DJAD.DE vs. OM3M.DE
DJAD.DE (Amundi US Treasury Bond Long Dated UCITS ETF Dist) and OM3M.DE (iShares USD Treasury Bond 3-7 UCITS ETF USD Dist) are both Government Bonds funds - DJAD.DE tracks the Bloomberg US Long Treasury Index while OM3M.DE tracks the ICE US Treasury 3-7 Year Bond Index. Both are passively managed. Over the past 5 years, DJAD.DE returned -4.32%/yr vs 1.05%/yr for OM3M.DE. A 0.66 correlation means they provide meaningful diversification when combined. DJAD.DE charges 0.06%/yr vs 0.07%/yr for OM3M.DE.
Performance
DJAD.DE vs. OM3M.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DJAD.DE achieves a 0.70% return, which is significantly higher than OM3M.DE's 0.54% return.
DJAD.DE
- 1D
- 0.26%
- 1M
- 1.26%
- YTD
- 0.70%
- 6M
- -0.72%
- 1Y
- 2.28%
- 3Y*
- -3.33%
- 5Y*
- -4.32%
- 10Y*
- —
OM3M.DE
- 1D
- 0.06%
- 1M
- 0.59%
- YTD
- 0.54%
- 6M
- -0.08%
- 1Y
- 0.83%
- 3Y*
- 0.55%
- 5Y*
- 1.05%
- 10Y*
- —
DJAD.DE vs. OM3M.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DJAD.DE Amundi US Treasury Bond Long Dated UCITS ETF Dist | 0.70% | -6.15% | -0.86% | -0.74% | -24.23% | 3.18% | 6.09% | 17.33% | 3.33% |
OM3M.DE iShares USD Treasury Bond 3-7 UCITS ETF USD Dist | 0.54% | -4.89% | 7.50% | 0.56% | -3.84% | 5.66% | -2.73% | 8.28% | 0.83% |
Correlation
The correlation between DJAD.DE and OM3M.DE is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Nov 15, 2018 | 0.66 |
The correlation between DJAD.DE and OM3M.DE has been stable across timeframes, ranging from 0.60 to 0.66 - a consistent structural relationship.
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Return for Risk
DJAD.DE vs. OM3M.DE — Risk / Return Rank
DJAD.DE
OM3M.DE
DJAD.DE vs. OM3M.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 3-7 UCITS ETF USD Dist (OM3M.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.
| DJAD.DE | OM3M.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.03 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.36 | 0.20 | +0.15 |
| Martin ratioReturn relative to average drawdown | 0.78 | 0.51 | +0.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DJAD.DE | OM3M.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.26 | 0.16 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.30 | 0.14 | -0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.06 | 0.25 | -0.31 |
Drawdowns
DJAD.DE vs. OM3M.DE - Drawdown Comparison
The maximum DJAD.DE drawdown since its inception was -44.43%, which is greater than OM3M.DE's maximum drawdown of -13.79%. Use the drawdown chart below to compare losses from any high point for DJAD.DE and OM3M.DE.
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Drawdown Indicators
| DJAD.DE | OM3M.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.43% | -13.79% | -30.64% |
Max Drawdown (1Y)Largest decline over 1 year | -6.37% | -4.06% | -2.31% |
Max Drawdown (3Y)Largest decline over 3 years | -16.67% | -9.94% | -6.73% |
Max Drawdown (5Y)Largest decline over 5 years | -36.54% | -12.25% | -24.29% |
Current DrawdownCurrent decline from peak | -40.73% | -7.74% | -32.99% |
Average DrawdownAverage peak-to-trough decline | -25.24% | -6.62% | -18.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 1.63% | +1.30% |
Volatility
DJAD.DE vs. OM3M.DE - Volatility Comparison
Amundi US Treasury Bond Long Dated UCITS ETF Dist (DJAD.DE) has a higher volatility of 2.36% compared to iShares USD Treasury Bond 3-7 UCITS ETF USD Dist (OM3M.DE) at 0.81%. This indicates that DJAD.DE's price experiences larger fluctuations and is considered to be riskier than OM3M.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 | OM3M.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.36% | 0.81% | +1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 6.00% | 3.63% | +2.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.81% | 5.25% | +3.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.28% | 7.56% | +6.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.57% | 7.18% | +7.39% |
DJAD.DE vs. OM3M.DE - Expense Ratio Comparison
DJAD.DE has a 0.06% expense ratio, which is lower than OM3M.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. OM3M.DE - Dividend Comparison
DJAD.DE's dividend yield for the trailing twelve months is around 3.47%, more than OM3M.DE's 3.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
DJAD.DE Amundi US Treasury Bond Long Dated UCITS ETF Dist | 3.47% | 3.50% | 3.53% | 2.89% | 3.36% | 2.22% | 2.38% | 2.87% |
OM3M.DE iShares USD Treasury Bond 3-7 UCITS ETF USD Dist | 3.38% | 3.78% | 3.19% | 2.59% | 1.31% | 0.83% | 1.81% | 2.08% |
Frequently Asked Questions
DJAD.DE and OM3M.DE have a correlation of 0.60, 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 0.07% for OM3M.DE.
DJAD.DE tracks Bloomberg US Long Treasury Index, while OM3M.DE tracks ICE US Treasury 3-7 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 OM3M.DE.
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