DJAD.DE vs. VUDY.DE
DJAD.DE (Amundi US Treasury Bond Long Dated UCITS ETF Dist) and VUDY.DE (Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing) are both Government Bonds funds - DJAD.DE tracks the Bloomberg US Long Treasury Index while VUDY.DE tracks the Bloomberg US Treasury 1-3 Year Index. Both are passively managed. At a 0.40 correlation, their price movements are largely independent. DJAD.DE charges 0.06%/yr vs 0.05%/yr for VUDY.DE.
Performance
DJAD.DE vs. VUDY.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 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*
- —
DJAD.DE vs. VUDY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DJAD.DE Amundi US Treasury Bond Long Dated UCITS ETF Dist | 0.70% | -3.12% |
VUDY.DE Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing | 1.50% | -1.28% |
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
DJAD.DE
VUDY.DE
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.DE | VUDY.DE | Difference | |
|---|---|---|---|
| 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 | — | — |
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 | VUDY.DE | Difference | |
|---|---|---|---|
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.DE | VUDY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -40.73% | -1.43% | -39.30% |
Average DrawdownAverage peak-to-trough decline | -25.24% | -1.51% | -23.73% |
Ulcer IndexDepth 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.DE | VUDY.DE | Difference | |
|---|---|---|---|
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.
| 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% |
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.
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