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36BD.DE vs. VUDY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

36BD.DE vs. VUDY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares USD Development Bank Bonds UCITS ETF USD Acc (36BD.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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Returns By Period

In the year-to-date period, 36BD.DE achieves a 1.33% return, which is significantly lower than VUDY.DE's 1.50% return.


36BD.DE

1D
0.05%
1M
0.81%
YTD
1.33%
6M
0.62%
1Y
2.03%
3Y*
1.18%
5Y*
1.94%
10Y*

VUDY.DE

1D
-0.04%
1M
0.77%
YTD
1.50%
6M
0.93%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

36BD.DE vs. VUDY.DE - Yearly Performance Comparison


Correlation

The correlation between 36BD.DE and VUDY.DE is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.90

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Return for Risk

36BD.DE vs. VUDY.DE — Risk / Return Rank

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

36BD.DE
36BD.DE Risk / Return Rank: 1414
Overall Rank
36BD.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
36BD.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
36BD.DE Omega Ratio Rank: 1313
Omega Ratio Rank
36BD.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
36BD.DE Martin Ratio Rank: 1515
Martin Ratio Rank

VUDY.DE
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.

36BD.DE vs. VUDY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Development Bank Bonds UCITS ETF USD Acc (36BD.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.


36BD.DEVUDY.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.06

Calmar ratioReturn relative to maximum drawdown

0.47

Martin ratioReturn relative to average drawdown

1.13

36BD.DE vs. VUDY.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


36BD.DEVUDY.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.07

+0.11

Drawdowns

36BD.DE vs. VUDY.DE - Drawdown Comparison

The maximum 36BD.DE drawdown since its inception was -11.97%, 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 36BD.DE and VUDY.DE.


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Drawdown Indicators


36BD.DEVUDY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-11.97%

-3.65%

-8.32%

Max Drawdown (1Y)

Largest decline over 1 year

-3.71%

Max Drawdown (3Y)

Largest decline over 3 years

-10.13%

Max Drawdown (5Y)

Largest decline over 5 years

-11.97%

Current Drawdown

Current decline from peak

-6.13%

-1.43%

-4.70%

Average Drawdown

Average peak-to-trough decline

-4.97%

-1.51%

-3.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.55%

Volatility

36BD.DE vs. VUDY.DE - Volatility Comparison


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Volatility by Period


36BD.DEVUDY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.74%

Volatility (6M)

Calculated over the trailing 6-month period

3.65%

Volatility (1Y)

Calculated over the trailing 1-year period

5.39%

5.20%

+0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.21%

5.20%

+2.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.16%

5.20%

+1.96%

36BD.DE vs. VUDY.DE - Expense Ratio Comparison

36BD.DE has a 0.15% 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

36BD.DE vs. VUDY.DE - Dividend Comparison

36BD.DE has not paid dividends to shareholders, while VUDY.DE's dividend yield for the trailing twelve months is around 1.63%.


Frequently Asked Questions


36BD.DE and VUDY.DE have a correlation of 0.90, 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 0.15% for 36BD.DE.

36BD.DE tracks FTSE World Broad Investment-Grade USD Multilateral Development Bank Bond Capped, while VUDY.DE tracks Bloomberg US Treasury 1-3 Year Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.15% for 36BD.DE and 0.05% for VUDY.DE.

Portfolio Optimizer

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