BBTR.DE vs. VUDP.F
BBTR.DE (JPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc)) and VUDP.F (Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing) are both Government Bonds funds - BBTR.DE tracks the J.P. Morgan Government Bond US Index while VUDP.F tracks the Bloomberg U.S. Treasury 1-3 Year Index Hedged in EUR. Both are passively managed. At a 0.03 correlation, their price movements are largely independent. BBTR.DE charges 0.07%/yr vs 0.10%/yr for VUDP.F.
Performance
BBTR.DE vs. VUDP.F - Performance Comparison
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Returns By Period
In the year-to-date period, BBTR.DE achieves a 1.03% return, which is significantly higher than VUDP.F's -1.75% return.
BBTR.DE
- 1D
- 0.12%
- 1M
- 0.84%
- YTD
- 1.03%
- 6M
- 0.24%
- 1Y
- 1.98%
- 3Y*
- -0.04%
- 5Y*
- 0.35%
- 10Y*
- —
VUDP.F
- 1D
- 0.10%
- 1M
- -0.50%
- YTD
- -1.75%
- 6M
- -1.80%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BBTR.DE vs. VUDP.F - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BBTR.DE JPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc) | 1.03% | -1.75% |
VUDP.F Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing | -1.75% | 1.21% |
Correlation
The correlation between BBTR.DE and VUDP.F is 0.03, 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 7, 2025 | 0.03 |
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Return for Risk
BBTR.DE vs. VUDP.F — Risk / Return Rank
BBTR.DE
VUDP.F
BBTR.DE vs. VUDP.F - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders US Treasury Bond UCITS ETF USD (Acc) (BBTR.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.
| BBTR.DE | VUDP.F | Difference | |
|---|---|---|---|
| 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 | 0.41 | — | — |
| Martin ratioReturn relative to average drawdown | 1.02 | — | — |
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
| BBTR.DE | VUDP.F | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.30 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | -0.43 | +0.48 |
Drawdowns
BBTR.DE vs. VUDP.F - Drawdown Comparison
The maximum BBTR.DE drawdown since its inception was -17.63%, 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 BBTR.DE and VUDP.F.
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Drawdown Indicators
| BBTR.DE | VUDP.F | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.63% | -2.16% | -15.47% |
Max Drawdown (1Y)Largest decline over 1 year | -4.05% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -11.14% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -13.20% | — | — |
Current DrawdownCurrent decline from peak | -13.35% | -1.97% | -11.38% |
Average DrawdownAverage peak-to-trough decline | -10.31% | -0.82% | -9.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | — | — |
Volatility
BBTR.DE vs. VUDP.F - Volatility Comparison
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Volatility by Period
| BBTR.DE | VUDP.F | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.94% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 3.82% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 5.52% | 2.34% | +3.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.19% | 2.34% | +5.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.07% | 2.34% | +5.73% |
BBTR.DE vs. VUDP.F - Expense Ratio Comparison
BBTR.DE has a 0.07% expense ratio, which is lower than VUDP.F's 0.10% 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
BBTR.DE vs. VUDP.F - Dividend Comparison
Neither BBTR.DE nor VUDP.F has paid dividends to shareholders.
Frequently Asked Questions
BBTR.DE and VUDP.F have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BBTR.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BBTR.DE is cheaper with a 0.07% expense ratio, compared with 0.10% for VUDP.F.
BBTR.DE tracks J.P. Morgan Government Bond US Index, while VUDP.F tracks Bloomberg U.S. Treasury 1-3 Year Index Hedged in EUR. They also come from different issuers: JPMorgan and Vanguard. Their fees differ too: 0.07% for BBTR.DE and 0.10% for VUDP.F.
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