguard USD Treasury Bond UCITS ETF (VDTY.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VUTY.L is traded in GBP, while VDTY.L is traded in USD. To make them comparable, the VDTY.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 VDTY.L slightly higher at 2.45%. Both investments have delivered pretty close results over the past 10 years, with VUTY.L having a 0.80% annualized return and VDTY.L not far ahead at 0.83%.


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%

VDTY.L

1D
-0.03%
1M
2.94%
YTD
2.45%
6M
3.08%
1Y
7.19%
3Y*
1.73%
5Y*
0.68%
10Y*
0.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUTY.L vs. VDTY.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%
VDTY.L
Vanguard USD Treasury Bond UCITS ETF
2.45%-1.29%2.60%-1.41%-1.88%-1.48%4.51%2.99%6.76%-6.51%

Correlation

The correlation between VUTY.L and VDTY.L is 0.77, 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

0.77

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

0.81

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

0.83

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

0.84

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

0.85

The correlation between VUTY.L and VDTY.L has been stable across timeframes, ranging from 0.77 to 0.84 - a consistent structural relationship.

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Return for Risk

VUTY.L vs. VDTY.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

VDTY.L
VDTY.L Risk / Return Rank: 2828
Overall Rank
VDTY.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
VDTY.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
VDTY.L Omega Ratio Rank: 2828
Omega Ratio Rank
VDTY.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
VDTY.L Martin Ratio Rank: 2626
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. VDTY.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 Vanguard USD Treasury Bond UCITS ETF (VDTY.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.LVDTY.LDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.10

Omega ratioGain probability vs. loss probability

1.20

1.20

0.00

Calmar ratioReturn relative to maximum drawdown

1.28

1.25

+0.03

Martin ratioReturn relative to average drawdown

3.01

3.04

-0.04

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

The current VUTY.L Sharpe Ratio is 1.12, which is comparable to the VDTY.L Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of VUTY.L and VDTY.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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Drawdowns

VUTY.L vs. VDTY.L - Drawdown Comparison

The maximum VUTY.L drawdown since its inception was -22.66%, roughly equal to the maximum VDTY.L drawdown of -22.87%. Use the drawdown chart below to compare losses from any high point for VUTY.L and VDTY.L.


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Drawdown Indicators


VUTY.LVDTY.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.66%

-22.87%

+0.21%

Max Drawdown (1Y)

Largest decline over 1 year

-5.24%

-5.75%

+0.51%

Max Drawdown (3Y)

Largest decline over 3 years

-8.28%

-8.56%

+0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-16.17%

-16.81%

+0.64%

Max Drawdown (10Y)

Largest decline over 10 years

-22.66%

-22.87%

+0.21%

Current Drawdown

Current decline from peak

-15.81%

-15.88%

+0.07%

Average Drawdown

Average peak-to-trough decline

-12.65%

-12.83%

+0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

2.36%

-0.12%

Volatility

VUTY.L vs. VDTY.L - Volatility Comparison

Vanguard USD Treasury Bond UCITS ETF Distributing (VUTY.L) and Vanguard USD Treasury Bond UCITS ETF (VDTY.L) have volatilities of 1.69% and 1.71%, 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.


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Volatility by Period


VUTY.LVDTY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.69%

1.71%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

4.42%

5.19%

-0.77%

Volatility (1Y)

Calculated over the trailing 1-year period

5.99%

6.55%

-0.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.68%

8.99%

-0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.40%

9.55%

-0.15%

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

Both VUTY.L and VDTY.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. VDTY.L - Dividend Comparison

VUTY.L's dividend yield for the trailing twelve months is around 4.18%, less than VDTY.L's 4.24% yield.


PositionTTM2025202420232022202120202019201820172016
VDTY.L
Vanguard USD Treasury Bond UCITS ETF
4.24%4.29%4.07%3.40%2.09%1.21%1.54%2.34%2.33%1.57%0.99%
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%

Frequently Asked Questions


VUTY.L and VDTY.L have a correlation of 0.77, 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 VDTY.L have the same expense ratio: 0.05% per year.

Both ETFs track Bloomberg Global Aggregate US Treasury Float Adjusted Index.

Portfolio Optimizer

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

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

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