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IS04.DE vs. VUDY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IS04.DE vs. VUDY.DE

Last updated Jun 5, 2026

IS04.DE (iShares USD Treasury Bond 20+yr UCITS ETF (Dist)) and VUDY.DE (Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing) are both Government Bonds funds - IS04.DE tracks the ICE U.S. Treasury 20+ Year Bond Index while VUDY.DE tracks the Bloomberg US Treasury 1-3 Year Index. Both are passively managed. At a 0.34 correlation, their price movements are largely independent. IS04.DE charges 0.07%/yr vs 0.05%/yr for VUDY.DE.

Performance

IS04.DE vs. VUDY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IS04.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, IS04.DE achieves a 0.81% return, which is significantly lower than VUDY.DE's 1.50% return.

IS04.DE

1D
0.41%
1M
0.97%
YTD
0.81%
6M
-0.32%
1Y
2.27%
3Y*
-4.20%
5Y*
-5.21%
10Y*
-1.74%

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)

IS04.DE vs. VUDY.DE - Yearly Performance Comparison

2026 (YTD)2025
IS04.DE
iShares USD Treasury Bond 20+yr UCITS ETF (Dist)		0.81%-3.55%
VUDY.DE
Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing		1.50%-1.28%

Correlation

The correlation between IS04.DE and VUDY.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.34

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iShares USD Treasury Bond 20+yr UCITS ETF (Dist)

Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing

Often compared with IS04.DE:
IS04.DE vs. IDTL.LIS04.DE vs. TLTIS04.DE vs. IUSM.DEIS04.DE vs. SXRH.DEIS04.DE vs. VGTY.DEIS04.DE vs. AYE2.DEIS04.DE vs. IUST.DE
Often compared with VUDY.DE:
VUDY.DE vs. SXRL.DEVUDY.DE vs. XUTD.DEVUDY.DE vs. CEMF.DEVUDY.DE vs. PR1S.DEVUDY.DE vs. 2B7S.DEVUDY.DE vs. SPP7.DEVUDY.DE vs. BBLL.DE

Return for Risk

IS04.DE vs. VUDY.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IS04.DE
IS04.DE Risk / Return Rank: 1212
Overall Rank
IS04.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
IS04.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
IS04.DE Omega Ratio Rank: 1212
Omega Ratio Rank
IS04.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
IS04.DE Martin Ratio Rank: 1212
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.

IS04.DE vs. VUDY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IS04.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.

IS04.DEVUDY.DEDifference
Sharpe ratioReturn per unit of total volatility
0.22

—

—

Sortino ratioReturn per unit of downside risk
0.38

—

—

Omega ratioGain probability vs. loss probability

1.04

—

—

Calmar ratioReturn relative to maximum drawdown

0.29

—

—

Martin ratioReturn relative to average drawdown

0.62

—

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IS04.DE vs. VUDY.DE - Sharpe Ratio Comparison

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Sharpe Ratios by Period

IS04.DEVUDY.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.22

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.12

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

0.07

-0.16

Drawdowns

IS04.DE vs. VUDY.DE - Drawdown Comparison

The maximum IS04.DE drawdown since its inception was -47.19%, 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 IS04.DE and VUDY.DE.

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Drawdown Indicators

IS04.DEVUDY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-47.19%

-3.65%

-43.54%

Max Drawdown (1Y)

Largest decline over 1 year

-7.33%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-18.47%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-40.05%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-47.19%

—

—

Current Drawdown

Current decline from peak

-43.69%

-1.43%

-42.26%

Average Drawdown

Average peak-to-trough decline

-21.89%

-1.51%

-20.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.45%

—

—

Volatility

IS04.DE vs. VUDY.DE - Volatility Comparison

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Volatility by Period

IS04.DEVUDY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.47%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

6.52%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

9.70%

5.20%

+4.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.21%

5.20%

+10.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.69%

5.20%

+9.49%

IS04.DE vs. VUDY.DE - Expense Ratio Comparison

IS04.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

IS04.DE vs. VUDY.DE - Dividend Comparison

IS04.DE's dividend yield for the trailing twelve months is around 4.35%, more than VUDY.DE's 1.63% yield.

PositionTTM20252024202320222021202020192018201720162015
IS04.DE
iShares USD Treasury Bond 20+yr UCITS ETF (Dist)		4.35%4.38%4.62%3.82%3.04%1.71%1.86%2.49%2.79%2.72%2.56%2.14%
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%0.00%0.00%0.00%0.00%

Frequently Asked Questions

IS04.DE and VUDY.DE have a correlation of 0.34, 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 IS04.DE.

IS04.DE tracks ICE U.S. Treasury 20+ Year 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 IS04.DE and 0.05% for VUDY.DE.

Portfolio Optimizer

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