VUDY.DE vs. IUSM.DE
VUDY.DE (Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing) and IUSM.DE (iShares USD Treasury Bond 7-10yr UCITS ETF (Dist)) are both Government Bonds funds - VUDY.DE tracks the Bloomberg US Treasury 1-3 Year Index while IUSM.DE tracks the ICE US Treasury 7-10 Year. Both are passively managed. A 0.70 correlation means they provide meaningful diversification when combined. VUDY.DE charges 0.05%/yr vs 0.07%/yr for IUSM.DE.
Performance
VUDY.DE vs. IUSM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VUDY.DE achieves a 1.50% return, which is significantly higher than IUSM.DE's 0.22% return.
VUDY.DE
- 1D
- -0.04%
- 1M
- 1.05%
- YTD
- 1.50%
- 6M
- 0.79%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IUSM.DE
- 1D
- 0.13%
- 1M
- 0.27%
- YTD
- 0.22%
- 6M
- -0.59%
- 1Y
- 1.69%
- 3Y*
- -0.48%
- 5Y*
- -0.31%
- 10Y*
- 0.29%
VUDY.DE vs. IUSM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VUDY.DE Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing | 1.50% | -1.28% |
IUSM.DE iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) | 0.22% | -1.90% |
Correlation
The correlation between VUDY.DE and IUSM.DE is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 7, 2025 | 0.70 |
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Return for Risk
VUDY.DE vs. IUSM.DE — Risk / Return Rank
VUDY.DE
IUSM.DE
VUDY.DE vs. IUSM.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 iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IUSM.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
| VUDY.DE | IUSM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 0.23 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.03 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.03 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.27 | -0.20 |
Drawdowns
VUDY.DE vs. IUSM.DE - Drawdown Comparison
The maximum VUDY.DE drawdown since its inception was -3.65%, smaller than the maximum IUSM.DE drawdown of -21.40%. Use the drawdown chart below to compare losses from any high point for VUDY.DE and IUSM.DE.
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Drawdown Indicators
| VUDY.DE | IUSM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.65% | -21.40% | +17.75% |
Max Drawdown (1Y)Largest decline over 1 year | — | -4.45% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -10.86% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.69% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.40% | — |
Current DrawdownCurrent decline from peak | -1.43% | -17.38% | +15.95% |
Average DrawdownAverage peak-to-trough decline | -1.51% | -10.30% | +8.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.79% | — |
Volatility
VUDY.DE vs. IUSM.DE - Volatility Comparison
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Volatility by Period
| VUDY.DE | IUSM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.14% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 4.00% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 5.20% | 5.78% | -0.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.20% | 8.96% | -3.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.20% | 8.33% | -3.13% |
VUDY.DE vs. IUSM.DE - Expense Ratio Comparison
VUDY.DE has a 0.05% expense ratio, which is lower than IUSM.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. IUSM.DE - Dividend Comparison
VUDY.DE's dividend yield for the trailing twelve months is around 1.63%, less than IUSM.DE's 3.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUSM.DE iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) | 3.72% | 3.73% | 3.65% | 2.91% | 1.93% | 0.96% | 1.53% | 2.24% | 2.07% | 1.83% | 1.66% | 1.84% |
VUDY.DE Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing | 1.63% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VUDY.DE and IUSM.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 IUSM.DE.
VUDY.DE tracks Bloomberg US Treasury 1-3 Year Index, while IUSM.DE tracks ICE US Treasury 7-10 Year. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.05% for VUDY.DE and 0.07% for IUSM.DE.
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