2B7S.DE vs. VUDY.DE
2B7S.DE (iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc) and VUDY.DE (Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing) are both Government Bonds funds - 2B7S.DE tracks the ICE US Treasury 1-3 Year (EUR Hedged) Index while VUDY.DE tracks the Bloomberg US Treasury 1-3 Year Index. Both are passively managed. At a correlation of -0.18, they often move in opposite directions. 2B7S.DE charges 0.10%/yr vs 0.05%/yr for VUDY.DE.
Performance
2B7S.DE vs. VUDY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 2B7S.DE achieves a -0.08% return, which is significantly lower than VUDY.DE's 1.50% 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*
- —
VUDY.DE
- 1D
- -0.04%
- 1M
- 0.77%
- YTD
- 1.50%
- 6M
- 0.93%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
2B7S.DE vs. VUDY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
2B7S.DE iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc | -0.08% | 0.24% |
VUDY.DE Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing | 1.50% | -1.28% |
Correlation
The correlation between 2B7S.DE and VUDY.DE is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 7, 2025 | -0.18 |
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Return for Risk
2B7S.DE vs. VUDY.DE — Risk / Return Rank
2B7S.DE
VUDY.DE
2B7S.DE vs. VUDY.DE - 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 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.
| 2B7S.DE | VUDY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.18 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.51 | — | — |
| Martin ratioReturn 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. | |||
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Sharpe Ratios by Period
| 2B7S.DE | VUDY.DE | 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 | 0.07 | -0.07 |
Drawdowns
2B7S.DE vs. VUDY.DE - Drawdown Comparison
The maximum 2B7S.DE drawdown since its inception was -7.76%, which is greater than VUDY.DE's maximum drawdown of -3.65%. Use the drawdown chart below to compare losses from any high point for 2B7S.DE and VUDY.DE.
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Drawdown Indicators
| 2B7S.DE | VUDY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.76% | -3.65% | -4.11% |
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 DrawdownCurrent decline from peak | -0.58% | -1.43% | +0.85% |
Average DrawdownAverage peak-to-trough decline | -3.30% | -1.51% | -1.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.31% | — | — |
Volatility
2B7S.DE vs. VUDY.DE - Volatility Comparison
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Volatility by Period
| 2B7S.DE | VUDY.DE | 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% | 5.20% | -3.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.99% | 5.20% | -3.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.96% | 5.20% | -3.24% |
2B7S.DE vs. VUDY.DE - Expense Ratio Comparison
2B7S.DE has a 0.10% 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
2B7S.DE vs. VUDY.DE - Dividend Comparison
2B7S.DE has not paid dividends to shareholders, while VUDY.DE's dividend yield for the trailing twelve months is around 1.63%.
| Position | TTM | 2025 |
|---|---|---|
2B7S.DE iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc | 0.00% | 0.00% |
VUDY.DE Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing | 1.63% | 0.37% |
Frequently Asked Questions
2B7S.DE and VUDY.DE have a correlation of -0.18, 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 0.10% for 2B7S.DE.
2B7S.DE tracks ICE US Treasury 1-3 Year (EUR Hedged) Index, while VUDY.DE tracks Bloomberg US Treasury 1-3 Year Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.10% for 2B7S.DE and 0.05% for VUDY.DE.
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