DJAD.DE vs. VAGT.DE
DJAD.DE (Amundi US Treasury Bond Long Dated UCITS ETF Dist) and VAGT.DE (Vanguard USD Treasury Bond UCITS ETF Accumulating) are both Government Bonds funds - DJAD.DE tracks the Bloomberg US Long Treasury Index while VAGT.DE tracks the Bloomberg Global Aggregate US Treasury Float Adjusted Index. Both are passively managed. Over the past 3 years, DJAD.DE returned -3.33%/yr vs 0.08%/yr for VAGT.DE. A 0.76 correlation means they provide meaningful diversification when combined. DJAD.DE charges 0.06%/yr vs 0.05%/yr for VAGT.DE.
Performance
DJAD.DE vs. VAGT.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DJAD.DE achieves a 0.70% return, which is significantly lower than VAGT.DE's 1.07% 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*
- —
VAGT.DE
- 1D
- 0.09%
- 1M
- 0.83%
- YTD
- 1.07%
- 6M
- 0.30%
- 1Y
- 1.62%
- 3Y*
- 0.08%
- 5Y*
- —
- 10Y*
- —
DJAD.DE vs. VAGT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
DJAD.DE Amundi US Treasury Bond Long Dated UCITS ETF Dist | 0.70% | -6.15% | -0.86% | -2.97% |
VAGT.DE Vanguard USD Treasury Bond UCITS ETF Accumulating | 1.07% | -5.48% | 6.40% | -0.45% |
Correlation
The correlation between DJAD.DE and VAGT.DE is 0.73, 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 | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2023 | 0.76 |
The correlation between DJAD.DE and VAGT.DE has been stable across timeframes, ranging from 0.73 to 0.76 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DJAD.DE vs. VAGT.DE — Risk / Return Rank
DJAD.DE
VAGT.DE
DJAD.DE vs. VAGT.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 Vanguard USD Treasury Bond UCITS ETF Accumulating (VAGT.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 | VAGT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.05 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.36 | 0.40 | -0.05 |
| Martin ratioReturn relative to average drawdown | 0.78 | 1.00 | -0.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| DJAD.DE | VAGT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.26 | 0.29 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.30 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.06 | 0.05 | -0.11 |
Drawdowns
DJAD.DE vs. VAGT.DE - Drawdown Comparison
The maximum DJAD.DE drawdown since its inception was -44.43%, which is greater than VAGT.DE's maximum drawdown of -11.03%. Use the drawdown chart below to compare losses from any high point for DJAD.DE and VAGT.DE.
Loading charts...
Drawdown Indicators
| DJAD.DE | VAGT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.43% | -11.03% | -33.40% |
Max Drawdown (1Y)Largest decline over 1 year | -6.37% | -4.00% | -2.37% |
Max Drawdown (3Y)Largest decline over 3 years | -16.67% | -11.03% | -5.64% |
Max Drawdown (5Y)Largest decline over 5 years | -36.54% | — | — |
Current DrawdownCurrent decline from peak | -40.73% | -7.21% | -33.52% |
Average DrawdownAverage peak-to-trough decline | -25.24% | -5.04% | -20.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 1.61% | +1.32% |
Volatility
DJAD.DE vs. VAGT.DE - Volatility Comparison
Amundi US Treasury Bond Long Dated UCITS ETF Dist (DJAD.DE) has a higher volatility of 2.36% compared to Vanguard USD Treasury Bond UCITS ETF Accumulating (VAGT.DE) at 0.86%. This indicates that DJAD.DE's price experiences larger fluctuations and is considered to be riskier than VAGT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DJAD.DE | VAGT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.36% | 0.86% | +1.50% |
Volatility (6M)Calculated over the trailing 6-month period | 6.00% | 3.76% | +2.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.81% | 5.49% | +3.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.28% | 7.33% | +6.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.57% | 7.33% | +7.24% |
DJAD.DE vs. VAGT.DE - Expense Ratio Comparison
DJAD.DE has a 0.06% expense ratio, which is higher than VAGT.DE's 0.05% expense ratio. However, 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. VAGT.DE - Dividend Comparison
DJAD.DE's dividend yield for the trailing twelve months is around 3.47%, while VAGT.DE has not paid dividends to shareholders.
| 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% |
VAGT.DE Vanguard USD Treasury Bond UCITS ETF Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DJAD.DE and VAGT.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VAGT.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VAGT.DE is cheaper with a 0.05% expense ratio, compared with 0.06% for DJAD.DE.
DJAD.DE tracks Bloomberg US Long Treasury Index, while VAGT.DE tracks Bloomberg Global Aggregate US Treasury Float Adjusted Index. They also come from different issuers: Amundi and Vanguard. Their fees differ too: 0.06% for DJAD.DE and 0.05% for VAGT.DE.
Find the right allocation for DJAD.DE and VAGT.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer