VUDP.F vs. 2B7S.DE

Last updated Jun 5, 2026

VUDP.F (Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing) and 2B7S.DE (iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc) are both Government Bonds funds - VUDP.F tracks the Bloomberg U.S. Treasury 1-3 Year Index Hedged in EUR while 2B7S.DE tracks the ICE US Treasury 1-3 Year (EUR Hedged) Index. Both are passively managed. A 0.76 correlation means they provide meaningful diversification when combined. Both charge a 0.10% expense ratio.

Performance

VUDP.F vs. 2B7S.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing (VUDP.F) and iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc (2B7S.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VUDP.F achieves a -1.75% return, which is significantly lower than 2B7S.DE's -0.08% return.

VUDP.F

• 1D: 0.10%
• 1M: -0.36%
• YTD: -1.75%
• 6M: -1.87%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

2B7S.DE

• 1D: 0.09%
• 1M: -0.02%
• YTD: -0.08%
• 6M: -0.01%
• 1Y: 1.30%
• 3Y*: 2.30%
• 5Y*: -0.00%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VUDP.F vs. 2B7S.DE - Yearly Performance Comparison

	2026 (YTD)	2025
VUDP.F Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing	-1.75%	1.21%
2B7S.DE iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc	-0.08%	0.24%

Correlation

The correlation between VUDP.F and 2B7S.DE is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 7, 2025	0.76

Return for Risk

VUDP.F vs. 2B7S.DE — Risk / Return Rank

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

2B7S.DE

2B7S.DE Risk / Return Rank: 29
2B7S.DE Sharpe Ratio Rank: 29
2B7S.DE Sortino Ratio Rank: 28
2B7S.DE Omega Ratio Rank: 27
2B7S.DE Calmar Ratio Rank: 31
2B7S.DE Martin Ratio Rank: 29

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.

VUDP.F vs. 2B7S.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing (VUDP.F) and iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc (2B7S.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.

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

Sharpe Ratios by Period

	VUDP.F	2B7S.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.00	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.00	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.43	-0.00	-0.43

Drawdowns

VUDP.F vs. 2B7S.DE - Drawdown Comparison

The maximum VUDP.F drawdown since its inception was -2.16%, smaller than the maximum 2B7S.DE drawdown of -7.76%. Use the drawdown chart below to compare losses from any high point for VUDP.F and 2B7S.DE.

Drawdown Indicators

	VUDP.F	2B7S.DE	Difference
Max Drawdown Largest peak-to-trough decline	-2.16%	-7.76%	+5.60%
Max Drawdown (1Y) Largest decline over 1 year	—	-0.85%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-1.14%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-7.72%	—
Current Drawdown Current decline from peak	-1.97%	-0.58%	-1.39%
Average Drawdown Average peak-to-trough decline	-0.82%	-3.30%	+2.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.31%	—

Volatility

Volatility by Period

	VUDP.F	2B7S.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.47%	—
Volatility (6M) Calculated over the trailing 6-month period	—	0.92%	—
Volatility (1Y) Calculated over the trailing 1-year period	2.34%	1.29%	+1.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.34%	1.99%	+0.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.34%	1.96%	+0.38%

VUDP.F vs. 2B7S.DE - Expense Ratio Comparison

Both VUDP.F and 2B7S.DE have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

VUDP.F vs. 2B7S.DE - Dividend Comparison

Neither VUDP.F nor 2B7S.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both VUDP.F and 2B7S.DE in my portfolio?

VUDP.F and 2B7S.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, VUDP.F or 2B7S.DE?

Both ETFs have the same 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, VUDP.F or 2B7S.DE?

VUDP.F and 2B7S.DE have the same expense ratio: 0.10% per year.

What is the main difference between VUDP.F and 2B7S.DE?

VUDP.F tracks Bloomberg U.S. Treasury 1-3 Year Index Hedged in EUR, while 2B7S.DE tracks ICE US Treasury 1-3 Year (EUR Hedged) Index. They also come from different issuers: Vanguard and iShares.