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EUN6.DE vs. VUDY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUN6.DE vs. VUDY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares € Govt Bond 0-1yr UCITS ETF EUR (Dist) (EUN6.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, EUN6.DE achieves a 0.06% return, which is significantly lower than VUDY.DE's 3.66% return.


EUN6.DE

1D
-0.01%
1M
0.18%
6M
0.83%
YTD
0.06%
1Y
0.85%
3Y*
2.47%
5Y*
1.42%
10Y*
0.40%

VUDY.DE

1D
0.07%
1M
1.55%
6M
2.30%
YTD
3.66%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUN6.DE vs. VUDY.DE - Yearly Performance Comparison


Correlation

The correlation between EUN6.DE and VUDY.DE is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 6, 2025

-0.11

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Return for Risk

EUN6.DE vs. VUDY.DE — Risk / Return Rank

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

EUN6.DE
EUN6.DE Risk / Return Rank: 3131
Overall Rank
EUN6.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
EUN6.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
EUN6.DE Omega Ratio Rank: 6464
Omega Ratio Rank
EUN6.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
EUN6.DE Martin Ratio Rank: 2222
Martin Ratio Rank

VUDY.DE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

EUN6.DE vs. VUDY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € Govt Bond 0-1yr UCITS ETF EUR (Dist) (EUN6.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.

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.


EUN6.DEVUDY.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.29

Calmar ratioReturn relative to maximum drawdown

0.87

Martin ratioReturn relative to average drawdown

1.90

EUN6.DE vs. VUDY.DE - Sharpe Ratio Comparison


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Drawdowns

EUN6.DE vs. VUDY.DE - Drawdown Comparison

The maximum EUN6.DE drawdown since its inception was -4.94%, which is greater than VUDY.DE's maximum drawdown of -3.56%. Use the drawdown chart below to compare losses from any high point for EUN6.DE and VUDY.DE.


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Drawdown Indicators


EUN6.DEVUDY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-4.94%

-3.56%

-1.38%

Max Drawdown (1Y)

Largest decline over 1 year

-0.98%

Max Drawdown (3Y)

Largest decline over 3 years

-0.98%

Max Drawdown (5Y)

Largest decline over 5 years

-1.47%

Max Drawdown (10Y)

Largest decline over 10 years

-4.51%

Current Drawdown

Current decline from peak

-0.08%

-0.48%

+0.40%

Average Drawdown

Average peak-to-trough decline

-1.32%

-1.28%

-0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.44%

Volatility

EUN6.DE vs. VUDY.DE - Volatility Comparison


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Volatility by Period


EUN6.DEVUDY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.11%

Volatility (6M)

Calculated over the trailing 6-month period

0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

1.17%

5.08%

-3.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.80%

5.08%

-4.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.70%

5.08%

-4.38%

EUN6.DE vs. VUDY.DE - Expense Ratio Comparison

EUN6.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

EUN6.DE vs. VUDY.DE - Dividend Comparison

EUN6.DE's dividend yield for the trailing twelve months is around 0.96%, less than VUDY.DE's 2.46% yield.


Frequently Asked Questions


EUN6.DE and VUDY.DE have a correlation of -0.11, 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 EUN6.DE.

EUN6.DE tracks Bloomberg Euro Short Treasury (0-12 Month) Bond Index, while VUDY.DE tracks Bloomberg US Treasury 1-3 Year Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for EUN6.DE and 0.05% for VUDY.DE.

Portfolio Optimizer

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