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IUSU.DE vs. VUDP.F
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IUSU.DE vs. VUDP.F

Last updated Jun 5, 2026

IUSU.DE (iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist)) and VUDP.F (Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing) are both exchange-traded funds - IUSU.DE is a Short-Term Bond fund tracking the Bloomberg US Government TR USD, while VUDP.F is a Government Bonds fund tracking the Bloomberg U.S. Treasury 1-3 Year Index Hedged in EUR. Both are passively managed. At a correlation of -0.35, they often move in opposite directions. IUSU.DE charges 0.07%/yr vs 0.10%/yr for VUDP.F.

Performance

IUSU.DE vs. VUDP.F - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist) (IUSU.DE) and Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing (VUDP.F). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IUSU.DE achieves a 1.44% return, which is significantly higher than VUDP.F's -1.75% return.

IUSU.DE

1D
-0.10%
1M
1.08%
YTD
1.44%
6M
0.79%
1Y
1.26%
3Y*
0.99%
5Y*
2.52%
10Y*
1.30%

VUDP.F

1D
0.10%
1M
-0.50%
YTD
-1.75%
6M
-1.80%
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSU.DE vs. VUDP.F - Yearly Performance Comparison

2026 (YTD)2025
IUSU.DE
iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist)		1.44%-1.20%
VUDP.F
Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing		-1.75%1.21%

Correlation

The correlation between IUSU.DE and VUDP.F is -0.35, 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 7, 2025

-0.35

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist)

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

Often compared with IUSU.DE:
IUSU.DE vs. VUAA.DEIUSU.DE vs. VOOIUSU.DE vs. PR1H.DEIUSU.DE vs. PJS1.DEIUSU.DE vs. SHYIUSU.DE vs. PJSR.DEIUSU.DE vs. EUNL.DE
Often compared with VUDP.F:
VUDP.F vs. VAGF.DEVUDP.F vs. SNA2.DEVUDP.F vs. VX6F.DEVUDP.F vs. SXRL.DEVUDP.F vs. CEMF.DEVUDP.F vs. VFEA.DEVUDP.F vs. 2B7S.DE

Return for Risk

IUSU.DE vs. VUDP.F — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IUSU.DE
IUSU.DE Risk / Return Rank: 1111
Overall Rank
IUSU.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
IUSU.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
IUSU.DE Omega Ratio Rank: 1010
Omega Ratio Rank
IUSU.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
IUSU.DE Martin Ratio Rank: 1212
Martin Ratio Rank
VUDP.F
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.

IUSU.DE vs. VUDP.F - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist) (IUSU.DE) and Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing (VUDP.F). 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.

IUSU.DEVUDP.FDifference
Sharpe ratioReturn per unit of total volatility
0.18

—

—

Sortino ratioReturn per unit of downside risk
0.29

—

—

Omega ratioGain probability vs. loss probability

1.03

—

—

Calmar ratioReturn relative to maximum drawdown

0.28

—

—

Martin ratioReturn relative to average drawdown

0.61

—

—

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

IUSU.DE vs. VUDP.F - Sharpe Ratio Comparison

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Sharpe Ratios by Period

IUSU.DEVUDP.FDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.18

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

-0.43

+0.63

Drawdowns

IUSU.DE vs. VUDP.F - Drawdown Comparison

The maximum IUSU.DE drawdown since its inception was -19.29%, which is greater than VUDP.F's maximum drawdown of -2.16%. Use the drawdown chart below to compare losses from any high point for IUSU.DE and VUDP.F.

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Drawdown Indicators

IUSU.DEVUDP.FDifference

Max Drawdown

Largest peak-to-trough decline

-19.29%

-2.16%

-17.13%

Max Drawdown (1Y)

Largest decline over 1 year

-3.54%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-11.07%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-12.54%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-16.83%

—

—

Current Drawdown

Current decline from peak

-7.64%

-1.97%

-5.67%

Average Drawdown

Average peak-to-trough decline

-7.43%

-0.82%

-6.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

—

—

Volatility

IUSU.DE vs. VUDP.F - Volatility Comparison

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Volatility by Period

IUSU.DEVUDP.FDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.98%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

3.86%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

5.61%

2.34%

+3.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.19%

2.34%

+4.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.92%

2.34%

+4.58%

IUSU.DE vs. VUDP.F - Expense Ratio Comparison

IUSU.DE has a 0.07% expense ratio, which is lower than VUDP.F's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

IUSU.DE vs. VUDP.F - Dividend Comparison

IUSU.DE's dividend yield for the trailing twelve months is around 3.43%, while VUDP.F has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
IUSU.DE
iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist)		3.43%3.85%3.69%2.90%0.75%0.51%1.62%2.07%1.26%0.89%0.62%0.24%
VUDP.F
Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

IUSU.DE and VUDP.F have a correlation of -0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUSU.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUSU.DE is cheaper with a 0.07% expense ratio, compared with 0.10% for VUDP.F.

IUSU.DE is categorized as Short-Term Bond, while VUDP.F is Government Bonds. IUSU.DE tracks Bloomberg US Government TR USD, while VUDP.F tracks Bloomberg U.S. Treasury 1-3 Year Index Hedged in EUR. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for IUSU.DE and 0.10% for VUDP.F.

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