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

Performance

VUDP.F vs. SXRL.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 USD Treasury Bond 3-7yr UCITS ETF (Acc) (SXRL.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VUDP.F is traded in EUR, while SXRL.DE is traded in USD. To make them comparable, the SXRL.DE values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, VUDP.F achieves a -1.75% return, which is significantly lower than SXRL.DE's 0.83% return.


VUDP.F

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

SXRL.DE

1D
0.06%
1M
0.58%
YTD
0.83%
6M
0.17%
1Y
1.49%
3Y*
0.96%
5Y*
1.32%
10Y*
1.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between VUDP.F and SXRL.DE is 0.17, 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

0.17

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Return for Risk

VUDP.F vs. SXRL.DE — Risk / Return Rank

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

VUDP.F

SXRL.DE
SXRL.DE Risk / Return Rank: 3030
Overall Rank
SXRL.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
SXRL.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
SXRL.DE Omega Ratio Rank: 3030
Omega Ratio Rank
SXRL.DE Calmar Ratio Rank: 2828
Calmar Ratio Rank
SXRL.DE Martin Ratio Rank: 2929
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. SXRL.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 3-7yr UCITS ETF (Acc) (SXRL.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. SXRL.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VUDP.FSXRL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.43

0.42

-0.85

Drawdowns

VUDP.F vs. SXRL.DE - Drawdown Comparison

The maximum VUDP.F drawdown since its inception was -2.16%, smaller than the maximum SXRL.DE drawdown of -17.10%. Use the drawdown chart below to compare losses from any high point for VUDP.F and SXRL.DE.


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Drawdown Indicators


VUDP.FSXRL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-2.16%

-17.10%

+14.94%

Max Drawdown (1Y)

Largest decline over 1 year

-4.47%

Max Drawdown (3Y)

Largest decline over 3 years

-10.19%

Max Drawdown (5Y)

Largest decline over 5 years

-12.16%

Max Drawdown (10Y)

Largest decline over 10 years

-17.10%

Current Drawdown

Current decline from peak

-1.97%

-6.47%

+4.50%

Average Drawdown

Average peak-to-trough decline

-0.82%

-6.64%

+5.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

Volatility

VUDP.F vs. SXRL.DE - Volatility Comparison


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Volatility by Period


VUDP.FSXRL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.04%

Volatility (6M)

Calculated over the trailing 6-month period

4.27%

Volatility (1Y)

Calculated over the trailing 1-year period

2.34%

5.77%

-3.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.34%

7.84%

-5.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.34%

7.61%

-5.27%

VUDP.F vs. SXRL.DE - Expense Ratio Comparison

VUDP.F has a 0.10% expense ratio, which is higher than SXRL.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. SXRL.DE - Dividend Comparison

Neither VUDP.F nor SXRL.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


VUDP.F and SXRL.DE have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SXRL.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SXRL.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 SXRL.DE tracks ICE US Treasury 3-7 Year. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.10% for VUDP.F and 0.07% for SXRL.DE.

Portfolio Optimizer

Find the right allocation for VUDP.F and SXRL.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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