PortfoliosLab logoPortfoliosLab logo
MDBA.DE vs. VUDP.F
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MDBA.DE vs. VUDP.F - 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 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.

Loading charts...

Returns By Period

In the year-to-date period, MDBA.DE achieves a 1.20% return, which is significantly higher than VUDP.F's -1.75% 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*

VUDP.F

1D
0.10%
1M
-0.36%
YTD
-1.75%
6M
-1.87%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between MDBA.DE and VUDP.F is -0.18, 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

-0.18

Compare stocks, funds, or ETFs

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


Return for Risk

MDBA.DE vs. VUDP.F — 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

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.

MDBA.DE vs. VUDP.F - 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 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.


MDBA.DEVUDP.FDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.05

Calmar ratioReturn relative to maximum drawdown

0.43

Martin ratioReturn relative to average drawdown

1.04

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


Loading charts...

Sharpe Ratios by Period


MDBA.DEVUDP.FDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

-0.43

+0.67

Drawdowns

MDBA.DE vs. VUDP.F - Drawdown Comparison

The maximum MDBA.DE drawdown since its inception was -12.17%, 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 MDBA.DE and VUDP.F.


Loading charts...

Drawdown Indicators


MDBA.DEVUDP.FDifference

Max Drawdown

Largest peak-to-trough decline

-12.17%

-2.16%

-10.01%

Max Drawdown (1Y)

Largest decline over 1 year

-3.81%

Max Drawdown (3Y)

Largest decline over 3 years

-10.11%

Max Drawdown (5Y)

Largest decline over 5 years

-12.02%

Current Drawdown

Current decline from peak

-6.13%

-1.97%

-4.16%

Average Drawdown

Average peak-to-trough decline

-5.56%

-0.82%

-4.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.55%

Volatility

MDBA.DE vs. VUDP.F - Volatility Comparison


Loading charts...

Volatility by Period


MDBA.DEVUDP.FDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.85%

Volatility (6M)

Calculated over the trailing 6-month period

3.65%

Volatility (1Y)

Calculated over the trailing 1-year period

5.31%

2.34%

+2.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.26%

2.34%

+4.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.03%

2.34%

+4.69%

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

MDBA.DE has a 0.15% expense ratio, which is higher than VUDP.F's 0.10% 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. VUDP.F - Dividend Comparison

Neither MDBA.DE nor VUDP.F has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


MDBA.DE and VUDP.F have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VUDP.F is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUDP.F is cheaper with a 0.10% expense ratio, compared with 0.15% for MDBA.DE.

MDBA.DE tracks Solactive UBS Global Multilateral Development Bank Bond USD 25% Issuer Capped, while VUDP.F tracks Bloomberg U.S. Treasury 1-3 Year Index Hedged in EUR. They also come from different issuers: UBS and Vanguard. Their fees differ too: 0.15% for MDBA.DE and 0.10% for VUDP.F.

Portfolio Optimizer

Find the right allocation for MDBA.DE and VUDP.F

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

Open Portfolio Optimizer