DJAD.DE vs. EXVM.DE
DJAD.DE (Amundi US Treasury Bond Long Dated UCITS ETF Dist) and EXVM.DE (iShares eb.rexx Government Germany 0-1yr UCITS ETF (DE)) are both Government Bonds funds - DJAD.DE tracks the Bloomberg US Long Treasury Index while EXVM.DE tracks the eb.rexx Government Germany 0-1 Index. Both are passively managed. Over the past 10 years, DJAD.DE returned -3.16%/yr vs 0.30%/yr for EXVM.DE. At a 0.08 correlation, their price movements are largely independent. DJAD.DE charges 0.06%/yr vs 0.13%/yr for EXVM.DE.
Performance
DJAD.DE vs. EXVM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DJAD.DE achieves a 1.78% return, which is significantly higher than EXVM.DE's 0.82% return. Over the past 10 years, DJAD.DE has underperformed EXVM.DE with an annualized return of -3.16%, while EXVM.DE has yielded a comparatively higher 0.30% annualized return.
DJAD.DE
- 1D
- 0.69%
- 1M
- -0.13%
- 6M
- -0.02%
- YTD
- 1.78%
- 1Y
- 5.49%
- 3Y*
- -1.48%
- 5Y*
- -5.78%
- 10Y*
- -3.16%
EXVM.DE
- 1D
- -0.03%
- 1M
- 0.16%
- 6M
- 0.84%
- YTD
- 0.82%
- 1Y
- 1.67%
- 3Y*
- 2.59%
- 5Y*
- 1.44%
- 10Y*
- 0.30%
DJAD.DE vs. EXVM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DJAD.DE Amundi US Treasury Bond Long Dated UCITS ETF Dist | 1.78% | -6.15% | -0.86% | -0.75% | -24.23% | 3.18% | 6.09% | 17.33% | -14.73% | 7.90% |
EXVM.DE iShares eb.rexx Government Germany 0-1yr UCITS ETF (DE) | 0.82% | 2.06% | 3.37% | 2.36% | -1.00% | -0.83% | -0.79% | -0.80% | -0.84% | -0.97% |
Correlation
The correlation between DJAD.DE and EXVM.DE is -0.08, 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 (1Y) Calculated over the trailing 1-year period | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Dec 1, 2010 | 0.08 |
The correlation between DJAD.DE and EXVM.DE shifts across timeframes, from -0.08 (1 year) to 0.11 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
DJAD.DE vs. EXVM.DE — Risk / Return Rank
DJAD.DE
EXVM.DE
DJAD.DE vs. EXVM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi US Treasury Bond Long Dated UCITS ETF Dist (DJAD.DE) and iShares eb.rexx Government Germany 0-1yr UCITS ETF (DE) (EXVM.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.
| DJAD.DE | EXVM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.47 | ||
| Sortino ratioReturn per unit of downside risk | -4.23 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.68 | -0.57 |
| Calmar ratioReturn relative to maximum drawdown | 0.86 | 14.11 | -13.25 |
| Martin ratioReturn relative to average drawdown | 1.82 | 54.31 | -52.49 |
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Drawdowns
DJAD.DE vs. EXVM.DE - Drawdown Comparison
The maximum DJAD.DE drawdown since its inception was -44.43%, which is greater than EXVM.DE's maximum drawdown of -6.33%. Use the drawdown chart below to compare losses from any high point for DJAD.DE and EXVM.DE.
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Drawdown Indicators
| DJAD.DE | EXVM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.43% | -6.33% | -38.10% |
Max Drawdown (1Y)Largest decline over 1 year | -6.38% | -0.12% | -6.26% |
Max Drawdown (3Y)Largest decline over 3 years | -16.68% | -0.13% | -16.55% |
Max Drawdown (5Y)Largest decline over 5 years | -36.54% | -1.61% | -34.93% |
Max Drawdown (10Y)Largest decline over 10 years | -44.43% | -5.60% | -38.83% |
Current DrawdownCurrent decline from peak | -40.10% | -0.03% | -40.07% |
Average DrawdownAverage peak-to-trough decline | -17.90% | -1.75% | -16.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 0.03% | +2.98% |
Volatility
DJAD.DE vs. EXVM.DE - Volatility Comparison
Amundi US Treasury Bond Long Dated UCITS ETF Dist (DJAD.DE) has a higher volatility of 2.34% compared to iShares eb.rexx Government Germany 0-1yr UCITS ETF (DE) (EXVM.DE) at 0.12%. This indicates that DJAD.DE's price experiences larger fluctuations and is considered to be riskier than EXVM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DJAD.DE | EXVM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.34% | 0.12% | +2.22% |
Volatility (6M)Calculated over the trailing 6-month period | 5.88% | 0.36% | +5.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.78% | 0.53% | +8.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.15% | 0.51% | +13.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.95% | 0.79% | +13.16% |
DJAD.DE vs. EXVM.DE - Expense Ratio Comparison
DJAD.DE has a 0.06% expense ratio, which is lower than EXVM.DE's 0.13% 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
DJAD.DE vs. EXVM.DE - Dividend Comparison
DJAD.DE's dividend yield for the trailing twelve months is around 3.43%, more than EXVM.DE's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DJAD.DE Amundi US Treasury Bond Long Dated UCITS ETF Dist | 3.43% | 3.50% | 3.53% | 2.88% | 3.36% | 2.22% | 2.38% | 2.87% | 3.22% | 2.75% | 0.00% | 0.00% |
EXVM.DE iShares eb.rexx Government Germany 0-1yr UCITS ETF (DE) | 1.06% | 1.14% | 0.77% | 0.80% | 0.61% | 0.78% | 0.96% | 1.10% | 1.05% | 1.15% | 1.51% | 1.63% |
Frequently Asked Questions
DJAD.DE and EXVM.DE have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DJAD.DE is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DJAD.DE is cheaper with a 0.06% expense ratio, compared with 0.13% for EXVM.DE.
DJAD.DE tracks Bloomberg US Long Treasury Index, while EXVM.DE tracks eb.rexx Government Germany 0-1 Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.06% for DJAD.DE and 0.13% for EXVM.DE.
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