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XUTD.DE vs. VUDP.F
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XUTD.DE vs. VUDP.F

Last updated Jun 5, 2026

XUTD.DE (Xtrackers II US Treasuries UCITS ETF 1D) and VUDP.F (Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing) are both Government Bonds funds - XUTD.DE tracks the iBoxx USD Treasuries Index while VUDP.F tracks the Bloomberg U.S. Treasury 1-3 Year Index Hedged in EUR. Both are passively managed. At a 0.00 correlation, their price movements are largely independent. XUTD.DE charges 0.06%/yr vs 0.10%/yr for VUDP.F.

Performance

XUTD.DE vs. VUDP.F - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II US Treasuries UCITS ETF 1D (XUTD.DE) and Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing (VUDP.F). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XUTD.DE achieves a 1.08% return, which is significantly higher than VUDP.F's -1.75% return.

XUTD.DE

1D
0.08%
1M
0.88%
YTD
1.08%
6M
0.34%
1Y
1.80%
3Y*
0.11%
5Y*
0.47%
10Y*
0.68%

VUDP.F

1D
0.10%
1M
-0.36%
YTD
-1.75%
6M
-1.87%
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUTD.DE vs. VUDP.F - Yearly Performance Comparison

2026 (YTD)2025
XUTD.DE
Xtrackers II US Treasuries UCITS ETF 1D		1.08%-1.70%
VUDP.F
Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing		-1.75%1.21%

Correlation

The correlation between XUTD.DE and VUDP.F is 0.00, 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 7, 2025

0.00

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Xtrackers II US Treasuries UCITS ETF 1D

Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing

Often compared with XUTD.DE:
XUTD.DE vs. VOOXUTD.DE vs. SPYXUTD.DE vs. BNDXUTD.DE vs. WTEC.LXUTD.DE vs. CEMF.DEXUTD.DE vs. IUIT.LXUTD.DE vs. 2B7S.DE
Often compared with VUDP.F:
VUDP.F vs. VAGF.DEVUDP.F vs. SNA2.DEVUDP.F vs. VX6F.DEVUDP.F vs. CEMF.DEVUDP.F vs. SXRL.DEVUDP.F vs. VFEA.DEVUDP.F vs. 2B7S.DE

Return for Risk

XUTD.DE vs. VUDP.F — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XUTD.DE
XUTD.DE Risk / Return Rank: 1414
Overall Rank
XUTD.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
XUTD.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
XUTD.DE Omega Ratio Rank: 1313
Omega Ratio Rank
XUTD.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
XUTD.DE Martin Ratio Rank: 1414
Martin Ratio Rank
VUDP.F
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.

XUTD.DE vs. VUDP.F - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II US Treasuries UCITS ETF 1D (XUTD.DE) and Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing (VUDP.F). 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.

XUTD.DEVUDP.FDifference
Sharpe ratioReturn per unit of total volatility
0.32

—

—

Sortino ratioReturn per unit of downside risk
0.50

—

—

Omega ratioGain probability vs. loss probability

1.06

—

—

Calmar ratioReturn relative to maximum drawdown

0.46

—

—

Martin ratioReturn relative to average drawdown

1.12

—

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XUTD.DE vs. VUDP.F - Sharpe Ratio Comparison

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Sharpe Ratios by Period

XUTD.DEVUDP.FDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

-0.43

+0.48

Drawdowns

XUTD.DE vs. VUDP.F - Drawdown Comparison

The maximum XUTD.DE drawdown since its inception was -18.01%, which is greater than VUDP.F's maximum drawdown of -2.16%. Use the drawdown chart below to compare losses from any high point for XUTD.DE and VUDP.F.

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Drawdown Indicators

XUTD.DEVUDP.FDifference

Max Drawdown

Largest peak-to-trough decline

-18.01%

-2.16%

-15.85%

Max Drawdown (1Y)

Largest decline over 1 year

-3.92%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-11.06%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-13.06%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-18.01%

—

—

Current Drawdown

Current decline from peak

-13.39%

-1.97%

-11.42%

Average Drawdown

Average peak-to-trough decline

-9.35%

-0.82%

-8.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

—

—

Volatility

XUTD.DE vs. VUDP.F - Volatility Comparison

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Volatility by Period

XUTD.DEVUDP.FDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.92%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

3.82%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

5.56%

2.34%

+3.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.15%

2.34%

+5.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.94%

2.34%

+5.60%

XUTD.DE vs. VUDP.F - Expense Ratio Comparison

XUTD.DE has a 0.06% expense ratio, which is lower than VUDP.F's 0.10% 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

XUTD.DE vs. VUDP.F - Dividend Comparison

XUTD.DE's dividend yield for the trailing twelve months is around 3.47%, while VUDP.F has not paid dividends to shareholders.

PositionTTM2025202420232022202120202019201820172016
VUDP.F
Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XUTD.DE
Xtrackers II US Treasuries UCITS ETF 1D		3.47%3.43%3.53%2.45%1.97%3.26%1.18%1.46%1.26%1.51%1.97%

Frequently Asked Questions

XUTD.DE and VUDP.F have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XUTD.DE is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XUTD.DE is cheaper with a 0.06% expense ratio, compared with 0.10% for VUDP.F.

XUTD.DE tracks iBoxx USD Treasuries Index, while VUDP.F tracks Bloomberg U.S. Treasury 1-3 Year Index Hedged in EUR. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.06% for XUTD.DE and 0.10% for VUDP.F.

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