DJAD.DE vs. XCS2.DE
DJAD.DE (Amundi US Treasury Bond Long Dated UCITS ETF Dist) and XCS2.DE (Xtrackers II Australia Government Bond UCITS ETF (Acc)) are both Government Bonds funds - DJAD.DE tracks the Bloomberg US Long Treasury Index while XCS2.DE tracks the FTSE Australian Government Bond Index. Both are passively managed. Over the past 10 years, DJAD.DE returned -3.16%/yr vs -0.24%/yr for XCS2.DE. At a 0.22 correlation, their price movements are largely independent. DJAD.DE charges 0.06%/yr vs 0.25%/yr for XCS2.DE.
Performance
DJAD.DE vs. XCS2.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DJAD.DE achieves a 1.78% return, which is significantly lower than XCS2.DE's 8.53% return. Over the past 10 years, DJAD.DE has underperformed XCS2.DE with an annualized return of -3.16%, while XCS2.DE has yielded a comparatively higher -0.24% annualized return.
DJAD.DE
- 1D
- 0.69%
- 1M
- -0.13%
- 6M
- -0.02%
- YTD
- 1.78%
- 1Y
- 5.49%
- 3Y*
- -1.48%
- 5Y*
- -5.78%
- 10Y*
- -3.16%
XCS2.DE
- 1D
- -0.03%
- 1M
- -0.78%
- 6M
- 6.96%
- YTD
- 8.53%
- 1Y
- 9.41%
- 3Y*
- 2.56%
- 5Y*
- -1.97%
- 10Y*
- -0.24%
DJAD.DE vs. XCS2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DJAD.DE Amundi US Treasury Bond Long Dated UCITS ETF Dist | 1.78% | -6.15% | -0.86% | -0.75% | -24.23% | 3.18% | 6.09% | 17.33% | -14.73% | 7.90% |
XCS2.DE Xtrackers II Australia Government Bond UCITS ETF (Acc) | 8.53% | -2.17% | -1.70% | 0.78% | -13.88% | -0.26% | 4.13% | 9.65% | -0.82% | -2.48% |
Correlation
The correlation between DJAD.DE and XCS2.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Dec 1, 2010 | 0.22 |
The correlation between DJAD.DE and XCS2.DE shifts across timeframes, from 0.22 (all time) to 0.46 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
DJAD.DE vs. XCS2.DE — Risk / Return Rank
DJAD.DE
XCS2.DE
DJAD.DE vs. XCS2.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 Xtrackers II Australia Government Bond UCITS ETF (Acc) (XCS2.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DJAD.DE | XCS2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.19 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.86 | 2.05 | -1.20 |
| Martin ratioReturn relative to average drawdown | 1.82 | 6.71 | -4.89 |
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Drawdowns
DJAD.DE vs. XCS2.DE - Drawdown Comparison
The maximum DJAD.DE drawdown since its inception was -44.43%, which is greater than XCS2.DE's maximum drawdown of -41.58%. Use the drawdown chart below to compare losses from any high point for DJAD.DE and XCS2.DE.
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Drawdown Indicators
| DJAD.DE | XCS2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.43% | -41.58% | -2.85% |
Max Drawdown (1Y)Largest decline over 1 year | -6.38% | -4.56% | -1.82% |
Max Drawdown (3Y)Largest decline over 3 years | -16.68% | -12.00% | -4.68% |
Max Drawdown (5Y)Largest decline over 5 years | -36.54% | -22.36% | -14.18% |
Max Drawdown (10Y)Largest decline over 10 years | -44.43% | -41.58% | -2.85% |
Current DrawdownCurrent decline from peak | -40.10% | -32.91% | -7.19% |
Average DrawdownAverage peak-to-trough decline | -17.90% | -25.77% | +7.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 1.40% | +1.61% |
Volatility
DJAD.DE vs. XCS2.DE - Volatility Comparison
The current volatility for Amundi US Treasury Bond Long Dated UCITS ETF Dist (DJAD.DE) is 2.34%, while Xtrackers II Australia Government Bond UCITS ETF (Acc) (XCS2.DE) has a volatility of 2.72%. This indicates that DJAD.DE experiences smaller price fluctuations and is considered to be less risky than XCS2.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 | XCS2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.34% | 2.72% | -0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 5.88% | 7.34% | -1.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.78% | 8.96% | -0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.15% | 10.16% | +3.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.95% | 21.02% | -7.07% |
DJAD.DE vs. XCS2.DE - Expense Ratio Comparison
DJAD.DE has a 0.06% expense ratio, which is lower than XCS2.DE's 0.25% expense ratio. Despite the difference, 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. XCS2.DE - Dividend Comparison
DJAD.DE's dividend yield for the trailing twelve months is around 3.43%, while XCS2.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DJAD.DE Amundi US Treasury Bond Long Dated UCITS ETF Dist | 3.43% | 3.50% | 3.53% | 2.88% | 3.36% | 2.22% | 2.38% | 2.87% | 3.22% | 2.75% |
XCS2.DE Xtrackers II Australia Government Bond UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DJAD.DE and XCS2.DE have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DJAD.DE is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DJAD.DE is cheaper with a 0.06% expense ratio, compared with 0.25% for XCS2.DE.
DJAD.DE tracks Bloomberg US Long Treasury Index, while XCS2.DE tracks FTSE Australian Government Bond Index. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.06% for DJAD.DE and 0.25% for XCS2.DE.
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