DJAD.DE vs. VX6F.DE
DJAD.DE (Amundi US Treasury Bond Long Dated UCITS ETF Dist) and VX6F.DE (Vanguard U.K. Gilt UCITS ETF GBP Accumulation) are both Government Bonds funds - DJAD.DE tracks the Bloomberg US Long Treasury Index while VX6F.DE tracks the Bloomberg Sterling Gilt Float Adjusted Index. Both are passively managed. Over the past 5 years, DJAD.DE returned -4.32%/yr vs -2.47%/yr for VX6F.DE. A 0.63 correlation means they provide meaningful diversification when combined. DJAD.DE charges 0.06%/yr vs 0.05%/yr for VX6F.DE.
Performance
DJAD.DE vs. VX6F.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 higher than VX6F.DE's -0.49% 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*
- —
VX6F.DE
- 1D
- 0.16%
- 1M
- 1.29%
- YTD
- -0.49%
- 6M
- -0.45%
- 1Y
- -0.62%
- 3Y*
- 2.12%
- 5Y*
- -2.47%
- 10Y*
- —
DJAD.DE vs. VX6F.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% | 14.23% |
VX6F.DE Vanguard U.K. Gilt UCITS ETF GBP Accumulation | -0.49% | 0.53% | -0.19% | 18.92% | -26.90% | -5.30% | 9.59% | 5.30% |
Correlation
The correlation between DJAD.DE and VX6F.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Feb 20, 2019 | 0.63 |
The correlation between DJAD.DE and VX6F.DE shifts across timeframes, from 0.47 (1 year) to 0.63 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DJAD.DE vs. VX6F.DE — Risk / Return Rank
DJAD.DE
VX6F.DE
DJAD.DE vs. VX6F.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.K. Gilt UCITS ETF GBP Accumulation (VX6F.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 | VX6F.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.34 | ||
| Sortino ratioReturn per unit of downside risk | +0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 0.99 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.36 | -0.12 | +0.47 |
| Martin ratioReturn relative to average drawdown | 0.78 | -0.27 | +1.04 |
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 | VX6F.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.26 | -0.08 | +0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.30 | -0.19 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.06 | -0.06 | 0.00 |
Drawdowns
DJAD.DE vs. VX6F.DE - Drawdown Comparison
The maximum DJAD.DE drawdown since its inception was -44.43%, which is greater than VX6F.DE's maximum drawdown of -38.93%. Use the drawdown chart below to compare losses from any high point for DJAD.DE and VX6F.DE.
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Drawdown Indicators
| DJAD.DE | VX6F.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.43% | -38.93% | -5.50% |
Max Drawdown (1Y)Largest decline over 1 year | -6.37% | -5.35% | -1.02% |
Max Drawdown (3Y)Largest decline over 3 years | -16.67% | -9.02% | -7.65% |
Max Drawdown (5Y)Largest decline over 5 years | -36.54% | -36.83% | +0.29% |
Current DrawdownCurrent decline from peak | -40.73% | -19.85% | -20.88% |
Average DrawdownAverage peak-to-trough decline | -25.24% | -14.82% | -10.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 2.34% | +0.59% |
Volatility
DJAD.DE vs. VX6F.DE - Volatility Comparison
The current volatility for Amundi US Treasury Bond Long Dated UCITS ETF Dist (DJAD.DE) is 2.36%, while Vanguard U.K. Gilt UCITS ETF GBP Accumulation (VX6F.DE) has a volatility of 3.41%. This indicates that DJAD.DE experiences smaller price fluctuations and is considered to be less risky than VX6F.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 | VX6F.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.36% | 3.41% | -1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 6.00% | 6.21% | -0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.81% | 8.03% | +0.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.28% | 12.92% | +1.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.57% | 12.09% | +2.48% |
DJAD.DE vs. VX6F.DE - Expense Ratio Comparison
DJAD.DE has a 0.06% expense ratio, which is higher than VX6F.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. VX6F.DE - Dividend Comparison
DJAD.DE's dividend yield for the trailing twelve months is around 3.47%, while VX6F.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% |
VX6F.DE Vanguard U.K. Gilt UCITS ETF GBP Accumulation | 0.00% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DJAD.DE and VX6F.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VX6F.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VX6F.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 VX6F.DE tracks Bloomberg Sterling Gilt 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 VX6F.DE.
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