VGTY.DE vs. VUDY.DE
VGTY.DE (Vanguard USD Treasury Bond UCITS ETF Distributing) and VUDY.DE (Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing) are both Government Bonds funds from Vanguard - VGTY.DE tracks the Bloomberg Global Aggregate US Treasury Float Adjusted Index while VUDY.DE tracks the Bloomberg US Treasury 1-3 Year Index. Both are passively managed. Their correlation of 0.84 suggests significant overlap in exposure. Both charge a 0.05% expense ratio.
Performance
VGTY.DE vs. VUDY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VGTY.DE achieves a 0.80% return, which is significantly lower than VUDY.DE's 1.50% return.
VGTY.DE
- 1D
- 0.08%
- 1M
- 0.76%
- YTD
- 0.80%
- 6M
- 0.01%
- 1Y
- 1.03%
- 3Y*
- -0.33%
- 5Y*
- 0.20%
- 10Y*
- —
VUDY.DE
- 1D
- -0.04%
- 1M
- 0.77%
- YTD
- 1.50%
- 6M
- 0.93%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VGTY.DE vs. VUDY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VGTY.DE Vanguard USD Treasury Bond UCITS ETF Distributing | 0.80% | -1.77% |
VUDY.DE Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing | 1.50% | -1.28% |
Correlation
The correlation between VGTY.DE and VUDY.DE is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 7, 2025 | 0.84 |
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Return for Risk
VGTY.DE vs. VUDY.DE — Risk / Return Rank
VGTY.DE
VUDY.DE
VGTY.DE vs. VUDY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Treasury Bond UCITS ETF Distributing (VGTY.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.
| VGTY.DE | VUDY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.04 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.25 | — | — |
| Martin ratioReturn relative to average drawdown | 0.62 | — | — |
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
| VGTY.DE | VUDY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.19 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.07 | +0.06 |
Drawdowns
VGTY.DE vs. VUDY.DE - Drawdown Comparison
The maximum VGTY.DE drawdown since its inception was -17.97%, which is greater than VUDY.DE's maximum drawdown of -3.65%. Use the drawdown chart below to compare losses from any high point for VGTY.DE and VUDY.DE.
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Drawdown Indicators
| VGTY.DE | VUDY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.97% | -3.65% | -14.32% |
Max Drawdown (1Y)Largest decline over 1 year | -4.08% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -11.23% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -13.16% | — | — |
Current DrawdownCurrent decline from peak | -14.45% | -1.43% | -13.02% |
Average DrawdownAverage peak-to-trough decline | -9.48% | -1.51% | -7.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.67% | — | — |
Volatility
VGTY.DE vs. VUDY.DE - Volatility Comparison
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Volatility by Period
| VGTY.DE | VUDY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.85% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 3.73% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 5.44% | 5.20% | +0.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.99% | 5.20% | +2.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.63% | 5.20% | +2.43% |
VGTY.DE vs. VUDY.DE - Expense Ratio Comparison
Both VGTY.DE and VUDY.DE have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
VGTY.DE vs. VUDY.DE - Dividend Comparison
VGTY.DE's dividend yield for the trailing twelve months is around 3.65%, more than VUDY.DE's 1.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VUDY.DE Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing | 1.63% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VGTY.DE and VUDY.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.05% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
VGTY.DE and VUDY.DE have the same expense ratio: 0.05% per year.
VGTY.DE tracks Bloomberg Global Aggregate US Treasury Float Adjusted Index, while VUDY.DE tracks Bloomberg US Treasury 1-3 Year Index.
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