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0NS.DE vs. VUDY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

0NS.DE vs. VUDY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi US Treasury Bond 0-1Y UCITS ETF SGD Hedged (Acc) (0NS.DE) and Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing (VUDY.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

0NS.DE is traded in USD, while VUDY.DE is traded in EUR. To make them comparable, the VUDY.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, 0NS.DE achieves a -0.16% return, which is significantly lower than VUDY.DE's 0.78% return.


0NS.DE

1D
-0.08%
1M
-0.62%
6M
-0.08%
YTD
-0.16%
1Y
-0.19%
3Y*
3.98%
5Y*
10Y*

VUDY.DE

1D
0.06%
1M
0.31%
6M
0.91%
YTD
0.78%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

0NS.DE vs. VUDY.DE - Yearly Performance Comparison


Correlation

The correlation between 0NS.DE and VUDY.DE is -0.08, 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 (All Time)
Calculated using the full available price history since Nov 6, 2025

-0.08

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Return for Risk

0NS.DE vs. VUDY.DE — Risk / Return Rank

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

0NS.DE
0NS.DE Risk / Return Rank: 88
Overall Rank
0NS.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
0NS.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
0NS.DE Omega Ratio Rank: 77
Omega Ratio Rank
0NS.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
0NS.DE Martin Ratio Rank: 88
Martin Ratio Rank

VUDY.DE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

0NS.DE vs. VUDY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi US Treasury Bond 0-1Y UCITS ETF SGD Hedged (Acc) (0NS.DE) and Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing (VUDY.DE). 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.


0NS.DEVUDY.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.00

Calmar ratioReturn relative to maximum drawdown

-0.08

Martin ratioReturn relative to average drawdown

-0.17

0NS.DE vs. VUDY.DE - Sharpe Ratio Comparison


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Drawdowns

0NS.DE vs. VUDY.DE - Drawdown Comparison

The maximum 0NS.DE drawdown since its inception was -30.48%, which is greater than VUDY.DE's maximum drawdown of -1.15%. Use the drawdown chart below to compare losses from any high point for 0NS.DE and VUDY.DE.


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Drawdown Indicators


0NS.DEVUDY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.48%

-1.15%

-29.33%

Max Drawdown (1Y)

Largest decline over 1 year

-2.49%

Max Drawdown (3Y)

Largest decline over 3 years

-5.98%

Current Drawdown

Current decline from peak

-14.66%

-0.32%

-14.34%

Average Drawdown

Average peak-to-trough decline

-20.75%

-0.31%

-20.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.16%

Volatility

0NS.DE vs. VUDY.DE - Volatility Comparison


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Volatility by Period


0NS.DEVUDY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

Volatility (6M)

Calculated over the trailing 6-month period

2.93%

Volatility (1Y)

Calculated over the trailing 1-year period

3.88%

3.77%

+0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.36%

3.77%

+10.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.36%

3.77%

+10.59%

0NS.DE vs. VUDY.DE - Expense Ratio Comparison

0NS.DE has a 0.08% expense ratio, which is higher than VUDY.DE's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

0NS.DE vs. VUDY.DE - Dividend Comparison

0NS.DE has not paid dividends to shareholders, while VUDY.DE's dividend yield for the trailing twelve months is around 2.18%.


Frequently Asked Questions


0NS.DE and VUDY.DE have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

VUDY.DE is cheaper with a 0.05% expense ratio, compared with 0.08% for 0NS.DE.

0NS.DE tracks Bloomberg US Short Treasury Index (SGD Hedged), while VUDY.DE tracks Bloomberg US Treasury 1-3 Year Index. They also come from different issuers: Amundi and Vanguard. Their fees differ too: 0.08% for 0NS.DE and 0.05% for VUDY.DE.

Portfolio Optimizer

Find the right allocation for 0NS.DE and VUDY.DE

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