DJAD.DE vs. VGTY.DE
DJAD.DE (Amundi US Treasury Bond Long Dated UCITS ETF Dist) and VGTY.DE (Vanguard USD Treasury Bond UCITS ETF Distributing) are both Government Bonds funds - DJAD.DE tracks the Bloomberg US Long Treasury Index while VGTY.DE tracks the Bloomberg Global Aggregate US Treasury Float Adjusted Index. Both are passively managed. Over the past 5 years, DJAD.DE returned -4.32%/yr vs 0.20%/yr for VGTY.DE. Their correlation of 0.81 suggests significant overlap in exposure. DJAD.DE charges 0.06%/yr vs 0.05%/yr for VGTY.DE.
Performance
DJAD.DE vs. VGTY.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 lower than VGTY.DE's 0.80% 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*
- —
VGTY.DE
- 1D
- 0.08%
- 1M
- 0.76%
- YTD
- 0.80%
- 6M
- 0.01%
- 1Y
- 1.03%
- 3Y*
- -0.33%
- 5Y*
- 0.20%
- 10Y*
- —
DJAD.DE vs. VGTY.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% |
VGTY.DE Vanguard USD Treasury Bond UCITS ETF Distributing | 0.80% | -5.99% | 6.16% | 0.04% | -6.98% | 5.64% | -2.09% | 9.36% | 1.15% |
Correlation
The correlation between DJAD.DE and VGTY.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 | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Nov 15, 2018 | 0.81 |
The correlation between DJAD.DE and VGTY.DE has been stable across timeframes, ranging from 0.73 to 0.81 - a consistent structural relationship.
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Return for Risk
DJAD.DE vs. VGTY.DE — Risk / Return Rank
DJAD.DE
VGTY.DE
DJAD.DE vs. VGTY.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 Distributing (VGTY.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 | VGTY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.04 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.36 | 0.25 | +0.11 |
| Martin ratioReturn relative to average drawdown | 0.78 | 0.62 | +0.16 |
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 | VGTY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.26 | 0.19 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.30 | 0.02 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.06 | 0.13 | -0.19 |
Drawdowns
DJAD.DE vs. VGTY.DE - Drawdown Comparison
The maximum DJAD.DE drawdown since its inception was -44.43%, which is greater than VGTY.DE's maximum drawdown of -17.97%. Use the drawdown chart below to compare losses from any high point for DJAD.DE and VGTY.DE.
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Drawdown Indicators
| DJAD.DE | VGTY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.43% | -17.97% | -26.46% |
Max Drawdown (1Y)Largest decline over 1 year | -6.37% | -4.08% | -2.29% |
Max Drawdown (3Y)Largest decline over 3 years | -16.67% | -11.23% | -5.44% |
Max Drawdown (5Y)Largest decline over 5 years | -36.54% | -13.16% | -23.38% |
Current DrawdownCurrent decline from peak | -40.73% | -14.45% | -26.28% |
Average DrawdownAverage peak-to-trough decline | -25.24% | -9.48% | -15.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 1.67% | +1.26% |
Volatility
DJAD.DE vs. VGTY.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 Distributing (VGTY.DE) at 0.85%. This indicates that DJAD.DE's price experiences larger fluctuations and is considered to be riskier than VGTY.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 | VGTY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.36% | 0.85% | +1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 6.00% | 3.73% | +2.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.81% | 5.44% | +3.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.28% | 7.99% | +6.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.57% | 7.63% | +6.94% |
DJAD.DE vs. VGTY.DE - Expense Ratio Comparison
DJAD.DE has a 0.06% expense ratio, which is higher than VGTY.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. VGTY.DE - Dividend Comparison
DJAD.DE's dividend yield for the trailing twelve months is around 3.47%, less than VGTY.DE's 3.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
VGTY.DE Vanguard USD Treasury Bond UCITS ETF Distributing | 3.65% | 3.99% | 3.65% | 3.21% | 2.05% | 0.99% | 1.48% | 2.10% | 1.94% | 0.26% |
Frequently Asked Questions
DJAD.DE and VGTY.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, VGTY.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VGTY.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 VGTY.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 VGTY.DE.
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