XCS2.DE vs. VUDY.DE
XCS2.DE (Xtrackers II Australia Government Bond UCITS ETF (Acc)) and VUDY.DE (Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing) are both Government Bonds funds - XCS2.DE tracks the FTSE Australian Government Bond Index while VUDY.DE tracks the Bloomberg US Treasury 1-3 Year Index. Both are passively managed. At a correlation of -0.09, they often move in opposite directions. XCS2.DE charges 0.25%/yr vs 0.05%/yr for VUDY.DE.
Performance
XCS2.DE vs. VUDY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XCS2.DE achieves a 8.74% return, which is significantly higher than VUDY.DE's 3.51% return.
XCS2.DE
- 1D
- 0.64%
- 1M
- 0.17%
- 6M
- 8.57%
- YTD
- 8.74%
- 1Y
- 9.20%
- 3Y*
- 2.45%
- 5Y*
- -1.91%
- 10Y*
- -0.09%
VUDY.DE
- 1D
- 0.03%
- 1M
- 1.72%
- 6M
- 3.39%
- YTD
- 3.51%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XCS2.DE vs. VUDY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XCS2.DE Xtrackers II Australia Government Bond UCITS ETF (Acc) | 8.74% | -0.78% |
VUDY.DE Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing | 3.51% | -1.28% |
Correlation
The correlation between XCS2.DE and VUDY.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 6, 2025 | -0.09 |
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Return for Risk
XCS2.DE vs. VUDY.DE — Risk / Return Rank
XCS2.DE
VUDY.DE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
XCS2.DE vs. VUDY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II Australia Government Bond UCITS ETF (Acc) (XCS2.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.
| XCS2.DE | VUDY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.19 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.01 | — | — |
| Martin ratioReturn relative to average drawdown | 6.68 | — | — |
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Drawdowns
XCS2.DE vs. VUDY.DE - Drawdown Comparison
The maximum XCS2.DE drawdown since its inception was -41.58%, 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 XCS2.DE and VUDY.DE.
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Drawdown Indicators
| XCS2.DE | VUDY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.58% | -3.56% | -38.02% |
Max Drawdown (1Y)Largest decline over 1 year | -4.56% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -12.00% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -22.36% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -41.58% | — | — |
Current DrawdownCurrent decline from peak | -32.78% | -0.63% | -32.15% |
Average DrawdownAverage peak-to-trough decline | -25.75% | -1.33% | -24.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.37% | — | — |
Volatility
XCS2.DE vs. VUDY.DE - Volatility Comparison
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Volatility by Period
| XCS2.DE | VUDY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.20% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 7.40% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 8.80% | 5.20% | +3.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.13% | 5.20% | +4.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.02% | 5.20% | +15.82% |
XCS2.DE vs. VUDY.DE - Expense Ratio Comparison
XCS2.DE has a 0.25% 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
XCS2.DE vs. VUDY.DE - Dividend Comparison
XCS2.DE has not paid dividends to shareholders, while VUDY.DE's dividend yield for the trailing twelve months is around 2.18%.
| Position | TTM | 2025 |
|---|---|---|
VUDY.DE Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing | 2.18% | 0.44% |
XCS2.DE Xtrackers II Australia Government Bond UCITS ETF (Acc) | 0.00% | 0.00% |
Frequently Asked Questions
XCS2.DE and VUDY.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 0.25% for XCS2.DE.
XCS2.DE tracks FTSE Australian Government Bond 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: 0.25% for XCS2.DE and 0.05% for VUDY.DE.
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