DJAD.DE vs. IS04.DE
DJAD.DE (Amundi US Treasury Bond Long Dated UCITS ETF Dist) and IS04.DE (iShares USD Treasury Bond 20+yr UCITS ETF (Dist)) are both Government Bonds funds - DJAD.DE tracks the Bloomberg US Long Treasury Index while IS04.DE tracks the ICE U.S. Treasury 20+ Year Bond Index. Both are passively managed. Over the past 10 years, DJAD.DE returned -3.11%/yr vs -2.08%/yr for IS04.DE. Their correlation of 0.85 suggests significant overlap in exposure. DJAD.DE charges 0.06%/yr vs 0.07%/yr for IS04.DE.
Performance
DJAD.DE vs. IS04.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DJAD.DE achieves a 4.92% return, which is significantly lower than IS04.DE's 5.35% return. Over the past 10 years, DJAD.DE has underperformed IS04.DE with an annualized return of -3.11%, while IS04.DE has yielded a comparatively higher -2.08% annualized return.
DJAD.DE
- 1D
- -0.14%
- 1M
- 5.08%
- YTD
- 4.92%
- 6M
- 5.35%
- 1Y
- 7.45%
- 3Y*
- -1.76%
- 5Y*
- -4.26%
- 10Y*
- -3.11%
IS04.DE
- 1D
- 0.00%
- 1M
- 5.35%
- YTD
- 5.35%
- 6M
- 5.74%
- 1Y
- 7.72%
- 3Y*
- -2.70%
- 5Y*
- -5.14%
- 10Y*
- -2.08%
DJAD.DE vs. IS04.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 | 4.92% | -6.15% | -0.86% | -0.75% | -24.23% | 3.18% | 6.09% | 17.33% | -14.73% | 7.90% |
IS04.DE iShares USD Treasury Bond 20+yr UCITS ETF (Dist) | 5.35% | -7.08% | -2.45% | -1.26% | -25.93% | 3.50% | 6.45% | 18.16% | 2.87% | -4.41% |
Correlation
The correlation between DJAD.DE and IS04.DE is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jan 19, 2015 | 0.85 |
The correlation between DJAD.DE and IS04.DE shifts across timeframes, from 0.85 (all time) to 0.98 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
DJAD.DE vs. IS04.DE — Risk / Return Rank
DJAD.DE
IS04.DE
DJAD.DE vs. IS04.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 USD Treasury Bond 20+yr UCITS ETF (Dist) (IS04.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 | IS04.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.15 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.16 | 1.03 | +0.13 |
| Martin ratioReturn relative to average drawdown | 2.51 | 2.21 | +0.30 |
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Drawdowns
DJAD.DE vs. IS04.DE - Drawdown Comparison
The maximum DJAD.DE drawdown since its inception was -44.43%, smaller than the maximum IS04.DE drawdown of -47.19%. Use the drawdown chart below to compare losses from any high point for DJAD.DE and IS04.DE.
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Drawdown Indicators
| DJAD.DE | IS04.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.43% | -47.19% | +2.76% |
Max Drawdown (1Y)Largest decline over 1 year | -6.38% | -7.43% | +1.05% |
Max Drawdown (3Y)Largest decline over 3 years | -16.68% | -18.34% | +1.66% |
Max Drawdown (5Y)Largest decline over 5 years | -36.54% | -39.96% | +3.42% |
Max Drawdown (10Y)Largest decline over 10 years | -44.43% | -47.19% | +2.76% |
Current DrawdownCurrent decline from peak | -38.25% | -41.19% | +2.94% |
Average DrawdownAverage peak-to-trough decline | -17.81% | -22.82% | +5.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 3.49% | -0.53% |
Volatility
DJAD.DE vs. IS04.DE - Volatility Comparison
The current volatility for Amundi US Treasury Bond Long Dated UCITS ETF Dist (DJAD.DE) is 2.37%, while iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IS04.DE) has a volatility of 2.51%. This indicates that DJAD.DE experiences smaller price fluctuations and is considered to be less risky than IS04.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 | IS04.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.37% | 2.51% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 6.05% | 6.75% | -0.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.94% | 9.95% | -1.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.22% | 15.27% | -1.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.02% | 14.65% | -0.63% |
DJAD.DE vs. IS04.DE - Expense Ratio Comparison
DJAD.DE has a 0.06% expense ratio, which is lower than IS04.DE's 0.07% 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. IS04.DE - Dividend Comparison
DJAD.DE's dividend yield for the trailing twelve months is around 3.33%, less than IS04.DE's 4.51% 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 | 3.33% | 3.50% | 3.53% | 2.88% | 3.36% | 2.22% | 2.38% | 2.87% | 3.22% | 2.75% | 0.00% | 0.00% |
IS04.DE iShares USD Treasury Bond 20+yr UCITS ETF (Dist) | 4.51% | 4.38% | 4.61% | 3.82% | 3.04% | 1.71% | 1.86% | 2.49% | 2.78% | 2.73% | 2.57% | 2.14% |
Frequently Asked Questions
With a correlation of 0.92, DJAD.DE and IS04.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, 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 0.07% for IS04.DE.
DJAD.DE tracks Bloomberg US Long Treasury Index, while IS04.DE tracks ICE U.S. Treasury 20+ Year Bond Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.06% for DJAD.DE and 0.07% for IS04.DE.
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