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D5BE.DE vs. VUDY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

D5BE.DE vs. VUDY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II US Treasuries 1-3 UCITS ETF (Dist) (D5BE.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

The year-to-date returns for both stocks are quite close, with D5BE.DE having a 3.59% return and VUDY.DE slightly lower at 3.51%.


D5BE.DE

1D
0.08%
1M
1.73%
6M
3.42%
YTD
3.59%
1Y
6.13%
3Y*
2.70%
5Y*
2.64%
10Y*
1.45%

VUDY.DE

1D
0.03%
1M
1.72%
6M
3.39%
YTD
3.51%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

D5BE.DE vs. VUDY.DE - Yearly Performance Comparison


Correlation

The correlation between D5BE.DE and VUDY.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 6, 2025

0.99

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Return for Risk

D5BE.DE vs. VUDY.DE — Risk / Return Rank

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

D5BE.DE
D5BE.DE Risk / Return Rank: 3636
Overall Rank
D5BE.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
D5BE.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
D5BE.DE Omega Ratio Rank: 3232
Omega Ratio Rank
D5BE.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
D5BE.DE Martin Ratio Rank: 3434
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.

D5BE.DE vs. VUDY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II US Treasuries 1-3 UCITS ETF (Dist) (D5BE.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.


D5BE.DEVUDY.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.19

Calmar ratioReturn relative to maximum drawdown

1.74

Martin ratioReturn relative to average drawdown

4.31

D5BE.DE vs. VUDY.DE - Sharpe Ratio Comparison


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Drawdowns

D5BE.DE vs. VUDY.DE - Drawdown Comparison

The maximum D5BE.DE drawdown since its inception was -20.28%, which is greater than VUDY.DE's maximum drawdown of -3.56%. Use the drawdown chart below to compare losses from any high point for D5BE.DE and VUDY.DE.


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Drawdown Indicators


D5BE.DEVUDY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.28%

-3.56%

-16.72%

Max Drawdown (1Y)

Largest decline over 1 year

-3.52%

Max Drawdown (3Y)

Largest decline over 3 years

-10.97%

Max Drawdown (5Y)

Largest decline over 5 years

-12.50%

Max Drawdown (10Y)

Largest decline over 10 years

-20.28%

Current Drawdown

Current decline from peak

-5.38%

-0.63%

-4.75%

Average Drawdown

Average peak-to-trough decline

-5.10%

-1.33%

-3.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.42%

Volatility

D5BE.DE vs. VUDY.DE - Volatility Comparison


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Volatility by Period


D5BE.DEVUDY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

Volatility (6M)

Calculated over the trailing 6-month period

3.87%

Volatility (1Y)

Calculated over the trailing 1-year period

5.51%

5.20%

+0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.16%

5.20%

+1.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.96%

5.20%

+3.76%

D5BE.DE vs. VUDY.DE - Expense Ratio Comparison

D5BE.DE has a 0.06% 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

D5BE.DE vs. VUDY.DE - Dividend Comparison

D5BE.DE's dividend yield for the trailing twelve months is around 2.76%, more than VUDY.DE's 2.18% yield.


PositionTTM202520242023202220212020201920182017
D5BE.DE
Xtrackers II US Treasuries 1-3 UCITS ETF (Dist)
2.76%2.89%2.24%1.84%1.00%2.74%2.66%1.16%0.93%0.78%
VUDY.DE
Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing
2.18%0.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.99, D5BE.DE and VUDY.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.06% for D5BE.DE.

D5BE.DE tracks iBoxx USD Treasuries 1-3 Index, while VUDY.DE tracks Bloomberg US Treasury 1-3 Year Index. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.06% for D5BE.DE and 0.05% for VUDY.DE.

Portfolio Optimizer

Find the right allocation for D5BE.DE and VUDY.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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