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MDBA.DE vs. DJAD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MDBA.DE vs. DJAD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) Acc (MDBA.DE) and Amundi US Treasury Bond Long Dated UCITS ETF Dist (DJAD.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, MDBA.DE achieves a 1.20% return, which is significantly higher than DJAD.DE's 0.70% return.


MDBA.DE

1D
0.00%
1M
0.73%
YTD
1.20%
6M
0.67%
1Y
1.63%
3Y*
1.12%
5Y*
1.90%
10Y*

DJAD.DE

1D
0.26%
1M
1.26%
YTD
0.70%
6M
-0.72%
1Y
2.28%
3Y*
-3.33%
5Y*
-4.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MDBA.DE vs. DJAD.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
MDBA.DE
UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) Acc
1.20%-5.19%8.65%0.89%-1.84%6.67%-4.47%7.64%0.37%
DJAD.DE
Amundi US Treasury Bond Long Dated UCITS ETF Dist
0.70%-6.15%-0.86%-0.74%-24.23%3.18%6.09%17.33%3.33%

Correlation

The correlation between MDBA.DE and DJAD.DE is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.52

Correlation (3Y)
Calculated over the trailing 3-year period

0.49

Correlation (5Y)
Calculated over the trailing 5-year period

0.51

Correlation (All Time)
Calculated using the full available price history since Nov 15, 2018

0.52

The correlation between MDBA.DE and DJAD.DE has been stable across timeframes, ranging from 0.49 to 0.52 - a consistent structural relationship.

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Return for Risk

MDBA.DE vs. DJAD.DE — Risk / Return Rank

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

MDBA.DE
MDBA.DE Risk / Return Rank: 1313
Overall Rank
MDBA.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
MDBA.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
MDBA.DE Omega Ratio Rank: 1212
Omega Ratio Rank
MDBA.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
MDBA.DE Martin Ratio Rank: 1414
Martin Ratio Rank

DJAD.DE
DJAD.DE Risk / Return Rank: 1313
Overall Rank
DJAD.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
DJAD.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
DJAD.DE Omega Ratio Rank: 1212
Omega Ratio Rank
DJAD.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
DJAD.DE Martin Ratio Rank: 1313
Martin Ratio Rank
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.

MDBA.DE vs. DJAD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) Acc (MDBA.DE) and Amundi US Treasury Bond Long Dated UCITS ETF Dist (DJAD.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.


MDBA.DEDJAD.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.05

1.05

0.00

Calmar ratioReturn relative to maximum drawdown

0.43

0.36

+0.07

Martin ratioReturn relative to average drawdown

1.04

0.78

+0.27

MDBA.DE vs. DJAD.DE - Sharpe Ratio Comparison

The current MDBA.DE Sharpe Ratio is 0.31, which is comparable to the DJAD.DE Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of MDBA.DE and DJAD.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MDBA.DEDJAD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.31

0.26

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

-0.30

+0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

-0.06

+0.30

Drawdowns

MDBA.DE vs. DJAD.DE - Drawdown Comparison

The maximum MDBA.DE drawdown since its inception was -12.17%, smaller than the maximum DJAD.DE drawdown of -44.43%. Use the drawdown chart below to compare losses from any high point for MDBA.DE and DJAD.DE.


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Drawdown Indicators


MDBA.DEDJAD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.17%

-44.43%

+32.26%

Max Drawdown (1Y)

Largest decline over 1 year

-3.81%

-6.37%

+2.56%

Max Drawdown (3Y)

Largest decline over 3 years

-10.11%

-16.67%

+6.56%

Max Drawdown (5Y)

Largest decline over 5 years

-12.02%

-36.54%

+24.52%

Current Drawdown

Current decline from peak

-6.13%

-40.73%

+34.60%

Average Drawdown

Average peak-to-trough decline

-5.56%

-25.24%

+19.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.55%

2.93%

-1.38%

Volatility

MDBA.DE vs. DJAD.DE - Volatility Comparison

The current volatility for UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) Acc (MDBA.DE) is 0.85%, while Amundi US Treasury Bond Long Dated UCITS ETF Dist (DJAD.DE) has a volatility of 2.36%. This indicates that MDBA.DE experiences smaller price fluctuations and is considered to be less risky than DJAD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MDBA.DEDJAD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.85%

2.36%

-1.51%

Volatility (6M)

Calculated over the trailing 6-month period

3.65%

6.00%

-2.35%

Volatility (1Y)

Calculated over the trailing 1-year period

5.31%

8.81%

-3.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.26%

14.28%

-7.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.03%

14.57%

-7.54%

MDBA.DE vs. DJAD.DE - Expense Ratio Comparison

MDBA.DE has a 0.15% expense ratio, which is higher than DJAD.DE's 0.06% 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

MDBA.DE vs. DJAD.DE - Dividend Comparison

MDBA.DE has not paid dividends to shareholders, while DJAD.DE's dividend yield for the trailing twelve months is around 3.47%.


PositionTTM2025202420232022202120202019
DJAD.DE
Amundi US Treasury Bond Long Dated UCITS ETF Dist
3.47%3.50%3.53%2.89%3.36%2.22%2.38%2.87%
MDBA.DE
UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MDBA.DE and DJAD.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DJAD.DE is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DJAD.DE is cheaper with a 0.06% expense ratio, compared with 0.15% for MDBA.DE.

MDBA.DE tracks Solactive UBS Global Multilateral Development Bank Bond USD 25% Issuer Capped, while DJAD.DE tracks Bloomberg US Long Treasury Index. They also come from different issuers: UBS and Amundi. Their fees differ too: 0.15% for MDBA.DE and 0.06% for DJAD.DE.

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