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VXUS vs. IB01.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VXUS vs. IB01.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Stock ETF (VXUS) and iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VXUS achieves a 15.42% return, which is significantly higher than IB01.L's 1.56% return.


VXUS

1D
1.52%
1M
4.66%
YTD
15.42%
6M
16.87%
1Y
32.10%
3Y*
18.53%
5Y*
8.83%
10Y*
10.23%

IB01.L

1D
0.03%
1M
0.28%
YTD
1.56%
6M
1.77%
1Y
3.96%
3Y*
4.71%
5Y*
3.23%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VXUS vs. IB01.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VXUS
Vanguard Total International Stock ETF
15.42%32.35%5.08%15.86%-16.08%8.98%10.66%12.02%
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)
1.56%4.34%5.25%4.92%1.08%-0.85%0.88%2.06%

Correlation

The correlation between VXUS and IB01.L is -0.02, 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

-0.00

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

0.06

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2019

0.02

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Return for Risk

VXUS vs. IB01.L — Risk / Return Rank

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

VXUS
VXUS Risk / Return Rank: 6767
Overall Rank
VXUS Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 6767
Sortino Ratio Rank
VXUS Omega Ratio Rank: 7070
Omega Ratio Rank
VXUS Calmar Ratio Rank: 6363
Calmar Ratio Rank
VXUS Martin Ratio Rank: 6767
Martin Ratio Rank

IB01.L
IB01.L Risk / Return Rank: 100100
Overall Rank
IB01.L Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
IB01.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
IB01.L Omega Ratio Rank: 9999
Omega Ratio Rank
IB01.L Calmar Ratio Rank: 100100
Calmar Ratio Rank
IB01.L Martin Ratio Rank: 100100
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.

VXUS vs. IB01.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock ETF (VXUS) and iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.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.


VXUSIB01.LDifference
Sharpe ratioReturn per unit of total volatility

-9.90

Sortino ratioReturn per unit of downside risk

-34.06

Omega ratioGain probability vs. loss probability

1.37

7.99

-6.62

Calmar ratioReturn relative to maximum drawdown

2.86

114.79

-111.93

Martin ratioReturn relative to average drawdown

11.00

574.12

-563.13

VXUS vs. IB01.L - Sharpe Ratio Comparison

The current VXUS Sharpe Ratio is 2.01, which is lower than the IB01.L Sharpe Ratio of 11.91. The chart below compares the historical Sharpe Ratios of VXUS and IB01.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

VXUS vs. IB01.L - Drawdown Comparison

The maximum VXUS drawdown since its inception was -35.97%, which is greater than IB01.L's maximum drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for VXUS and IB01.L.


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Drawdown Indicators


VXUSIB01.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.97%

-1.28%

-34.69%

Max Drawdown (1Y)

Largest decline over 1 year

-11.27%

-0.03%

-11.24%

Max Drawdown (3Y)

Largest decline over 3 years

-13.58%

-0.09%

-13.49%

Max Drawdown (5Y)

Largest decline over 5 years

-29.44%

-1.15%

-28.29%

Max Drawdown (10Y)

Largest decline over 10 years

-35.97%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-8.20%

-0.24%

-7.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

0.01%

+2.92%

Volatility

VXUS vs. IB01.L - Volatility Comparison

Vanguard Total International Stock ETF (VXUS) has a higher volatility of 6.87% compared to iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) at 0.09%. This indicates that VXUS's price experiences larger fluctuations and is considered to be riskier than IB01.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VXUSIB01.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.87%

0.09%

+6.78%

Volatility (6M)

Calculated over the trailing 6-month period

14.09%

0.23%

+13.86%

Volatility (1Y)

Calculated over the trailing 1-year period

16.11%

0.33%

+15.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.23%

0.54%

+15.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.21%

0.79%

+16.42%

VXUS vs. IB01.L - Expense Ratio Comparison

VXUS has a 0.05% expense ratio, which is lower than IB01.L's 0.07% 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

VXUS vs. IB01.L - Dividend Comparison

VXUS's dividend yield for the trailing twelve months is around 2.63%, while IB01.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VXUS
Vanguard Total International Stock ETF
2.63%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%

Frequently Asked Questions


VXUS and IB01.L have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VXUS is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VXUS is cheaper with a 0.05% expense ratio, compared with 0.07% for IB01.L.

VXUS is categorized as Global Equities, while IB01.L is Government Bonds. VXUS tracks FTSE Global All Cap ex US Index, while IB01.L tracks ICE U.S. Treasury Short Bond Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.05% for VXUS and 0.07% for IB01.L.

Portfolio Optimizer

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