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

Performance

XJSE.DE vs. VUDY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in 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). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


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

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

XJSE.DE
XJSE.DE Risk / Return Rank: 00
Overall Rank
XJSE.DE Sharpe Ratio Rank: 00
Sharpe Ratio Rank
XJSE.DE Sortino Ratio Rank: 00
Sortino Ratio Rank
XJSE.DE Omega Ratio Rank: 00
Omega Ratio Rank
XJSE.DE Calmar Ratio Rank: 00
Calmar Ratio Rank
XJSE.DE Martin Ratio Rank: 11
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.

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.DEVUDY.DEDifference
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

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


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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.DEVUDY.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-54.83%

-0.63%

-54.20%

Average Drawdown

Average peak-to-trough decline

-20.23%

-1.33%

-18.90%

Ulcer Index

Depth 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.DEVUDY.DEDifference

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%.


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.

Portfolio Optimizer

Find the right allocation for XJSE.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.

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