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JA13.DE vs. VUDY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JA13.DE vs. VUDY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan BetaBuilders US Treasury Bond 1-3 yr UCITS ETF (JA13.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, JA13.DE achieves a 3.36% return, which is significantly lower than VUDY.DE's 3.65% return.


JA13.DE

1D
-0.25%
1M
1.31%
6M
2.39%
YTD
3.36%
1Y
4.50%
3Y*
3.52%
5Y*
2.47%
10Y*

VUDY.DE

1D
0.00%
1M
1.58%
6M
2.69%
YTD
3.65%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JA13.DE vs. VUDY.DE - Yearly Performance Comparison


Correlation

The correlation between JA13.DE and VUDY.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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Return for Risk

JA13.DE vs. VUDY.DE — Risk / Return Rank

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

JA13.DE
JA13.DE Risk / Return Rank: 3131
Overall Rank
JA13.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
JA13.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
JA13.DE Omega Ratio Rank: 2727
Omega Ratio Rank
JA13.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
JA13.DE Martin Ratio Rank: 3030
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.

JA13.DE vs. VUDY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders US Treasury Bond 1-3 yr UCITS ETF (JA13.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.


JA13.DEVUDY.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.17

Calmar ratioReturn relative to maximum drawdown

1.48

Martin ratioReturn relative to average drawdown

3.66

JA13.DE vs. VUDY.DE - Sharpe Ratio Comparison


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Drawdowns

JA13.DE vs. VUDY.DE - Drawdown Comparison

The maximum JA13.DE drawdown since its inception was -15.21%, 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 JA13.DE and VUDY.DE.


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Drawdown Indicators


JA13.DEVUDY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-15.21%

-3.56%

-11.65%

Max Drawdown (1Y)

Largest decline over 1 year

-3.53%

Max Drawdown (3Y)

Largest decline over 3 years

-10.93%

Max Drawdown (5Y)

Largest decline over 5 years

-12.52%

Current Drawdown

Current decline from peak

-5.49%

-0.50%

-4.99%

Average Drawdown

Average peak-to-trough decline

-7.18%

-1.28%

-5.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.43%

Volatility

JA13.DE vs. VUDY.DE - Volatility Comparison


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Volatility by Period


JA13.DEVUDY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.43%

Volatility (6M)

Calculated over the trailing 6-month period

3.90%

Volatility (1Y)

Calculated over the trailing 1-year period

5.53%

5.10%

+0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.15%

5.10%

+2.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.59%

5.10%

+3.49%

JA13.DE vs. VUDY.DE - Expense Ratio Comparison

JA13.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

JA13.DE vs. VUDY.DE - Dividend Comparison

JA13.DE has not paid dividends to shareholders, while VUDY.DE's dividend yield for the trailing twelve months is around 2.45%.


PositionTTM20252024202320222021202020192018
JA13.DE
JPMorgan BetaBuilders US Treasury Bond 1-3 yr UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.96%
VUDY.DE
Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing
2.45%0.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.99, JA13.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 JA13.DE.

JA13.DE tracks J.P. Morgan Government Bond Index United States 1-3 Year Select Maturity, while VUDY.DE tracks Bloomberg US Treasury 1-3 Year Index. They also come from different issuers: JPMorgan and Vanguard. Their fees differ too: 0.07% for JA13.DE and 0.05% for VUDY.DE.

Portfolio Optimizer

Find the right allocation for JA13.DE and VUDY.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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