IBCC.DE vs. VUDY.DE
IBCC.DE (iShares $ Treasury Bond 0-1yr UCITS ETF USD (Dist)) and VUDY.DE (Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing) are both Government Bonds funds - IBCC.DE tracks the ICE US Treasury Short Bond Index while VUDY.DE tracks the Bloomberg US Treasury 1-3 Year Index. Both are passively managed. Their correlation of 0.93 suggests significant overlap in exposure. IBCC.DE charges 0.07%/yr vs 0.05%/yr for VUDY.DE.
Performance
IBCC.DE vs. VUDY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IBCC.DE achieves a 4.60% return, which is significantly higher than VUDY.DE's 3.66% return.
IBCC.DE
- 1D
- 0.00%
- 1M
- 1.63%
- 6M
- 3.15%
- YTD
- 4.60%
- 1Y
- 5.10%
- 3Y*
- 4.00%
- 5Y*
- 4.12%
- 10Y*
- —
VUDY.DE
- 1D
- 0.07%
- 1M
- 1.55%
- 6M
- 2.30%
- YTD
- 3.66%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBCC.DE vs. VUDY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IBCC.DE iShares $ Treasury Bond 0-1yr UCITS ETF USD (Dist) | 4.60% | -1.62% |
VUDY.DE Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing | 3.66% | -1.28% |
Correlation
The correlation between IBCC.DE and VUDY.DE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 6, 2025 | 0.93 |
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Return for Risk
IBCC.DE vs. VUDY.DE — Risk / Return Rank
IBCC.DE
VUDY.DE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IBCC.DE vs. VUDY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBCC.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.
| IBCC.DE | VUDY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.15 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.57 | — | — |
| Martin ratioReturn relative to average drawdown | 3.59 | — | — |
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Drawdowns
IBCC.DE vs. VUDY.DE - Drawdown Comparison
The maximum IBCC.DE drawdown since its inception was -16.17%, 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 IBCC.DE and VUDY.DE.
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Drawdown Indicators
| IBCC.DE | VUDY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.17% | -3.56% | -12.61% |
Max Drawdown (1Y)Largest decline over 1 year | -3.24% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -11.59% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -11.69% | — | — |
Current DrawdownCurrent decline from peak | -5.33% | -0.48% | -4.85% |
Average DrawdownAverage peak-to-trough decline | -7.97% | -1.28% | -6.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.42% | — | — |
Volatility
IBCC.DE vs. VUDY.DE - Volatility Comparison
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Volatility by Period
| IBCC.DE | VUDY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.36% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 4.32% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 6.13% | 5.08% | +1.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.57% | 5.08% | +2.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.41% | 5.08% | +3.33% |
IBCC.DE vs. VUDY.DE - Expense Ratio Comparison
IBCC.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
IBCC.DE vs. VUDY.DE - Dividend Comparison
IBCC.DE's dividend yield for the trailing twelve months is around 3.99%, more than VUDY.DE's 2.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
IBCC.DE iShares $ Treasury Bond 0-1yr UCITS ETF USD (Dist) | 3.99% | 4.63% | 6.49% | 4.14% | 0.47% | 0.09% | 1.39% | 1.22% |
VUDY.DE Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing | 2.46% | 0.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.93, IBCC.DE and VUDY.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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 IBCC.DE.
IBCC.DE tracks ICE US Treasury Short 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 IBCC.DE and 0.05% for VUDY.DE.
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