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U10C.L vs. VUSTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

U10C.L vs. VUSTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi US Treasury Bond 10+Y UCITS ETF Acc (U10C.L) and Vanguard Long-Term Treasury Fund Investor Shares (VUSTX). The values are adjusted to include any dividend payments, if applicable.

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U10C.L vs. VUSTX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
U10C.L
Amundi US Treasury Bond 10+Y UCITS ETF Acc
-0.67%5.51%-5.71%2.61%-28.28%-1.82%
VUSTX
Vanguard Long-Term Treasury Fund Investor Shares
-0.56%5.55%-6.41%3.33%-29.58%-0.77%

Returns By Period

In the year-to-date period, U10C.L achieves a -0.67% return, which is significantly lower than VUSTX's -0.56% return.


U10C.L

1D
0.40%
1M
-2.67%
YTD
-0.67%
6M
-0.30%
1Y
-0.01%
3Y*
-1.29%
5Y*
10Y*

VUSTX

1D
0.00%
1M
-3.43%
YTD
-0.56%
6M
-0.98%
1Y
-0.63%
3Y*
-1.62%
5Y*
-4.99%
10Y*
-0.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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U10C.L vs. VUSTX - Expense Ratio Comparison

U10C.L has a 0.07% expense ratio, which is lower than VUSTX's 0.20% 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%.


Return for Risk

U10C.L vs. VUSTX — Risk / Return Rank

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

U10C.L
U10C.L Risk / Return Rank: 1111
Overall Rank
U10C.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
U10C.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
U10C.L Omega Ratio Rank: 1010
Omega Ratio Rank
U10C.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
U10C.L Martin Ratio Rank: 1212
Martin Ratio Rank

VUSTX
VUSTX Risk / Return Rank: 66
Overall Rank
VUSTX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
VUSTX Sortino Ratio Rank: 44
Sortino Ratio Rank
VUSTX Omega Ratio Rank: 44
Omega Ratio Rank
VUSTX Calmar Ratio Rank: 88
Calmar Ratio Rank
VUSTX Martin Ratio Rank: 77
Martin Ratio Rank
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.

U10C.L vs. VUSTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi US Treasury Bond 10+Y UCITS ETF Acc (U10C.L) and Vanguard Long-Term Treasury Fund Investor Shares (VUSTX). 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.


U10C.LVUSTXDifference

Sharpe ratio

Return per unit of total volatility

-0.00

0.02

-0.02

Sortino ratio

Return per unit of downside risk

0.07

0.10

-0.03

Omega ratio

Gain probability vs. loss probability

1.01

1.01

0.00

Calmar ratio

Return relative to maximum drawdown

0.04

0.15

-0.11

Martin ratio

Return relative to average drawdown

0.07

0.33

-0.26

U10C.L vs. VUSTX - Sharpe Ratio Comparison

The current U10C.L Sharpe Ratio is -0.00, which is lower than the VUSTX Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of U10C.L and VUSTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


U10C.LVUSTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.00

0.02

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.51

0.44

-0.94

Correlation

The correlation between U10C.L and VUSTX is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

U10C.L vs. VUSTX - Dividend Comparison

U10C.L has not paid dividends to shareholders, while VUSTX's dividend yield for the trailing twelve months is around 4.02%.


TTM20252024202320222021202020192018201720162015
U10C.L
Amundi US Treasury Bond 10+Y UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUSTX
Vanguard Long-Term Treasury Fund Investor Shares
4.02%4.29%4.03%3.33%2.93%4.21%10.38%2.82%2.82%2.64%5.27%5.52%

Drawdowns

U10C.L vs. VUSTX - Drawdown Comparison

The maximum U10C.L drawdown since its inception was -40.18%, smaller than the maximum VUSTX drawdown of -46.37%. Use the drawdown chart below to compare losses from any high point for U10C.L and VUSTX.


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Drawdown Indicators


U10C.LVUSTXDifference

Max Drawdown

Largest peak-to-trough decline

-40.18%

-46.37%

+6.19%

Max Drawdown (1Y)

Largest decline over 1 year

-9.02%

-8.77%

-0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-41.45%

Max Drawdown (10Y)

Largest decline over 10 years

-46.37%

Current Drawdown

Current decline from peak

-29.95%

-36.78%

+6.83%

Average Drawdown

Average peak-to-trough decline

-27.19%

-9.23%

-17.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.27%

3.95%

+0.32%

Volatility

U10C.L vs. VUSTX - Volatility Comparison

The current volatility for Amundi US Treasury Bond 10+Y UCITS ETF Acc (U10C.L) is 3.18%, while Vanguard Long-Term Treasury Fund Investor Shares (VUSTX) has a volatility of 3.60%. This indicates that U10C.L experiences smaller price fluctuations and is considered to be less risky than VUSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


U10C.LVUSTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.18%

3.60%

-0.42%

Volatility (6M)

Calculated over the trailing 6-month period

5.88%

6.06%

-0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

10.65%

10.49%

+0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.14%

14.64%

-0.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.14%

13.78%

+0.36%