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UEEG.DE vs. VUDY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UEEG.DE vs. VUDY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares $ Development Bank Bonds UCITS ETF EUR Hedged (Acc) (UEEG.DE) and Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing (VUDY.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UEEG.DE achieves a -0.84% return, which is significantly lower than VUDY.DE's 3.66% return.


UEEG.DE

1D
0.00%
1M
0.00%
6M
-0.63%
YTD
-0.84%
1Y
1.29%
3Y*
2.07%
5Y*
-0.99%
10Y*

VUDY.DE

1D
0.07%
1M
1.55%
6M
2.30%
YTD
3.66%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UEEG.DE vs. VUDY.DE - Yearly Performance Comparison


Correlation

The correlation between UEEG.DE and VUDY.DE is -0.14, 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 6, 2025

-0.14

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Return for Risk

UEEG.DE vs. VUDY.DE — Risk / Return Rank

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

UEEG.DE
UEEG.DE Risk / Return Rank: 1717
Overall Rank
UEEG.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
UEEG.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
UEEG.DE Omega Ratio Rank: 1515
Omega Ratio Rank
UEEG.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
UEEG.DE Martin Ratio Rank: 1818
Martin Ratio Rank

VUDY.DE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

UEEG.DE vs. VUDY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Development Bank Bonds UCITS ETF EUR Hedged (Acc) (UEEG.DE) and Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing (VUDY.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


UEEG.DEVUDY.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.07

Calmar ratioReturn relative to maximum drawdown

0.56

Martin ratioReturn relative to average drawdown

1.28

UEEG.DE vs. VUDY.DE - Sharpe Ratio Comparison


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Drawdowns

UEEG.DE vs. VUDY.DE - Drawdown Comparison

The maximum UEEG.DE drawdown since its inception was -13.77%, which is greater than VUDY.DE's maximum drawdown of -3.56%. Use the drawdown chart below to compare losses from any high point for UEEG.DE and VUDY.DE.


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Drawdown Indicators


UEEG.DEVUDY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.77%

-3.56%

-10.21%

Max Drawdown (1Y)

Largest decline over 1 year

-2.30%

Max Drawdown (3Y)

Largest decline over 3 years

-3.22%

Max Drawdown (5Y)

Largest decline over 5 years

-12.90%

Current Drawdown

Current decline from peak

-6.19%

-0.48%

-5.71%

Average Drawdown

Average peak-to-trough decline

-7.23%

-1.28%

-5.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

Volatility

UEEG.DE vs. VUDY.DE - Volatility Comparison


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Volatility by Period


UEEG.DEVUDY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.00%

Volatility (6M)

Calculated over the trailing 6-month period

2.78%

Volatility (1Y)

Calculated over the trailing 1-year period

3.62%

5.08%

-1.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.30%

5.08%

-0.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.03%

5.08%

-1.05%

UEEG.DE vs. VUDY.DE - Expense Ratio Comparison

UEEG.DE has a 0.18% expense ratio, which is higher than VUDY.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

UEEG.DE vs. VUDY.DE - Dividend Comparison

UEEG.DE has not paid dividends to shareholders, while VUDY.DE's dividend yield for the trailing twelve months is around 2.46%.


Frequently Asked Questions


UEEG.DE and VUDY.DE have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VUDY.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUDY.DE is cheaper with a 0.05% expense ratio, compared with 0.18% for UEEG.DE.

UEEG.DE tracks FTSE World Broad Investment-Grade USD Multilateral Development Bank Bond Capped Index (EUR Hedged), while VUDY.DE tracks Bloomberg US Treasury 1-3 Year Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.18% for UEEG.DE and 0.05% for VUDY.DE.

Portfolio Optimizer

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