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DJAD.DE vs. OM3M.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DJAD.DE vs. OM3M.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 3-7 UCITS ETF USD Dist (OM3M.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 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DJAD.DE vs. OM3M.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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

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

DJAD.DE
DJAD.DE Risk / Return Rank: 1313
Overall Rank
DJAD.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
DJAD.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
DJAD.DE Omega Ratio Rank: 1212
Omega Ratio Rank
DJAD.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
DJAD.DE Martin Ratio Rank: 1313
Martin Ratio Rank

OM3M.DE
OM3M.DE Risk / Return Rank: 1111
Overall Rank
OM3M.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
OM3M.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
OM3M.DE Omega Ratio Rank: 1010
Omega Ratio Rank
OM3M.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
OM3M.DE Martin Ratio Rank: 1111
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. 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.DEOM3M.DEDifference
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

DJAD.DE vs. OM3M.DE - Sharpe Ratio Comparison

The current DJAD.DE Sharpe Ratio is 0.26, which is higher than the OM3M.DE Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of DJAD.DE and OM3M.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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Sharpe Ratios by Period


DJAD.DEOM3M.DEDifference

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.DEOM3M.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-40.73%

-7.74%

-32.99%

Average Drawdown

Average peak-to-trough decline

-25.24%

-6.62%

-18.62%

Ulcer Index

Depth 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.DEOM3M.DEDifference

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.


PositionTTM2025202420232022202120202019
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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