OM3M.DE vs. VGTY.DE
OM3M.DE (iShares USD Treasury Bond 3-7 UCITS ETF USD Dist) and VGTY.DE (Vanguard USD Treasury Bond UCITS ETF Distributing) are both Government Bonds funds - OM3M.DE tracks the ICE US Treasury 3-7 Year Bond Index while VGTY.DE tracks the Bloomberg Global Aggregate US Treasury Float Adjusted Index. Both are passively managed. Over the past 5 years, OM3M.DE returned 1.05%/yr vs 0.20%/yr for VGTY.DE. With a 0.96 correlation, they move nearly in lockstep. OM3M.DE charges 0.07%/yr vs 0.05%/yr for VGTY.DE.
Performance
OM3M.DE vs. VGTY.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, OM3M.DE achieves a 0.54% return, which is significantly lower than VGTY.DE's 0.80% return.
OM3M.DE
- 1D
- 0.06%
- 1M
- 0.59%
- YTD
- 0.54%
- 6M
- -0.08%
- 1Y
- 0.83%
- 3Y*
- 0.55%
- 5Y*
- 1.05%
- 10Y*
- —
VGTY.DE
- 1D
- 0.08%
- 1M
- 0.76%
- YTD
- 0.80%
- 6M
- 0.01%
- 1Y
- 1.03%
- 3Y*
- -0.33%
- 5Y*
- 0.20%
- 10Y*
- —
OM3M.DE vs. VGTY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
OM3M.DE iShares USD Treasury Bond 3-7 UCITS ETF USD Dist | 0.54% | -4.89% | 7.50% | 0.56% | -3.84% | 5.66% | -2.73% | 8.28% | 4.00% |
VGTY.DE Vanguard USD Treasury Bond UCITS ETF Distributing | 0.80% | -5.99% | 6.16% | 0.04% | -6.98% | 5.64% | -2.09% | 9.36% | 3.35% |
Correlation
The correlation between OM3M.DE and VGTY.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2018 | 0.96 |
The correlation between OM3M.DE and VGTY.DE has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.
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
OM3M.DE vs. VGTY.DE — Risk / Return Rank
OM3M.DE
VGTY.DE
OM3M.DE vs. VGTY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 3-7 UCITS ETF USD Dist (OM3M.DE) and Vanguard USD Treasury Bond UCITS ETF Distributing (VGTY.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.
| OM3M.DE | VGTY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.04 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.20 | 0.25 | -0.05 |
| Martin ratioReturn relative to average drawdown | 0.51 | 0.62 | -0.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| OM3M.DE | VGTY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.16 | 0.19 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | 0.02 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.13 | +0.12 |
Drawdowns
OM3M.DE vs. VGTY.DE - Drawdown Comparison
The maximum OM3M.DE drawdown since its inception was -13.79%, smaller than the maximum VGTY.DE drawdown of -17.97%. Use the drawdown chart below to compare losses from any high point for OM3M.DE and VGTY.DE.
Loading charts...
Drawdown Indicators
| OM3M.DE | VGTY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.79% | -17.97% | +4.18% |
Max Drawdown (1Y)Largest decline over 1 year | -4.06% | -4.08% | +0.02% |
Max Drawdown (3Y)Largest decline over 3 years | -9.94% | -11.23% | +1.29% |
Max Drawdown (5Y)Largest decline over 5 years | -12.25% | -13.16% | +0.91% |
Current DrawdownCurrent decline from peak | -7.74% | -14.45% | +6.71% |
Average DrawdownAverage peak-to-trough decline | -6.62% | -9.48% | +2.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 1.67% | -0.04% |
Volatility
OM3M.DE vs. VGTY.DE - Volatility Comparison
iShares USD Treasury Bond 3-7 UCITS ETF USD Dist (OM3M.DE) and Vanguard USD Treasury Bond UCITS ETF Distributing (VGTY.DE) have volatilities of 0.81% and 0.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| OM3M.DE | VGTY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.81% | 0.85% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 3.63% | 3.73% | -0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.25% | 5.44% | -0.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.56% | 7.99% | -0.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.18% | 7.63% | -0.45% |
OM3M.DE vs. VGTY.DE - Expense Ratio Comparison
OM3M.DE has a 0.07% expense ratio, which is higher than VGTY.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
OM3M.DE vs. VGTY.DE - Dividend Comparison
OM3M.DE's dividend yield for the trailing twelve months is around 3.38%, less than VGTY.DE's 3.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
OM3M.DE iShares USD Treasury Bond 3-7 UCITS ETF USD Dist | 3.38% | 3.78% | 3.19% | 2.59% | 1.31% | 0.83% | 1.81% | 2.08% | 0.00% | 0.00% |
VGTY.DE Vanguard USD Treasury Bond UCITS ETF Distributing | 3.65% | 3.99% | 3.65% | 3.21% | 2.05% | 0.99% | 1.48% | 2.10% | 1.94% | 0.26% |
Frequently Asked Questions
With a correlation of 0.97, OM3M.DE and VGTY.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, VGTY.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VGTY.DE is cheaper with a 0.05% expense ratio, compared with 0.07% for OM3M.DE.
OM3M.DE tracks ICE US Treasury 3-7 Year Bond Index, while VGTY.DE tracks Bloomberg Global Aggregate US Treasury Float Adjusted Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for OM3M.DE and 0.05% for VGTY.DE.
Find the right allocation for OM3M.DE and VGTY.DE
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