UEEG.DE vs. VUDY.DE
UEEG.DE (iShares $ Development Bank Bonds UCITS ETF EUR Hedged (Acc)) and VUDY.DE (Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing) are both Government Bonds funds - UEEG.DE tracks the FTSE World Broad Investment-Grade USD Multilateral Development Bank Bond Capped Index (EUR Hedged) while VUDY.DE tracks the Bloomberg US Treasury 1-3 Year Index. Both are passively managed. At a correlation of -0.14, they often move in opposite directions. UEEG.DE charges 0.18%/yr vs 0.05%/yr for VUDY.DE.
Performance
UEEG.DE vs. VUDY.DE - Performance Comparison
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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*
- —
UEEG.DE vs. VUDY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
UEEG.DE iShares $ Development Bank Bonds UCITS ETF EUR Hedged (Acc) | -0.84% | 0.64% |
VUDY.DE Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing | 3.66% | -1.28% |
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
UEEG.DE
VUDY.DE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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.DE | VUDY.DE | Difference | |
|---|---|---|---|
| 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 | — | — |
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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.DE | VUDY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -6.19% | -0.48% | -5.71% |
Average DrawdownAverage peak-to-trough decline | -7.23% | -1.28% | -5.95% |
Ulcer IndexDepth 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.DE | VUDY.DE | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 |
|---|---|---|
UEEG.DE iShares $ Development Bank Bonds UCITS ETF EUR Hedged (Acc) | 0.00% | 0.00% |
VUDY.DE Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing | 2.46% | 0.44% |
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.
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