MDBU.DE vs. DJAD.DE
MDBU.DE (UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) A-dis) and DJAD.DE (Amundi US Treasury Bond Long Dated UCITS ETF Dist) are both Government Bonds funds - MDBU.DE tracks the Solactive Global Multilateral Development Bank Bond USD 25% Issuer Capped Index while DJAD.DE tracks the Bloomberg US Long Treasury Index. Both are passively managed. Over the past 5 years, MDBU.DE returned 1.69%/yr vs -4.32%/yr for DJAD.DE. A 0.52 correlation means they provide meaningful diversification when combined. MDBU.DE charges 0.18%/yr vs 0.06%/yr for DJAD.DE.
Performance
MDBU.DE vs. DJAD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MDBU.DE achieves a 1.02% return, which is significantly higher than DJAD.DE's 0.70% return.
MDBU.DE
- 1D
- 0.09%
- 1M
- 0.78%
- YTD
- 1.02%
- 6M
- 0.39%
- 1Y
- 1.13%
- 3Y*
- 0.83%
- 5Y*
- 1.69%
- 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*
- —
MDBU.DE vs. DJAD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MDBU.DE UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) A-dis | 1.02% | -5.52% | 8.42% | 0.69% | -1.90% | 6.58% | -4.66% | 7.40% | 0.42% |
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 MDBU.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 MDBU.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
MDBU.DE vs. DJAD.DE — Risk / Return Rank
MDBU.DE
DJAD.DE
MDBU.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) A-dis (MDBU.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.
| MDBU.DE | DJAD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.05 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.30 | 0.36 | -0.06 |
| Martin ratioReturn relative to average drawdown | 0.72 | 0.78 | -0.06 |
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
| MDBU.DE | DJAD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.21 | 0.26 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | -0.30 | +0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | -0.06 | +0.28 |
Drawdowns
MDBU.DE vs. DJAD.DE - Drawdown Comparison
The maximum MDBU.DE drawdown since its inception was -12.38%, smaller than the maximum DJAD.DE drawdown of -44.43%. Use the drawdown chart below to compare losses from any high point for MDBU.DE and DJAD.DE.
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Drawdown Indicators
| MDBU.DE | DJAD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.38% | -44.43% | +32.05% |
Max Drawdown (1Y)Largest decline over 1 year | -3.81% | -6.37% | +2.56% |
Max Drawdown (3Y)Largest decline over 3 years | -10.06% | -16.67% | +6.61% |
Max Drawdown (5Y)Largest decline over 5 years | -12.09% | -36.54% | +24.45% |
Current DrawdownCurrent decline from peak | -6.60% | -40.73% | +34.13% |
Average DrawdownAverage peak-to-trough decline | -5.71% | -25.24% | +19.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.57% | 2.93% | -1.36% |
Volatility
MDBU.DE vs. DJAD.DE - Volatility Comparison
The current volatility for UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) A-dis (MDBU.DE) is 0.90%, while Amundi US Treasury Bond Long Dated UCITS ETF Dist (DJAD.DE) has a volatility of 2.36%. This indicates that MDBU.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
| MDBU.DE | DJAD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.90% | 2.36% | -1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 3.83% | 6.00% | -2.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.40% | 8.81% | -3.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.21% | 14.28% | -7.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.88% | 14.57% | -7.69% |
MDBU.DE vs. DJAD.DE - Expense Ratio Comparison
MDBU.DE has a 0.18% 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
MDBU.DE vs. DJAD.DE - Dividend Comparison
MDBU.DE's dividend yield for the trailing twelve months is around 2.66%, less than DJAD.DE's 3.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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% |
MDBU.DE UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) A-dis | 2.66% | 3.79% | 1.92% | 1.75% | 0.75% | 0.59% | 1.58% | 1.40% |
Frequently Asked Questions
MDBU.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 0.18% for MDBU.DE.
MDBU.DE tracks Solactive Global Multilateral Development Bank Bond USD 25% Issuer Capped Index, while DJAD.DE tracks Bloomberg US Long Treasury Index. They also come from different issuers: UBS and Amundi. Their fees differ too: 0.18% for MDBU.DE and 0.06% for DJAD.DE.
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