VUDY.DE vs. VGWL.DE
VUDY.DE (Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing) and VGWL.DE (Vanguard FTSE All-World UCITS ETF Distributing) are both exchange-traded funds - VUDY.DE is a Government Bonds fund tracking the Bloomberg US Treasury 1-3 Year Index, while VGWL.DE is a Global Equities fund tracking the FTSE All-World. Both are passively managed. At a correlation of -0.09, they often move in opposite directions. VUDY.DE charges 0.05%/yr vs 0.22%/yr for VGWL.DE.
Performance
VUDY.DE vs. VGWL.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 lower than VGWL.DE's 12.63% return.
VUDY.DE
- 1D
- -0.04%
- 1M
- 1.05%
- YTD
- 1.50%
- 6M
- 0.79%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VGWL.DE
- 1D
- -0.24%
- 1M
- 3.64%
- YTD
- 12.63%
- 6M
- 12.78%
- 1Y
- 26.26%
- 3Y*
- 17.85%
- 5Y*
- 12.28%
- 10Y*
- —
VUDY.DE vs. VGWL.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% |
VGWL.DE Vanguard FTSE All-World UCITS ETF Distributing | 12.63% | 1.44% |
Correlation
The correlation between VUDY.DE and VGWL.DE is -0.09, 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 | -0.09 |
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Return for Risk
VUDY.DE vs. VGWL.DE — Risk / Return Rank
VUDY.DE
VGWL.DE
VUDY.DE vs. VGWL.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 Vanguard FTSE All-World UCITS ETF Distributing (VGWL.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 | VGWL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 2.32 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.88 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.77 | -0.70 |
Drawdowns
VUDY.DE vs. VGWL.DE - Drawdown Comparison
The maximum VUDY.DE drawdown since its inception was -3.65%, smaller than the maximum VGWL.DE drawdown of -33.40%. Use the drawdown chart below to compare losses from any high point for VUDY.DE and VGWL.DE.
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Drawdown Indicators
| VUDY.DE | VGWL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.65% | -33.40% | +29.75% |
Max Drawdown (1Y)Largest decline over 1 year | — | -6.57% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -21.04% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.04% | — |
Current DrawdownCurrent decline from peak | -1.43% | -0.64% | -0.79% |
Average DrawdownAverage peak-to-trough decline | -1.51% | -4.34% | +2.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.61% | — |
Volatility
VUDY.DE vs. VGWL.DE - Volatility Comparison
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Volatility by Period
| VUDY.DE | VGWL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.02% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.13% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 5.20% | 11.29% | -6.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.20% | 13.76% | -8.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.20% | 15.51% | -10.31% |
VUDY.DE vs. VGWL.DE - Expense Ratio Comparison
VUDY.DE has a 0.05% expense ratio, which is lower than VGWL.DE's 0.22% 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. VGWL.DE - Dividend Comparison
VUDY.DE's dividend yield for the trailing twelve months is around 1.63%, more than VGWL.DE's 1.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
VGWL.DE Vanguard FTSE All-World UCITS ETF Distributing | 1.24% | 1.42% | 1.48% | 1.73% | 2.09% | 1.43% | 1.56% | 1.87% | 2.26% | 0.37% |
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% |
Frequently Asked Questions
VUDY.DE and VGWL.DE have a correlation of -0.09, 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 0.22% for VGWL.DE.
VUDY.DE is categorized as Government Bonds, while VGWL.DE is Global Equities. VUDY.DE tracks Bloomberg US Treasury 1-3 Year Index, while VGWL.DE tracks FTSE All-World. Their fees differ too: 0.05% for VUDY.DE and 0.22% for VGWL.DE.
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