^STOXX vs. VAGF.DE
^STOXX (STOXX Europe 600 Index) is an index, while VAGF.DE (Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc) is Global Bonds fund tracking the Bloomberg Global Aggregate Float Adjusted and Scaled (EUR Hedged). Over the past 5 years, ^STOXX returned 6.72%/yr vs -1.76%/yr for VAGF.DE. At a 0.06 correlation, their price movements are largely independent.
Performance
^STOXX vs. VAGF.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ^STOXX achieves a 6.82% return, which is significantly higher than VAGF.DE's -0.63% return.
^STOXX
- 1D
- 1.88%
- 1M
- 4.33%
- YTD
- 6.82%
- 6M
- 8.70%
- 1Y
- 16.20%
- 3Y*
- 10.98%
- 5Y*
- 6.72%
- 10Y*
- 7.05%
VAGF.DE
- 1D
- -0.17%
- 1M
- 0.47%
- YTD
- -0.63%
- 6M
- -0.59%
- 1Y
- 1.11%
- 3Y*
- 2.12%
- 5Y*
- -1.76%
- 10Y*
- —
^STOXX vs. VAGF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
^STOXX STOXX Europe 600 Index | 6.82% | 17.42% | 5.39% | 12.74% | -13.06% | 22.10% | -3.83% | 9.96% |
VAGF.DE Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc | -0.63% | 3.03% | 0.83% | 4.52% | -14.84% | -2.98% | 5.07% | 1.00% |
Correlation
The correlation between ^STOXX and VAGF.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2019 | 0.06 |
The correlation between ^STOXX and VAGF.DE shifts across timeframes, from 0.06 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
^STOXX vs. VAGF.DE — Risk / Return Rank
^STOXX
VAGF.DE
^STOXX vs. VAGF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for STOXX Europe 600 Index (^STOXX) and Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (VAGF.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.
| ^STOXX | VAGF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.04 | ||
| Sortino ratioReturn per unit of downside risk | +1.55 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.04 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.61 | 0.39 | +1.21 |
| Martin ratioReturn relative to average drawdown | 5.82 | 0.97 | +4.85 |
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Drawdowns
^STOXX vs. VAGF.DE - Drawdown Comparison
The maximum ^STOXX drawdown since its inception was -60.54%, which is greater than VAGF.DE's maximum drawdown of -19.56%. Use the drawdown chart below to compare losses from any high point for ^STOXX and VAGF.DE.
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Drawdown Indicators
| ^STOXX | VAGF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.54% | -19.56% | -40.98% |
Max Drawdown (1Y)Largest decline over 1 year | -9.56% | -2.82% | -6.74% |
Max Drawdown (3Y)Largest decline over 3 years | -16.56% | -4.43% | -12.13% |
Max Drawdown (5Y)Largest decline over 5 years | -22.55% | -18.80% | -3.75% |
Max Drawdown (10Y)Largest decline over 10 years | -35.55% | — | — |
Current DrawdownCurrent decline from peak | -0.10% | -10.86% | +10.76% |
Average DrawdownAverage peak-to-trough decline | -14.61% | -8.98% | -5.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 1.15% | +1.53% |
Volatility
^STOXX vs. VAGF.DE - Volatility Comparison
STOXX Europe 600 Index (^STOXX) has a higher volatility of 3.17% compared to Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (VAGF.DE) at 1.51%. This indicates that ^STOXX's price experiences larger fluctuations and is considered to be riskier than VAGF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ^STOXX | VAGF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.17% | 1.51% | +1.66% |
Volatility (6M)Calculated over the trailing 6-month period | 10.28% | 3.87% | +6.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.30% | 5.21% | +7.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.22% | 5.18% | +9.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.50% | 4.92% | +10.58% |
Frequently Asked Questions
^STOXX and VAGF.DE have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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