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DJAD.DE vs. IS04.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DJAD.DE vs. IS04.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi US Treasury Bond Long Dated UCITS ETF Dist (DJAD.DE) and iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IS04.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, 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DJAD.DE vs. IS04.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

DJAD.DE
DJAD.DE Risk / Return Rank: 2323
Overall Rank
DJAD.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
DJAD.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
DJAD.DE Omega Ratio Rank: 2222
Omega Ratio Rank
DJAD.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
DJAD.DE Martin Ratio Rank: 2222
Martin Ratio Rank

IS04.DE
IS04.DE Risk / Return Rank: 2323
Overall Rank
IS04.DE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
IS04.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
IS04.DE Omega Ratio Rank: 2323
Omega Ratio Rank
IS04.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
IS04.DE Martin Ratio Rank: 2020
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.

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.DEIS04.DEDifference
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

DJAD.DE vs. IS04.DE - Sharpe Ratio Comparison

The current DJAD.DE Sharpe Ratio is 0.83, which is comparable to the IS04.DE Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of DJAD.DE and IS04.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

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.DEIS04.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-38.25%

-41.19%

+2.94%

Average Drawdown

Average peak-to-trough decline

-17.81%

-22.82%

+5.01%

Ulcer Index

Depth 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.DEIS04.DEDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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