VUDP.F vs. IUSM.DE
VUDP.F (Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing) and IUSM.DE (iShares USD Treasury Bond 7-10yr UCITS ETF (Dist)) are both Government Bonds funds - VUDP.F tracks the Bloomberg U.S. Treasury 1-3 Year Index Hedged in EUR while IUSM.DE tracks the ICE US Treasury 7-10 Year. Both are passively managed. At a 0.18 correlation, their price movements are largely independent. VUDP.F charges 0.10%/yr vs 0.07%/yr for IUSM.DE.
Performance
VUDP.F vs. IUSM.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 IUSM.DE's 0.22% return.
VUDP.F
- 1D
- 0.10%
- 1M
- -0.50%
- YTD
- -1.75%
- 6M
- -1.80%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IUSM.DE
- 1D
- 0.13%
- 1M
- 0.27%
- YTD
- 0.22%
- 6M
- -0.59%
- 1Y
- 1.69%
- 3Y*
- -0.48%
- 5Y*
- -0.31%
- 10Y*
- 0.29%
VUDP.F vs. IUSM.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% |
IUSM.DE iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) | 0.22% | -1.90% |
Correlation
The correlation between VUDP.F and IUSM.DE is 0.18, 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 | 0.18 |
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Return for Risk
VUDP.F vs. IUSM.DE — Risk / Return Rank
VUDP.F
IUSM.DE
VUDP.F vs. IUSM.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 USD Treasury Bond 7-10yr UCITS ETF (Dist) (IUSM.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 | IUSM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 0.23 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.03 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.03 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.43 | 0.27 | -0.70 |
Drawdowns
VUDP.F vs. IUSM.DE - Drawdown Comparison
The maximum VUDP.F drawdown since its inception was -2.16%, smaller than the maximum IUSM.DE drawdown of -21.40%. Use the drawdown chart below to compare losses from any high point for VUDP.F and IUSM.DE.
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Drawdown Indicators
| VUDP.F | IUSM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.16% | -21.40% | +19.24% |
Max Drawdown (1Y)Largest decline over 1 year | — | -4.45% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -10.86% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.69% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.40% | — |
Current DrawdownCurrent decline from peak | -1.97% | -17.38% | +15.41% |
Average DrawdownAverage peak-to-trough decline | -0.82% | -10.30% | +9.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.79% | — |
Volatility
VUDP.F vs. IUSM.DE - Volatility Comparison
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Volatility by Period
| VUDP.F | IUSM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.14% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 4.00% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 2.34% | 5.78% | -3.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.34% | 8.96% | -6.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.34% | 8.33% | -5.99% |
VUDP.F vs. IUSM.DE - Expense Ratio Comparison
VUDP.F has a 0.10% expense ratio, which is higher than IUSM.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. IUSM.DE - Dividend Comparison
VUDP.F has not paid dividends to shareholders, while IUSM.DE's dividend yield for the trailing twelve months is around 3.72%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUSM.DE iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) | 3.72% | 3.73% | 3.65% | 2.91% | 1.93% | 0.96% | 1.53% | 2.24% | 2.07% | 1.83% | 1.66% | 1.84% |
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% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VUDP.F and IUSM.DE have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSM.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSM.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 IUSM.DE tracks ICE US Treasury 7-10 Year. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.10% for VUDP.F and 0.07% for IUSM.DE.
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