IS05.DE vs. VUDY.DE
IS05.DE (iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist)) and VUDY.DE (Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing) are both Government Bonds funds - IS05.DE tracks the Markit iBoxx EUR Eurozone 20yr Target Duration Index while VUDY.DE tracks the Bloomberg US Treasury 1-3 Year Index. Both are passively managed. At a correlation of -0.16, they often move in opposite directions. IS05.DE charges 0.15%/yr vs 0.05%/yr for VUDY.DE.
Performance
IS05.DE vs. VUDY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS05.DE achieves a -1.07% return, which is significantly lower than VUDY.DE's 3.66% return.
IS05.DE
- 1D
- 0.32%
- 1M
- -3.19%
- 6M
- -2.29%
- YTD
- -1.07%
- 1Y
- -4.44%
- 3Y*
- -3.91%
- 5Y*
- -10.86%
- 10Y*
- -4.37%
VUDY.DE
- 1D
- 0.07%
- 1M
- 1.55%
- 6M
- 2.30%
- YTD
- 3.66%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IS05.DE vs. VUDY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IS05.DE iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist) | -1.07% | -2.83% |
VUDY.DE Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing | 3.66% | -1.28% |
Correlation
The correlation between IS05.DE and VUDY.DE is -0.16, 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 | -0.16 |
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Return for Risk
IS05.DE vs. VUDY.DE — Risk / Return Rank
IS05.DE
VUDY.DE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IS05.DE vs. VUDY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist) (IS05.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.
| IS05.DE | VUDY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.94 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.64 | — | — |
| Martin ratioReturn relative to average drawdown | -1.13 | — | — |
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Drawdowns
IS05.DE vs. VUDY.DE - Drawdown Comparison
The maximum IS05.DE drawdown since its inception was -49.20%, 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 IS05.DE and VUDY.DE.
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Drawdown Indicators
| IS05.DE | VUDY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.20% | -3.56% | -45.64% |
Max Drawdown (1Y)Largest decline over 1 year | -6.87% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -18.96% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -46.31% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -49.20% | — | — |
Current DrawdownCurrent decline from peak | -48.34% | -0.48% | -47.86% |
Average DrawdownAverage peak-to-trough decline | -21.84% | -1.28% | -20.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.91% | — | — |
Volatility
IS05.DE vs. VUDY.DE - Volatility Comparison
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Volatility by Period
| IS05.DE | VUDY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.05% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 7.58% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.25% | 5.08% | +5.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.59% | 5.08% | +10.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.45% | 5.08% | +10.37% |
IS05.DE vs. VUDY.DE - Expense Ratio Comparison
IS05.DE has a 0.15% 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
IS05.DE vs. VUDY.DE - Dividend Comparison
IS05.DE's dividend yield for the trailing twelve months is around 3.63%, more than VUDY.DE's 2.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS05.DE iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist) | 3.63% | 3.45% | 2.94% | 2.10% | 0.91% | 0.22% | 0.29% | 0.75% | 1.14% | 1.04% | 1.00% | 1.03% |
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% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IS05.DE and VUDY.DE have a correlation of -0.16, 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 0.15% for IS05.DE.
IS05.DE tracks Markit iBoxx EUR Eurozone 20yr Target Duration 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: 0.15% for IS05.DE and 0.05% for VUDY.DE.
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