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

Performance

MDBA.DE vs. VUDY.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 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, MDBA.DE achieves a 1.20% return, which is significantly lower than VUDY.DE's 1.50% 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*

VUDY.DE

1D
-0.04%
1M
0.77%
YTD
1.50%
6M
0.93%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between MDBA.DE and VUDY.DE is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 7, 2025

0.94

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Return for Risk

MDBA.DE vs. VUDY.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

VUDY.DE
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. VUDY.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 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.


MDBA.DEVUDY.DEDifference
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. VUDY.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MDBA.DEVUDY.DEDifference

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

0.07

+0.17

Drawdowns

MDBA.DE vs. VUDY.DE - Drawdown Comparison

The maximum MDBA.DE drawdown since its inception was -12.17%, which is greater than VUDY.DE's maximum drawdown of -3.65%. Use the drawdown chart below to compare losses from any high point for MDBA.DE and VUDY.DE.


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Drawdown Indicators


MDBA.DEVUDY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.17%

-3.65%

-8.52%

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%

-1.43%

-4.70%

Average Drawdown

Average peak-to-trough decline

-5.56%

-1.51%

-4.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.55%

Volatility

MDBA.DE vs. VUDY.DE - Volatility Comparison


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Volatility by Period


MDBA.DEVUDY.DEDifference

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%

5.20%

+0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.26%

5.20%

+2.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.03%

5.20%

+1.83%

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

MDBA.DE has a 0.15% 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

MDBA.DE vs. VUDY.DE - Dividend Comparison

MDBA.DE has not paid dividends to shareholders, while VUDY.DE's dividend yield for the trailing twelve months is around 1.63%.


Frequently Asked Questions


With a correlation of 0.94, MDBA.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 0.15% for MDBA.DE.

MDBA.DE tracks Solactive UBS Global Multilateral Development Bank Bond USD 25% Issuer Capped, while VUDY.DE tracks Bloomberg US Treasury 1-3 Year Index. They also come from different issuers: UBS and Vanguard. Their fees differ too: 0.15% for MDBA.DE and 0.05% for VUDY.DE.

Portfolio Optimizer

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