VUDP.F vs. PJS1.DE
VUDP.F (Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing) and PJS1.DE (PIMCO Euro Short Maturity UCITS ETF EUR Income) are both exchange-traded funds - VUDP.F is a Government Bonds fund tracking the Bloomberg U.S. Treasury 1-3 Year Index Hedged in EUR, while PJS1.DE is a Short-Term Bond fund actively managed by PIMCO. VUDP.F is passively managed, while PJS1.DE is actively managed. At a 0.00 correlation, their price movements are largely independent. VUDP.F charges 0.10%/yr vs 0.35%/yr for PJS1.DE.
Performance
VUDP.F vs. PJS1.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 PJS1.DE's 0.82% return.
VUDP.F
- 1D
- 0.10%
- 1M
- -0.50%
- YTD
- -1.75%
- 6M
- -1.80%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PJS1.DE
- 1D
- 0.01%
- 1M
- 0.23%
- YTD
- 0.82%
- 6M
- 0.97%
- 1Y
- 2.30%
- 3Y*
- 3.54%
- 5Y*
- 1.84%
- 10Y*
- 0.69%
VUDP.F vs. PJS1.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% |
PJS1.DE PIMCO Euro Short Maturity UCITS ETF EUR Income | 0.82% | 0.35% |
Correlation
The correlation between VUDP.F and PJS1.DE is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 7, 2025 | 0.00 |
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Return for Risk
VUDP.F vs. PJS1.DE — Risk / Return Rank
VUDP.F
PJS1.DE
VUDP.F vs. PJS1.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 PIMCO Euro Short Maturity UCITS ETF EUR Income (PJS1.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 | PJS1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 4.59 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 3.05 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.06 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.43 | 0.82 | -1.25 |
Drawdowns
VUDP.F vs. PJS1.DE - Drawdown Comparison
The maximum VUDP.F drawdown since its inception was -2.16%, smaller than the maximum PJS1.DE drawdown of -5.79%. Use the drawdown chart below to compare losses from any high point for VUDP.F and PJS1.DE.
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Drawdown Indicators
| VUDP.F | PJS1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.16% | -5.79% | +3.63% |
Max Drawdown (1Y)Largest decline over 1 year | — | -0.36% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -0.36% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -3.42% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -5.57% | — |
Current DrawdownCurrent decline from peak | -1.97% | -0.01% | -1.96% |
Average DrawdownAverage peak-to-trough decline | -0.82% | -1.16% | +0.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.08% | — |
Volatility
VUDP.F vs. PJS1.DE - Volatility Comparison
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Volatility by Period
| VUDP.F | PJS1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.13% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 0.42% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 2.34% | 0.50% | +1.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.34% | 0.60% | +1.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.34% | 0.65% | +1.69% |
VUDP.F vs. PJS1.DE - Expense Ratio Comparison
VUDP.F has a 0.10% expense ratio, which is lower than PJS1.DE's 0.35% expense ratio.
Dividends
VUDP.F vs. PJS1.DE - Dividend Comparison
VUDP.F has not paid dividends to shareholders, while PJS1.DE's dividend yield for the trailing twelve months is around 2.91%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PJS1.DE PIMCO Euro Short Maturity UCITS ETF EUR Income | 2.91% | 3.11% | 3.58% | 2.90% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.02% | 0.05% | 0.19% |
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 PJS1.DE have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VUDP.F is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUDP.F is cheaper with a 0.10% expense ratio, compared with 0.35% for PJS1.DE.
VUDP.F is categorized as Government Bonds, while PJS1.DE is Short-Term Bond. They also come from different issuers: Vanguard and PIMCO. Their fees differ too: 0.10% for VUDP.F and 0.35% for PJS1.DE.
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