PortfoliosLab logoPortfoliosLab logo
XBO2.DE vs. VUDY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XBO2.DE vs. VUDY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II Italy Government Bond 0-1 Swap UCITS ETF (Acc) (XBO2.DE) and Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing (VUDY.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XBO2.DE achieves a 0.62% return, which is significantly lower than VUDY.DE's 3.51% return.


XBO2.DE

1D
0.03%
1M
0.21%
6M
0.62%
YTD
0.62%
1Y
1.79%
3Y*
2.85%
5Y*
1.71%
10Y*
0.70%

VUDY.DE

1D
0.03%
1M
1.72%
6M
3.39%
YTD
3.51%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XBO2.DE vs. VUDY.DE - Yearly Performance Comparison


Correlation

The correlation between XBO2.DE and VUDY.DE is -0.07, 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 6, 2025

-0.07

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XBO2.DE vs. VUDY.DE — Risk / Return Rank

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

XBO2.DE
XBO2.DE Risk / Return Rank: 2929
Overall Rank
XBO2.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
XBO2.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
XBO2.DE Omega Ratio Rank: 3939
Omega Ratio Rank
XBO2.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
XBO2.DE Martin Ratio Rank: 3535
Martin Ratio Rank

VUDY.DE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

XBO2.DE vs. VUDY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II Italy Government Bond 0-1 Swap UCITS ETF (Acc) (XBO2.DE) and Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing (VUDY.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XBO2.DEVUDY.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.22

Calmar ratioReturn relative to maximum drawdown

1.59

Martin ratioReturn relative to average drawdown

4.48

XBO2.DE vs. VUDY.DE - Sharpe Ratio Comparison


Loading charts...

Drawdowns

XBO2.DE vs. VUDY.DE - Drawdown Comparison

The maximum XBO2.DE drawdown since its inception was -3.92%, which is greater than VUDY.DE's maximum drawdown of -3.56%. Use the drawdown chart below to compare losses from any high point for XBO2.DE and VUDY.DE.


Loading charts...

Drawdown Indicators


XBO2.DEVUDY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-3.92%

-3.56%

-0.36%

Max Drawdown (1Y)

Largest decline over 1 year

-1.12%

Max Drawdown (3Y)

Largest decline over 3 years

-1.12%

Max Drawdown (5Y)

Largest decline over 5 years

-1.34%

Max Drawdown (10Y)

Largest decline over 10 years

-3.77%

Current Drawdown

Current decline from peak

-0.52%

-0.63%

+0.11%

Average Drawdown

Average peak-to-trough decline

-0.71%

-1.33%

+0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.40%

Volatility

XBO2.DE vs. VUDY.DE - Volatility Comparison


Loading charts...

Volatility by Period


XBO2.DEVUDY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

Volatility (6M)

Calculated over the trailing 6-month period

2.53%

Volatility (1Y)

Calculated over the trailing 1-year period

3.08%

5.20%

-2.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.44%

5.20%

-3.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.60%

5.20%

-3.60%

XBO2.DE vs. VUDY.DE - Expense Ratio Comparison

XBO2.DE has a 0.15% expense ratio, which is higher than VUDY.DE's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XBO2.DE vs. VUDY.DE - Dividend Comparison

XBO2.DE has not paid dividends to shareholders, while VUDY.DE's dividend yield for the trailing twelve months is around 2.18%.


Frequently Asked Questions


XBO2.DE and VUDY.DE have a correlation of -0.07, 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 0.15% for XBO2.DE.

XBO2.DE tracks FTSE Eurozone BOT Index, while VUDY.DE tracks Bloomberg US Treasury 1-3 Year Index. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.15% for XBO2.DE and 0.05% for VUDY.DE.

Portfolio Optimizer

Find the right allocation for XBO2.DE and VUDY.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer