VUDP.F vs. TRD7.DE
VUDP.F (Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing) and TRD7.DE (Invesco US Treasury Bond 3-7 Year UCITS ETF Dist) are both Government Bonds funds - VUDP.F tracks the Bloomberg U.S. Treasury 1-3 Year Index Hedged in EUR while TRD7.DE tracks the Bloomberg US 3-7 Year Treasury Bond Index. Both are passively managed. At a correlation of -0.14, they often move in opposite directions. VUDP.F charges 0.10%/yr vs 0.06%/yr for TRD7.DE.
Performance
VUDP.F vs. TRD7.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VUDP.F achieves a -1.75% return, which is significantly lower than TRD7.DE's 0.62% return.
VUDP.F
- 1D
- 0.10%
- 1M
- -0.50%
- YTD
- -1.75%
- 6M
- -1.80%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TRD7.DE
- 1D
- 0.05%
- 1M
- 1.02%
- YTD
- 0.62%
- 6M
- -0.50%
- 1Y
- 1.03%
- 3Y*
- 2.16%
- 5Y*
- 2.55%
- 10Y*
- —
VUDP.F vs. TRD7.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% |
TRD7.DE Invesco US Treasury Bond 3-7 Year UCITS ETF Dist | 0.62% | -1.44% |
Correlation
The correlation between VUDP.F and TRD7.DE is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 7, 2025 | -0.14 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VUDP.F vs. TRD7.DE — Risk / Return Rank
VUDP.F
TRD7.DE
VUDP.F vs. TRD7.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 Invesco US Treasury Bond 3-7 Year UCITS ETF Dist (TRD7.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.
Loading charts...
Sharpe Ratios by Period
| VUDP.F | TRD7.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 0.13 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.33 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.43 | 0.34 | -0.77 |
Drawdowns
VUDP.F vs. TRD7.DE - Drawdown Comparison
The maximum VUDP.F drawdown since its inception was -2.16%, smaller than the maximum TRD7.DE drawdown of -12.09%. Use the drawdown chart below to compare losses from any high point for VUDP.F and TRD7.DE.
Loading charts...
Drawdown Indicators
| VUDP.F | TRD7.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.16% | -12.09% | +9.93% |
Max Drawdown (1Y)Largest decline over 1 year | — | -4.12% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -10.16% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -10.30% | — |
Current DrawdownCurrent decline from peak | -1.97% | -6.97% | +5.00% |
Average DrawdownAverage peak-to-trough decline | -0.82% | -5.17% | +4.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.65% | — |
Volatility
VUDP.F vs. TRD7.DE - Volatility Comparison
Loading charts...
Volatility by Period
| VUDP.F | TRD7.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.76% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 3.83% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 2.34% | 5.40% | -3.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.34% | 7.68% | -5.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.34% | 7.31% | -4.97% |
VUDP.F vs. TRD7.DE - Expense Ratio Comparison
VUDP.F has a 0.10% expense ratio, which is higher than TRD7.DE's 0.06% 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. TRD7.DE - Dividend Comparison
VUDP.F has not paid dividends to shareholders, while TRD7.DE's dividend yield for the trailing twelve months is around 3.55%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
TRD7.DE Invesco US Treasury Bond 3-7 Year UCITS ETF Dist | 3.55% | 3.67% | 5.86% | 7.13% | 2.92% | 1.54% | 2.59% | 3.26% |
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 TRD7.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, TRD7.DE is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TRD7.DE is cheaper with a 0.06% expense ratio, compared with 0.10% for VUDP.F.
VUDP.F tracks Bloomberg U.S. Treasury 1-3 Year Index Hedged in EUR, while TRD7.DE tracks Bloomberg US 3-7 Year Treasury Bond Index. They also come from different issuers: Vanguard and Invesco. Their fees differ too: 0.10% for VUDP.F and 0.06% for TRD7.DE.
Find the right allocation for VUDP.F and TRD7.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer