SXRL.DE vs. VUDP.F
SXRL.DE (iShares USD Treasury Bond 3-7yr UCITS ETF (Acc)) and VUDP.F (Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing) are both Government Bonds funds - SXRL.DE tracks the ICE US Treasury 3-7 Year while VUDP.F tracks the Bloomberg U.S. Treasury 1-3 Year Index Hedged in EUR. Both are passively managed. At a 0.44 correlation, their price movements are largely independent. SXRL.DE charges 0.07%/yr vs 0.10%/yr for VUDP.F.
Performance
SXRL.DE vs. VUDP.F - Performance Comparison
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Different Trading Currencies
SXRL.DE is traded in USD, while VUDP.F is traded in EUR. To make them comparable, the VUDP.F values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, SXRL.DE achieves a -0.31% return, which is significantly higher than VUDP.F's -2.88% return.
SXRL.DE
- 1D
- 0.20%
- 1M
- -0.08%
- YTD
- -0.31%
- 6M
- -0.10%
- 1Y
- 3.22%
- 3Y*
- 3.72%
- 5Y*
- 0.39%
- 10Y*
- 1.39%
VUDP.F
- 1D
- 0.22%
- 1M
- -1.05%
- YTD
- -2.88%
- 6M
- -2.14%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SXRL.DE vs. VUDP.F - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SXRL.DE iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) | -0.31% | 0.53% |
VUDP.F Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing | -2.88% | 2.97% |
Correlation
The correlation between SXRL.DE and VUDP.F is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 7, 2025 | 0.44 |
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Return for Risk
SXRL.DE vs. VUDP.F — Risk / Return Rank
SXRL.DE
VUDP.F
SXRL.DE vs. VUDP.F - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (SXRL.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.
| SXRL.DE | VUDP.F | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.20 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.32 | — | — |
| Martin ratioReturn relative to average drawdown | 4.12 | — | — |
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
| SXRL.DE | VUDP.F | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.00 | +0.54 |
Drawdowns
SXRL.DE vs. VUDP.F - Drawdown Comparison
The maximum SXRL.DE drawdown since its inception was -14.09%, which is greater than VUDP.F's maximum drawdown of -5.68%. Use the drawdown chart below to compare losses from any high point for SXRL.DE and VUDP.F.
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Drawdown Indicators
| SXRL.DE | VUDP.F | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.09% | -5.68% | -8.41% |
Max Drawdown (1Y)Largest decline over 1 year | -2.43% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -3.63% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -13.50% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -14.09% | — | — |
Current DrawdownCurrent decline from peak | -1.58% | -4.93% | +3.35% |
Average DrawdownAverage peak-to-trough decline | -2.87% | -2.38% | -0.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.78% | — | — |
Volatility
SXRL.DE vs. VUDP.F - Volatility Comparison
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Volatility by Period
| SXRL.DE | VUDP.F | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.11% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 2.17% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 2.94% | 6.71% | -3.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.68% | 6.71% | -2.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.84% | 6.71% | -2.87% |
SXRL.DE vs. VUDP.F - Expense Ratio Comparison
SXRL.DE has a 0.07% expense ratio, which is lower than VUDP.F's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SXRL.DE vs. VUDP.F - Dividend Comparison
Neither SXRL.DE nor VUDP.F has paid dividends to shareholders.
Frequently Asked Questions
SXRL.DE and VUDP.F have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRL.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRL.DE is cheaper with a 0.07% expense ratio, compared with 0.10% for VUDP.F.
SXRL.DE tracks ICE US Treasury 3-7 Year, while VUDP.F tracks Bloomberg U.S. Treasury 1-3 Year Index Hedged in EUR. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for SXRL.DE and 0.10% for VUDP.F.
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