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

Performance

ELFE.DE vs. VUDY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deka US Treasury 7-10 UCITS ETF (ELFE.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, ELFE.DE achieves a 0.55% return, which is significantly lower than VUDY.DE's 1.50% return.


ELFE.DE

1D
0.13%
1M
0.62%
YTD
0.55%
6M
-0.26%
1Y
1.89%
3Y*
-0.01%
5Y*
0.02%
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)

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


Correlation

The correlation between ELFE.DE and VUDY.DE is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.71

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Return for Risk

ELFE.DE vs. VUDY.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ELFE.DE
ELFE.DE Risk / Return Rank: 1313
Overall Rank
ELFE.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
ELFE.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
ELFE.DE Omega Ratio Rank: 1313
Omega Ratio Rank
ELFE.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
ELFE.DE Martin Ratio Rank: 1414
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.

ELFE.DE vs. VUDY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deka US Treasury 7-10 UCITS ETF (ELFE.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.


ELFE.DEVUDY.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.06

Calmar ratioReturn relative to maximum drawdown

0.42

Martin ratioReturn relative to average drawdown

1.04

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


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Sharpe Ratios by Period


ELFE.DEVUDY.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.13

0.07

-0.20

Drawdowns

ELFE.DE vs. VUDY.DE - Drawdown Comparison

The maximum ELFE.DE drawdown since its inception was -20.67%, 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 ELFE.DE and VUDY.DE.


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Drawdown Indicators


ELFE.DEVUDY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.67%

-3.65%

-17.02%

Max Drawdown (1Y)

Largest decline over 1 year

-4.53%

Max Drawdown (3Y)

Largest decline over 3 years

-10.45%

Max Drawdown (5Y)

Largest decline over 5 years

-15.39%

Current Drawdown

Current decline from peak

-15.66%

-1.43%

-14.23%

Average Drawdown

Average peak-to-trough decline

-12.73%

-1.51%

-11.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

Volatility

ELFE.DE vs. VUDY.DE - Volatility Comparison


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Volatility by Period


ELFE.DEVUDY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.17%

Volatility (6M)

Calculated over the trailing 6-month period

4.19%

Volatility (1Y)

Calculated over the trailing 1-year period

6.08%

5.20%

+0.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.00%

5.20%

+3.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.73%

5.20%

+3.53%

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

ELFE.DE has a 0.07% 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

ELFE.DE vs. VUDY.DE - Dividend Comparison

ELFE.DE's dividend yield for the trailing twelve months is around 4.36%, more than VUDY.DE's 1.63% yield.


PositionTTM2025202420232022202120202019
ELFE.DE
Deka US Treasury 7-10 UCITS ETF
4.36%3.84%2.83%2.04%1.74%2.27%1.81%0.24%
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


ELFE.DE and VUDY.DE have a correlation of 0.71, 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 0.07% for ELFE.DE.

ELFE.DE tracks Solactive US Treasury 7-10 Q Series USD, while VUDY.DE tracks Bloomberg US Treasury 1-3 Year Index. They also come from different issuers: Deka Investment GmbH and Vanguard. Their fees differ too: 0.07% for ELFE.DE and 0.05% for VUDY.DE.

Portfolio Optimizer

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