VX6F.DE vs. DJAD.DE
VX6F.DE (Vanguard U.K. Gilt UCITS ETF GBP Accumulation) and DJAD.DE (Amundi US Treasury Bond Long Dated UCITS ETF Dist) are both Government Bonds funds - VX6F.DE tracks the Bloomberg Sterling Gilt Float Adjusted Index while DJAD.DE tracks the Bloomberg US Long Treasury Index. Both are passively managed. Over the past 5 years, VX6F.DE returned -2.47%/yr vs -4.32%/yr for DJAD.DE. A 0.63 correlation means they provide meaningful diversification when combined. VX6F.DE charges 0.05%/yr vs 0.06%/yr for DJAD.DE.
Performance
VX6F.DE vs. DJAD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VX6F.DE achieves a -0.49% return, which is significantly lower than DJAD.DE's 0.70% return.
VX6F.DE
- 1D
- 0.16%
- 1M
- 0.50%
- YTD
- -0.49%
- 6M
- -0.10%
- 1Y
- -0.59%
- 3Y*
- 2.12%
- 5Y*
- -2.47%
- 10Y*
- —
DJAD.DE
- 1D
- 0.26%
- 1M
- 0.83%
- YTD
- 0.70%
- 6M
- -0.36%
- 1Y
- 2.50%
- 3Y*
- -3.33%
- 5Y*
- -4.32%
- 10Y*
- —
VX6F.DE vs. DJAD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VX6F.DE Vanguard U.K. Gilt UCITS ETF GBP Accumulation | -0.49% | 0.53% | -0.19% | 18.92% | -26.90% | -5.30% | 9.59% | 5.30% |
DJAD.DE Amundi US Treasury Bond Long Dated UCITS ETF Dist | 0.70% | -6.15% | -0.86% | -0.74% | -24.23% | 3.18% | 6.09% | 14.23% |
Correlation
The correlation between VX6F.DE and DJAD.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Feb 20, 2019 | 0.63 |
The correlation between VX6F.DE and DJAD.DE shifts across timeframes, from 0.47 (1 year) to 0.63 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VX6F.DE vs. DJAD.DE — Risk / Return Rank
VX6F.DE
DJAD.DE
VX6F.DE vs. DJAD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard U.K. Gilt UCITS ETF GBP Accumulation (VX6F.DE) and Amundi US Treasury Bond Long Dated UCITS ETF Dist (DJAD.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.
| VX6F.DE | DJAD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.34 | ||
| Sortino ratioReturn per unit of downside risk | -0.48 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.05 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 0.36 | -0.47 |
| Martin ratioReturn relative to average drawdown | -0.27 | 0.78 | -1.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VX6F.DE | DJAD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.08 | 0.26 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.19 | -0.30 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.06 | -0.06 | 0.00 |
Drawdowns
VX6F.DE vs. DJAD.DE - Drawdown Comparison
The maximum VX6F.DE drawdown since its inception was -38.93%, smaller than the maximum DJAD.DE drawdown of -44.43%. Use the drawdown chart below to compare losses from any high point for VX6F.DE and DJAD.DE.
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Drawdown Indicators
| VX6F.DE | DJAD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.93% | -44.43% | +5.50% |
Max Drawdown (1Y)Largest decline over 1 year | -5.35% | -6.37% | +1.02% |
Max Drawdown (3Y)Largest decline over 3 years | -9.02% | -16.67% | +7.65% |
Max Drawdown (5Y)Largest decline over 5 years | -36.83% | -36.54% | -0.29% |
Current DrawdownCurrent decline from peak | -19.85% | -40.73% | +20.88% |
Average DrawdownAverage peak-to-trough decline | -14.82% | -25.24% | +10.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.34% | 2.93% | -0.59% |
Volatility
VX6F.DE vs. DJAD.DE - Volatility Comparison
Vanguard U.K. Gilt UCITS ETF GBP Accumulation (VX6F.DE) has a higher volatility of 3.41% compared to Amundi US Treasury Bond Long Dated UCITS ETF Dist (DJAD.DE) at 2.36%. This indicates that VX6F.DE's price experiences larger fluctuations and is considered to be riskier than DJAD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VX6F.DE | DJAD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 2.36% | +1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 6.21% | 6.00% | +0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.03% | 8.81% | -0.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.92% | 14.28% | -1.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.09% | 14.57% | -2.48% |
VX6F.DE vs. DJAD.DE - Expense Ratio Comparison
VX6F.DE has a 0.05% expense ratio, which is lower than DJAD.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
VX6F.DE vs. DJAD.DE - Dividend Comparison
VX6F.DE has not paid dividends to shareholders, while DJAD.DE's dividend yield for the trailing twelve months is around 3.47%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
DJAD.DE Amundi US Treasury Bond Long Dated UCITS ETF Dist | 3.47% | 3.50% | 3.53% | 2.89% | 3.36% | 2.22% | 2.38% | 2.87% |
VX6F.DE Vanguard U.K. Gilt UCITS ETF GBP Accumulation | 0.00% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VX6F.DE and DJAD.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VX6F.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VX6F.DE is cheaper with a 0.05% expense ratio, compared with 0.06% for DJAD.DE.
VX6F.DE tracks Bloomberg Sterling Gilt Float Adjusted Index, while DJAD.DE tracks Bloomberg US Long Treasury Index. They also come from different issuers: Vanguard and Amundi. Their fees differ too: 0.05% for VX6F.DE and 0.06% for DJAD.DE.
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