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VUDP.F vs. PJS1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VUDP.F vs. PJS1.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 PIMCO Euro Short Maturity UCITS ETF EUR Income (PJS1.DE). The values are adjusted to include any dividend payments, if applicable.

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

VUDP.F vs. PJS1.DE - Yearly Performance Comparison


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

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

VUDP.F

PJS1.DE
PJS1.DE Risk / Return Rank: 9696
Overall Rank
PJS1.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
PJS1.DE Sortino Ratio Rank: 9898
Sortino Ratio Rank
PJS1.DE Omega Ratio Rank: 9898
Omega Ratio Rank
PJS1.DE Calmar Ratio Rank: 9393
Calmar Ratio Rank
PJS1.DE Martin Ratio Rank: 9595
Martin Ratio Rank
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. 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.

VUDP.F vs. PJS1.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VUDP.FPJS1.DEDifference

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.FPJS1.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.97%

-0.01%

-1.96%

Average Drawdown

Average peak-to-trough decline

-0.82%

-1.16%

+0.34%

Ulcer Index

Depth 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.FPJS1.DEDifference

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%.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for VUDP.F and PJS1.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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