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

Performance

DJAD.DE vs. VUDY.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 Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing (VUDY.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 lower than VUDY.DE's 1.50% 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*

VUDY.DE

1D
-0.04%
1M
0.77%
YTD
1.50%
6M
0.93%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between DJAD.DE and VUDY.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 7, 2025

0.40

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Return for Risk

DJAD.DE vs. VUDY.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

VUDY.DE
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. VUDY.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 U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing (VUDY.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.DEVUDY.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.05

Calmar ratioReturn relative to maximum drawdown

0.36

Martin ratioReturn relative to average drawdown

0.78

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


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Sharpe Ratios by Period


DJAD.DEVUDY.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.26

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

0.07

-0.13

Drawdowns

DJAD.DE vs. VUDY.DE - Drawdown Comparison

The maximum DJAD.DE drawdown since its inception was -44.43%, which is greater than VUDY.DE's maximum drawdown of -3.65%. Use the drawdown chart below to compare losses from any high point for DJAD.DE and VUDY.DE.


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Drawdown Indicators


DJAD.DEVUDY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-44.43%

-3.65%

-40.78%

Max Drawdown (1Y)

Largest decline over 1 year

-6.37%

Max Drawdown (3Y)

Largest decline over 3 years

-16.67%

Max Drawdown (5Y)

Largest decline over 5 years

-36.54%

Current Drawdown

Current decline from peak

-40.73%

-1.43%

-39.30%

Average Drawdown

Average peak-to-trough decline

-25.24%

-1.51%

-23.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

Volatility

DJAD.DE vs. VUDY.DE - Volatility Comparison


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Volatility by Period


DJAD.DEVUDY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.36%

Volatility (6M)

Calculated over the trailing 6-month period

6.00%

Volatility (1Y)

Calculated over the trailing 1-year period

8.81%

5.20%

+3.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.28%

5.20%

+9.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.57%

5.20%

+9.37%

DJAD.DE vs. VUDY.DE - Expense Ratio Comparison

DJAD.DE has a 0.06% expense ratio, which is higher than VUDY.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. VUDY.DE - Dividend Comparison

DJAD.DE's dividend yield for the trailing twelve months is around 3.47%, more than VUDY.DE's 1.63% 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%
VUDY.DE
Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing
1.63%0.37%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DJAD.DE and VUDY.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VUDY.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUDY.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 VUDY.DE tracks Bloomberg US Treasury 1-3 Year Index. They also come from different issuers: Amundi and Vanguard. Their fees differ too: 0.06% for DJAD.DE and 0.05% for VUDY.DE.

Portfolio Optimizer

Find the right allocation for DJAD.DE and VUDY.DE

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