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DFOB.DE vs. VGTY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFOB.DE vs. VGTY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Euro Government Bond 25+Y UCITS ETF (Dist) (DFOB.DE) and Vanguard USD Treasury Bond UCITS ETF Distributing (VGTY.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, DFOB.DE achieves a 1.47% return, which is significantly lower than VGTY.DE's 2.87% return.


DFOB.DE

1D
-0.33%
1M
0.82%
6M
2.46%
YTD
1.47%
1Y
-2.97%
3Y*
-2.02%
5Y*
-10.73%
10Y*

VGTY.DE

1D
-0.05%
1M
1.91%
6M
2.81%
YTD
2.87%
1Y
6.01%
3Y*
1.47%
5Y*
0.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFOB.DE vs. VGTY.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
DFOB.DE
Amundi Euro Government Bond 25+Y UCITS ETF (Dist)
1.47%-10.03%-3.74%9.37%-40.96%-10.62%3.53%
VGTY.DE
Vanguard USD Treasury Bond UCITS ETF Distributing
2.87%-5.53%6.49%0.32%-6.92%5.85%-6.02%

Correlation

The correlation between DFOB.DE and VGTY.DE is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2020

0.38

Over the past year, the correlation between DFOB.DE and VGTY.DE has dropped to 0.17 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.

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Return for Risk

DFOB.DE vs. VGTY.DE — Risk / Return Rank

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

DFOB.DE
DFOB.DE Risk / Return Rank: 66
Overall Rank
DFOB.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
DFOB.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
DFOB.DE Omega Ratio Rank: 66
Omega Ratio Rank
DFOB.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
DFOB.DE Martin Ratio Rank: 55
Martin Ratio Rank

VGTY.DE
VGTY.DE Risk / Return Rank: 3434
Overall Rank
VGTY.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
VGTY.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
VGTY.DE Omega Ratio Rank: 3434
Omega Ratio Rank
VGTY.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
VGTY.DE Martin Ratio Rank: 3131
Martin Ratio Rank
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.

DFOB.DE vs. VGTY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Euro Government Bond 25+Y UCITS ETF (Dist) (DFOB.DE) and Vanguard USD Treasury Bond UCITS ETF Distributing (VGTY.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.


DFOB.DEVGTY.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.37

Sortino ratioReturn per unit of downside risk

-1.94

Omega ratioGain probability vs. loss probability

0.96

1.20

-0.24

Calmar ratioReturn relative to maximum drawdown

-0.44

1.50

-1.95

Martin ratioReturn relative to average drawdown

-0.86

3.90

-4.75

DFOB.DE vs. VGTY.DE - Sharpe Ratio Comparison

The current DFOB.DE Sharpe Ratio is -0.27, which is lower than the VGTY.DE Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of DFOB.DE and VGTY.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DFOB.DE vs. VGTY.DE - Drawdown Comparison

The maximum DFOB.DE drawdown since its inception was -54.51%, which is greater than VGTY.DE's maximum drawdown of -17.51%. Use the drawdown chart below to compare losses from any high point for DFOB.DE and VGTY.DE.


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Drawdown Indicators


DFOB.DEVGTY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-54.51%

-17.51%

-37.00%

Max Drawdown (1Y)

Largest decline over 1 year

-6.66%

-3.98%

-2.68%

Max Drawdown (3Y)

Largest decline over 3 years

-18.08%

-11.05%

-7.03%

Max Drawdown (5Y)

Largest decline over 5 years

-51.78%

-12.99%

-38.79%

Current Drawdown

Current decline from peak

-49.98%

-11.40%

-38.58%

Average Drawdown

Average peak-to-trough decline

-36.39%

-9.06%

-27.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.35%

1.54%

+1.81%

Volatility

DFOB.DE vs. VGTY.DE - Volatility Comparison

Amundi Euro Government Bond 25+Y UCITS ETF (Dist) (DFOB.DE) has a higher volatility of 2.61% compared to Vanguard USD Treasury Bond UCITS ETF Distributing (VGTY.DE) at 1.57%. This indicates that DFOB.DE's price experiences larger fluctuations and is considered to be riskier than VGTY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFOB.DEVGTY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.61%

1.57%

+1.04%

Volatility (6M)

Calculated over the trailing 6-month period

8.14%

3.81%

+4.33%

Volatility (1Y)

Calculated over the trailing 1-year period

10.84%

5.47%

+5.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.95%

7.99%

+9.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.13%

7.66%

+9.47%

DFOB.DE vs. VGTY.DE - Expense Ratio Comparison

DFOB.DE has a 0.07% expense ratio, which is higher than VGTY.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

DFOB.DE vs. VGTY.DE - Dividend Comparison

DFOB.DE's dividend yield for the trailing twelve months is around 3.34%, less than VGTY.DE's 4.19% yield.


PositionTTM202520242023202220212020201920182017
DFOB.DE
Amundi Euro Government Bond 25+Y UCITS ETF (Dist)
3.34%3.39%1.55%2.16%2.43%1.51%0.58%0.00%0.00%0.00%
VGTY.DE
Vanguard USD Treasury Bond UCITS ETF Distributing
4.19%4.49%3.94%3.47%2.14%1.17%1.67%2.35%2.28%0.30%

Frequently Asked Questions


DFOB.DE and VGTY.DE have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VGTY.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGTY.DE is cheaper with a 0.05% expense ratio, compared with 0.07% for DFOB.DE.

DFOB.DE tracks Bloomberg Euro Treasury 50bn 25+ Year Bond Index, while VGTY.DE tracks Bloomberg Global Aggregate US Treasury Float Adjusted Index. They also come from different issuers: Amundi and Vanguard. Their fees differ too: 0.07% for DFOB.DE and 0.05% for VGTY.DE.

Portfolio Optimizer

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