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MDBU.DE vs. VUDP.F
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MDBU.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) A-dis (MDBU.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.

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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 VUDP.F's -1.75% 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*

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)

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


Correlation

The correlation between MDBU.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

MDBU.DE vs. VUDP.F — Risk / Return Rank

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

MDBU.DE
MDBU.DE Risk / Return Rank: 1212
Overall Rank
MDBU.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
MDBU.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
MDBU.DE Omega Ratio Rank: 1111
Omega Ratio Rank
MDBU.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
MDBU.DE Martin Ratio Rank: 1212
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.

MDBU.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) A-dis (MDBU.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.


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

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.04

Calmar ratioReturn relative to maximum drawdown

0.30

Martin ratioReturn relative to average drawdown

0.72

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


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Sharpe Ratios by Period


MDBU.DEVUDP.FDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

-0.43

+0.65

Drawdowns

MDBU.DE vs. VUDP.F - Drawdown Comparison

The maximum MDBU.DE drawdown since its inception was -12.38%, 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 MDBU.DE and VUDP.F.


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Drawdown Indicators


MDBU.DEVUDP.FDifference

Max Drawdown

Largest peak-to-trough decline

-12.38%

-2.16%

-10.22%

Max Drawdown (1Y)

Largest decline over 1 year

-3.81%

Max Drawdown (3Y)

Largest decline over 3 years

-10.06%

Max Drawdown (5Y)

Largest decline over 5 years

-12.09%

Current Drawdown

Current decline from peak

-6.60%

-1.97%

-4.63%

Average Drawdown

Average peak-to-trough decline

-5.71%

-0.82%

-4.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.57%

Volatility

MDBU.DE vs. VUDP.F - Volatility Comparison


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Volatility by Period


MDBU.DEVUDP.FDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.90%

Volatility (6M)

Calculated over the trailing 6-month period

3.83%

Volatility (1Y)

Calculated over the trailing 1-year period

5.40%

2.34%

+3.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.21%

2.34%

+4.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.88%

2.34%

+4.54%

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

MDBU.DE has a 0.18% 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

MDBU.DE vs. VUDP.F - Dividend Comparison

MDBU.DE's dividend yield for the trailing twelve months is around 2.66%, while VUDP.F has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
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%
VUDP.F
Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MDBU.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 0.18% for MDBU.DE.

MDBU.DE tracks Solactive Global Multilateral Development Bank Bond USD 25% Issuer Capped Index, 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: 0.18% for MDBU.DE and 0.10% for VUDP.F.

Portfolio Optimizer

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

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