MDBA.DE vs. VUDP.F
MDBA.DE (UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) Acc) and VUDP.F (Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing) are both Government Bonds funds - MDBA.DE tracks the Solactive UBS Global Multilateral Development Bank Bond USD 25% Issuer Capped while VUDP.F tracks the Bloomberg U.S. Treasury 1-3 Year Index Hedged in EUR. Both are passively managed. At a correlation of -0.18, they often move in opposite directions. MDBA.DE charges 0.15%/yr vs 0.10%/yr for VUDP.F.
Performance
MDBA.DE vs. VUDP.F - Performance Comparison
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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 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*
- —
MDBA.DE vs. VUDP.F - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MDBA.DE UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) Acc | 1.20% | -1.25% |
VUDP.F Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing | -1.75% | 1.21% |
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 |
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Return for Risk
MDBA.DE vs. VUDP.F — Risk / Return Rank
MDBA.DE
VUDP.F
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.DE | VUDP.F | Difference | |
|---|---|---|---|
| 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 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MDBA.DE | VUDP.F | Difference | |
|---|---|---|---|
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.
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Drawdown Indicators
| MDBA.DE | VUDP.F | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -6.13% | -1.97% | -4.16% |
Average DrawdownAverage peak-to-trough decline | -5.56% | -0.82% | -4.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.55% | — | — |
Volatility
MDBA.DE vs. VUDP.F - Volatility Comparison
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Volatility by Period
| MDBA.DE | VUDP.F | Difference | |
|---|---|---|---|
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.
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.
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