ELFE.DE vs. VUDY.DE
ELFE.DE (Deka US Treasury 7-10 UCITS ETF ) and VUDY.DE (Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing) are both Government Bonds funds - ELFE.DE tracks the Solactive US Treasury 7-10 Q Series USD while VUDY.DE tracks the Bloomberg US Treasury 1-3 Year Index. Both are passively managed. A 0.71 correlation means they provide meaningful diversification when combined. ELFE.DE charges 0.07%/yr vs 0.05%/yr for VUDY.DE.
Performance
ELFE.DE vs. VUDY.DE - Performance Comparison
Loading charts...
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*
- —
ELFE.DE vs. VUDY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ELFE.DE Deka US Treasury 7-10 UCITS ETF | 0.55% | -1.56% |
VUDY.DE Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing | 1.50% | -1.28% |
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 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ELFE.DE vs. VUDY.DE — Risk / Return Rank
ELFE.DE
VUDY.DE
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.DE | VUDY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.06 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.42 | — | — |
| Martin ratioReturn relative to average drawdown | 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. | |||
Loading charts...
Sharpe Ratios by Period
| ELFE.DE | VUDY.DE | Difference | |
|---|---|---|---|
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.
Loading charts...
Drawdown Indicators
| ELFE.DE | VUDY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -15.66% | -1.43% | -14.23% |
Average DrawdownAverage peak-to-trough decline | -12.73% | -1.51% | -11.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | — | — |
Volatility
ELFE.DE vs. VUDY.DE - Volatility Comparison
Loading charts...
Volatility by Period
| ELFE.DE | VUDY.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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.
Find the right allocation for ELFE.DE and VUDY.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer