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

Performance

VUDY.DE vs. XUTD.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 Xtrackers II US Treasuries UCITS ETF 1D (XUTD.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 higher than XUTD.DE's 1.08% return.


VUDY.DE

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

XUTD.DE

1D
0.08%
1M
0.88%
YTD
1.08%
6M
0.34%
1Y
1.80%
3Y*
0.11%
5Y*
0.47%
10Y*
0.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between VUDY.DE and XUTD.DE is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.82

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Return for Risk

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

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

VUDY.DE

XUTD.DE
XUTD.DE Risk / Return Rank: 1414
Overall Rank
XUTD.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
XUTD.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
XUTD.DE Omega Ratio Rank: 1313
Omega Ratio Rank
XUTD.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
XUTD.DE Martin Ratio Rank: 1414
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. XUTD.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 Xtrackers II US Treasuries UCITS ETF 1D (XUTD.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. XUTD.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VUDY.DEXUTD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.05

+0.02

Drawdowns

VUDY.DE vs. XUTD.DE - Drawdown Comparison

The maximum VUDY.DE drawdown since its inception was -3.65%, smaller than the maximum XUTD.DE drawdown of -18.01%. Use the drawdown chart below to compare losses from any high point for VUDY.DE and XUTD.DE.


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Drawdown Indicators


VUDY.DEXUTD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-3.65%

-18.01%

+14.36%

Max Drawdown (1Y)

Largest decline over 1 year

-3.92%

Max Drawdown (3Y)

Largest decline over 3 years

-11.06%

Max Drawdown (5Y)

Largest decline over 5 years

-13.06%

Max Drawdown (10Y)

Largest decline over 10 years

-18.01%

Current Drawdown

Current decline from peak

-1.43%

-13.39%

+11.96%

Average Drawdown

Average peak-to-trough decline

-1.51%

-9.35%

+7.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

Volatility

VUDY.DE vs. XUTD.DE - Volatility Comparison


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Volatility by Period


VUDY.DEXUTD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.92%

Volatility (6M)

Calculated over the trailing 6-month period

3.82%

Volatility (1Y)

Calculated over the trailing 1-year period

5.20%

5.56%

-0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.20%

8.15%

-2.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.20%

7.94%

-2.74%

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

VUDY.DE has a 0.05% expense ratio, which is lower than XUTD.DE's 0.06% 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. XUTD.DE - Dividend Comparison

VUDY.DE's dividend yield for the trailing twelve months is around 1.63%, less than XUTD.DE's 3.47% yield.


PositionTTM2025202420232022202120202019201820172016
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%
XUTD.DE
Xtrackers II US Treasuries UCITS ETF 1D
3.47%3.43%3.53%2.45%1.97%3.26%1.18%1.46%1.26%1.51%1.97%

Frequently Asked Questions


VUDY.DE and XUTD.DE have a correlation of 0.82, 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 0.06% for XUTD.DE.

VUDY.DE tracks Bloomberg US Treasury 1-3 Year Index, while XUTD.DE tracks iBoxx USD Treasuries Index. They also come from different issuers: Vanguard and Xtrackers. Their fees differ too: 0.05% for VUDY.DE and 0.06% for XUTD.DE.

Portfolio Optimizer

Find the right allocation for VUDY.DE and XUTD.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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