XJSE.DE vs. VUDY.DE
XJSE.DE (Xtrackers II Japan 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 - XJSE.DE tracks the FTSE Japanese Government Bond Index while VUDY.DE tracks the Bloomberg US Treasury 1-3 Year Index. Both are passively managed. At a 0.08 correlation, their price movements are largely independent. XJSE.DE charges 0.15%/yr vs 0.05%/yr for VUDY.DE.
Performance
XJSE.DE vs. VUDY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XJSE.DE achieves a -5.80% return, which is significantly lower than VUDY.DE's 3.51% return.
XJSE.DE
- 1D
- -0.34%
- 1M
- -0.34%
- 6M
- -5.19%
- YTD
- -5.80%
- 1Y
- -15.95%
- 3Y*
- -11.78%
- 5Y*
- -11.28%
- 10Y*
- -7.50%
VUDY.DE
- 1D
- 0.03%
- 1M
- 1.72%
- 6M
- 3.39%
- YTD
- 3.51%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XJSE.DE vs. VUDY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XJSE.DE Xtrackers II Japan Government Bond UCITS ETF (Acc) | -5.80% | -6.33% |
VUDY.DE Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF USD Distributing | 3.51% | -1.28% |
Correlation
The correlation between XJSE.DE and VUDY.DE is 0.08, 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 | 0.08 |
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Return for Risk
XJSE.DE vs. VUDY.DE — Risk / Return Rank
XJSE.DE
VUDY.DE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
XJSE.DE vs. VUDY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II Japan Government Bond UCITS ETF (Acc) (XJSE.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.
| XJSE.DE | VUDY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.73 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.96 | — | — |
| Martin ratioReturn relative to average drawdown | -1.49 | — | — |
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Drawdowns
XJSE.DE vs. VUDY.DE - Drawdown Comparison
The maximum XJSE.DE drawdown since its inception was -55.06%, 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 XJSE.DE and VUDY.DE.
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Drawdown Indicators
| XJSE.DE | VUDY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.06% | -3.56% | -51.50% |
Max Drawdown (1Y)Largest decline over 1 year | -16.50% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -32.72% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -47.28% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -55.06% | — | — |
Current DrawdownCurrent decline from peak | -54.83% | -0.63% | -54.20% |
Average DrawdownAverage peak-to-trough decline | -20.23% | -1.33% | -18.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.02% | — | — |
Volatility
XJSE.DE vs. VUDY.DE - Volatility Comparison
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Volatility by Period
| XJSE.DE | VUDY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.82% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 7.12% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 9.27% | 5.20% | +4.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.12% | 5.20% | +5.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.92% | 5.20% | +4.72% |
XJSE.DE vs. VUDY.DE - Expense Ratio Comparison
XJSE.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
XJSE.DE vs. VUDY.DE - Dividend Comparison
XJSE.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% |
XJSE.DE Xtrackers II Japan Government Bond UCITS ETF (Acc) | 0.00% | 0.00% |
Frequently Asked Questions
XJSE.DE and VUDY.DE have a correlation of 0.08, 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 XJSE.DE.
XJSE.DE tracks FTSE Japanese 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: 0.15% for XJSE.DE and 0.05% for VUDY.DE.
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