VUDP.F vs. ELFE.DE
VUDP.F (Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing) and ELFE.DE (Deka US Treasury 7-10 UCITS ETF ) are both Government Bonds funds - VUDP.F tracks the Bloomberg U.S. Treasury 1-3 Year Index Hedged in EUR while ELFE.DE tracks the Solactive US Treasury 7-10 Q Series USD. Both are passively managed. At a 0.14 correlation, their price movements are largely independent. VUDP.F charges 0.10%/yr vs 0.07%/yr for ELFE.DE.
Performance
VUDP.F vs. ELFE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VUDP.F achieves a -1.75% return, which is significantly lower than ELFE.DE's 0.55% return.
VUDP.F
- 1D
- 0.10%
- 1M
- -0.50%
- YTD
- -1.75%
- 6M
- -1.80%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ELFE.DE
- 1D
- 0.13%
- 1M
- 0.58%
- YTD
- 0.55%
- 6M
- -0.27%
- 1Y
- 2.22%
- 3Y*
- -0.01%
- 5Y*
- 0.02%
- 10Y*
- —
VUDP.F vs. ELFE.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% |
ELFE.DE Deka US Treasury 7-10 UCITS ETF | 0.55% | -1.56% |
Correlation
The correlation between VUDP.F and ELFE.DE is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 7, 2025 | 0.14 |
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Return for Risk
VUDP.F vs. ELFE.DE — Risk / Return Rank
VUDP.F
ELFE.DE
VUDP.F vs. ELFE.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 Deka US Treasury 7-10 UCITS ETF (ELFE.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.
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Sharpe Ratios by Period
| VUDP.F | ELFE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 0.31 | — |
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 | -0.13 | -0.30 |
Drawdowns
VUDP.F vs. ELFE.DE - Drawdown Comparison
The maximum VUDP.F drawdown since its inception was -2.16%, smaller than the maximum ELFE.DE drawdown of -20.67%. Use the drawdown chart below to compare losses from any high point for VUDP.F and ELFE.DE.
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Drawdown Indicators
| VUDP.F | ELFE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.16% | -20.67% | +18.51% |
Max Drawdown (1Y)Largest decline over 1 year | — | -4.53% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -10.45% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.39% | — |
Current DrawdownCurrent decline from peak | -1.97% | -15.66% | +13.69% |
Average DrawdownAverage peak-to-trough decline | -0.82% | -12.73% | +11.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.81% | — |
Volatility
VUDP.F vs. ELFE.DE - Volatility Comparison
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Volatility by Period
| VUDP.F | ELFE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.17% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 4.19% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 2.34% | 6.08% | -3.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.34% | 9.00% | -6.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.34% | 8.73% | -6.39% |
VUDP.F vs. ELFE.DE - Expense Ratio Comparison
VUDP.F has a 0.10% expense ratio, which is higher than ELFE.DE's 0.07% 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
VUDP.F vs. ELFE.DE - Dividend Comparison
VUDP.F has not paid dividends to shareholders, while ELFE.DE's dividend yield for the trailing twelve months is around 4.36%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
ELFE.DE Deka US Treasury 7-10 UCITS ETF | 4.36% | 3.84% | 2.83% | 2.04% | 1.74% | 2.27% | 1.81% | 0.24% |
VUDP.F Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VUDP.F and ELFE.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, ELFE.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ELFE.DE is cheaper with a 0.07% expense ratio, compared with 0.10% for VUDP.F.
VUDP.F tracks Bloomberg U.S. Treasury 1-3 Year Index Hedged in EUR, while ELFE.DE tracks Solactive US Treasury 7-10 Q Series USD. They also come from different issuers: Vanguard and Deka Investment GmbH. Their fees differ too: 0.10% for VUDP.F and 0.07% for ELFE.DE.
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