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VUDY.DE vs. BBLL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VUDY.DE vs. BBLL.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 USD Distributing (VUDY.DE) and JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.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, VUDY.DE achieves a 1.50% return, which is significantly lower than BBLL.DE's 2.66% return.


VUDY.DE

1D
-0.04%
1M
0.77%
YTD
1.50%
6M
0.93%
1Y
3Y*
5Y*
10Y*

BBLL.DE

1D
-0.11%
1M
1.01%
YTD
2.66%
6M
2.06%
1Y
2.10%
3Y*
1.85%
5Y*
4.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUDY.DE vs. BBLL.DE - Yearly Performance Comparison


Correlation

The correlation between VUDY.DE and BBLL.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 7, 2025

0.97

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Return for Risk

VUDY.DE vs. BBLL.DE — Risk / Return Rank

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

VUDY.DE

BBLL.DE
BBLL.DE Risk / Return Rank: 1515
Overall Rank
BBLL.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
BBLL.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
BBLL.DE Omega Ratio Rank: 1313
Omega Ratio Rank
BBLL.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
BBLL.DE Martin Ratio Rank: 1515
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.

VUDY.DE vs. BBLL.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 USD Distributing (VUDY.DE) and JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.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.

VUDY.DE vs. BBLL.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VUDY.DEBBLL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.29

-0.22

Drawdowns

VUDY.DE vs. BBLL.DE - Drawdown Comparison

The maximum VUDY.DE drawdown since its inception was -3.65%, smaller than the maximum BBLL.DE drawdown of -13.03%. Use the drawdown chart below to compare losses from any high point for VUDY.DE and BBLL.DE.


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Drawdown Indicators


VUDY.DEBBLL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-3.65%

-13.03%

+9.38%

Max Drawdown (1Y)

Largest decline over 1 year

-3.38%

Max Drawdown (3Y)

Largest decline over 3 years

-11.65%

Max Drawdown (5Y)

Largest decline over 5 years

-11.65%

Current Drawdown

Current decline from peak

-1.43%

-7.22%

+5.79%

Average Drawdown

Average peak-to-trough decline

-1.51%

-6.14%

+4.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

Volatility

VUDY.DE vs. BBLL.DE - Volatility Comparison


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Volatility by Period


VUDY.DEBBLL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.28%

Volatility (6M)

Calculated over the trailing 6-month period

4.12%

Volatility (1Y)

Calculated over the trailing 1-year period

5.20%

6.07%

-0.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.20%

7.46%

-2.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.20%

7.22%

-2.02%

VUDY.DE vs. BBLL.DE - Expense Ratio Comparison

VUDY.DE has a 0.05% expense ratio, which is lower than BBLL.DE's 0.07% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VUDY.DE vs. BBLL.DE - Dividend Comparison

VUDY.DE's dividend yield for the trailing twelve months is around 1.63%, while BBLL.DE has not paid dividends to shareholders.


Frequently Asked Questions


With a correlation of 0.97, VUDY.DE and BBLL.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, VUDY.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUDY.DE is cheaper with a 0.05% expense ratio, compared with 0.07% for BBLL.DE.

VUDY.DE tracks Bloomberg US Treasury 1-3 Year Index, while BBLL.DE tracks ICE US Treasury 0-1 Year Index. They also come from different issuers: Vanguard and JPMorgan. Their fees differ too: 0.05% for VUDY.DE and 0.07% for BBLL.DE.

Portfolio Optimizer

Find the right allocation for VUDY.DE and BBLL.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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