2B7S.DE vs. VUDP.F

Last updated Jun 5, 2026

2B7S.DE (iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc) and VUDP.F (Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing) are both Government Bonds funds - 2B7S.DE tracks the ICE US Treasury 1-3 Year (EUR Hedged) Index while VUDP.F tracks the Bloomberg U.S. Treasury 1-3 Year Index Hedged in EUR. Both are passively managed. A 0.76 correlation means they provide meaningful diversification when combined. Both charge a 0.10% expense ratio.

Performance

2B7S.DE vs. VUDP.F - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc (2B7S.DE) and Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing (VUDP.F). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, 2B7S.DE achieves a -0.08% return, which is significantly higher than VUDP.F's -1.75% return.

2B7S.DE

• 1D: 0.09%
• 1M: -0.09%
• YTD: -0.08%
• 6M: 0.08%
• 1Y: 1.31%
• 3Y*: 2.30%
• 5Y*: -0.00%
• 10Y*: —

VUDP.F

• 1D: 0.10%
• 1M: -0.50%
• YTD: -1.75%
• 6M: -1.80%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

2B7S.DE vs. VUDP.F - Yearly Performance Comparison

	2026 (YTD)	2025
2B7S.DE iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc	-0.08%	0.24%
VUDP.F Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing	-1.75%	1.21%

Correlation

The correlation between 2B7S.DE and VUDP.F is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 7, 2025	0.76

Return for Risk

2B7S.DE vs. VUDP.F — Risk / Return Rank

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

2B7S.DE

2B7S.DE Risk / Return Rank: 29
2B7S.DE Sharpe Ratio Rank: 29
2B7S.DE Sortino Ratio Rank: 28
2B7S.DE Omega Ratio Rank: 27
2B7S.DE Calmar Ratio Rank: 31
2B7S.DE Martin Ratio Rank: 29

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.

2B7S.DE vs. VUDP.F - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc (2B7S.DE) and Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing (VUDP.F). 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.

	2B7S.DE	VUDP.F	Difference
Sharpe ratio: Return per unit of total volatility	1.00	—	—
Sortino ratio: Return per unit of downside risk	1.50	—	—
Omega ratio: Gain probability vs. loss probability	1.18	—	—
Calmar ratio: Return relative to maximum drawdown	1.51	—	—
Martin ratio: Return relative to average drawdown	4.17	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	2B7S.DE	VUDP.F	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.00	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.00	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.00	-0.43	+0.43

Drawdowns

2B7S.DE vs. VUDP.F - Drawdown Comparison

The maximum 2B7S.DE drawdown since its inception was -7.76%, which is greater than VUDP.F's maximum drawdown of -2.16%. Use the drawdown chart below to compare losses from any high point for 2B7S.DE and VUDP.F.

Drawdown Indicators

	2B7S.DE	VUDP.F	Difference
Max Drawdown Largest peak-to-trough decline	-7.76%	-2.16%	-5.60%
Max Drawdown (1Y) Largest decline over 1 year	-0.85%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-1.14%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-7.72%	—	—
Current Drawdown Current decline from peak	-0.58%	-1.97%	+1.39%
Average Drawdown Average peak-to-trough decline	-3.30%	-0.82%	-2.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.31%	—	—

Volatility

Volatility by Period

	2B7S.DE	VUDP.F	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.47%	—	—
Volatility (6M) Calculated over the trailing 6-month period	0.92%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	1.29%	2.34%	-1.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.99%	2.34%	-0.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1.96%	2.34%	-0.38%

2B7S.DE vs. VUDP.F - Expense Ratio Comparison

Both 2B7S.DE and VUDP.F have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

2B7S.DE vs. VUDP.F - Dividend Comparison

Neither 2B7S.DE nor VUDP.F has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both 2B7S.DE and VUDP.F in my portfolio?

2B7S.DE and VUDP.F have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, 2B7S.DE or VUDP.F?

Both ETFs have the same 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, 2B7S.DE or VUDP.F?

2B7S.DE and VUDP.F have the same expense ratio: 0.10% per year.

What is the main difference between 2B7S.DE and VUDP.F?

2B7S.DE tracks ICE US Treasury 1-3 Year (EUR Hedged) Index, while VUDP.F tracks Bloomberg U.S. Treasury 1-3 Year Index Hedged in EUR. They also come from different issuers: iShares and Vanguard.