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AEGE.DE vs. XGVD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AEGE.DE vs. XGVD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Global Aggregate Bond ESG UCITS ETF (EUR Hedged) Acc (AEGE.DE) and Xtrackers Global Government Bond UCITS ETF EUR hedged (XGVD.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, AEGE.DE achieves a -0.17% return, which is significantly higher than XGVD.DE's -0.89% return.


AEGE.DE

1D
0.20%
1M
-0.55%
YTD
-0.17%
6M
-0.28%
1Y
1.10%
3Y*
2.11%
5Y*
10Y*

XGVD.DE

1D
0.01%
1M
-0.26%
YTD
-0.89%
6M
-0.81%
1Y
-0.08%
3Y*
0.74%
5Y*
-2.52%
10Y*
-0.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AEGE.DE vs. XGVD.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AEGE.DE
iShares Global Aggregate Bond ESG UCITS ETF (EUR Hedged) Acc
-0.17%2.29%1.46%4.27%-13.83%-1.57%
XGVD.DE
Xtrackers Global Government Bond UCITS ETF EUR hedged
-0.89%1.49%-0.44%3.58%-15.11%-1.58%

Correlation

The correlation between AEGE.DE and XGVD.DE is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.81

Correlation (3Y)
Calculated over the trailing 3-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Aug 30, 2021

0.88

The correlation between AEGE.DE and XGVD.DE has been stable across timeframes, ranging from 0.81 to 0.88 - a consistent structural relationship.

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Return for Risk

AEGE.DE vs. XGVD.DE — Risk / Return Rank

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

AEGE.DE
AEGE.DE Risk / Return Rank: 1313
Overall Rank
AEGE.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
AEGE.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
AEGE.DE Omega Ratio Rank: 1212
Omega Ratio Rank
AEGE.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
AEGE.DE Martin Ratio Rank: 1414
Martin Ratio Rank

XGVD.DE
XGVD.DE Risk / Return Rank: 88
Overall Rank
XGVD.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
XGVD.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
XGVD.DE Omega Ratio Rank: 88
Omega Ratio Rank
XGVD.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
XGVD.DE Martin Ratio Rank: 88
Martin Ratio Rank
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.

AEGE.DE vs. XGVD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Aggregate Bond ESG UCITS ETF (EUR Hedged) Acc (AEGE.DE) and Xtrackers Global Government Bond UCITS ETF EUR hedged (XGVD.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.


AEGE.DEXGVD.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.35

Sortino ratioReturn per unit of downside risk

+0.50

Omega ratioGain probability vs. loss probability

1.05

0.99

+0.06

Calmar ratioReturn relative to maximum drawdown

0.38

-0.05

+0.43

Martin ratioReturn relative to average drawdown

1.07

-0.14

+1.21

AEGE.DE vs. XGVD.DE - Sharpe Ratio Comparison

The current AEGE.DE Sharpe Ratio is 0.30, which is higher than the XGVD.DE Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of AEGE.DE and XGVD.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AEGE.DEXGVD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

-0.05

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.38

0.11

-0.48

Drawdowns

AEGE.DE vs. XGVD.DE - Drawdown Comparison

The maximum AEGE.DE drawdown since its inception was -17.22%, smaller than the maximum XGVD.DE drawdown of -21.37%. Use the drawdown chart below to compare losses from any high point for AEGE.DE and XGVD.DE.


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Drawdown Indicators


AEGE.DEXGVD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.22%

-21.37%

+4.15%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

-3.53%

+0.77%

Max Drawdown (3Y)

Largest decline over 3 years

-3.98%

-4.77%

+0.79%

Max Drawdown (5Y)

Largest decline over 5 years

-19.44%

Max Drawdown (10Y)

Largest decline over 10 years

-21.37%

Current Drawdown

Current decline from peak

-8.37%

-15.92%

+7.55%

Average Drawdown

Average peak-to-trough decline

-10.26%

-6.52%

-3.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

1.30%

-0.31%

Volatility

AEGE.DE vs. XGVD.DE - Volatility Comparison

iShares Global Aggregate Bond ESG UCITS ETF (EUR Hedged) Acc (AEGE.DE) has a higher volatility of 1.77% compared to Xtrackers Global Government Bond UCITS ETF EUR hedged (XGVD.DE) at 1.38%. This indicates that AEGE.DE's price experiences larger fluctuations and is considered to be riskier than XGVD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AEGE.DEXGVD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.77%

1.38%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

3.00%

2.83%

+0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

3.52%

3.47%

+0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.78%

4.98%

-0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.78%

4.31%

+0.47%

AEGE.DE vs. XGVD.DE - Expense Ratio Comparison

AEGE.DE has a 0.10% expense ratio, which is lower than XGVD.DE's 0.25% 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

AEGE.DE vs. XGVD.DE - Dividend Comparison

AEGE.DE has not paid dividends to shareholders, while XGVD.DE's dividend yield for the trailing twelve months is around 2.73%.


PositionTTM20252024202320222021202020192018201720162015
AEGE.DE
iShares Global Aggregate Bond ESG UCITS ETF (EUR Hedged) Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XGVD.DE
Xtrackers Global Government Bond UCITS ETF EUR hedged
2.73%2.55%2.71%1.79%2.86%1.60%1.01%0.89%0.65%0.00%0.93%0.70%

Frequently Asked Questions


AEGE.DE and XGVD.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AEGE.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AEGE.DE is cheaper with a 0.10% expense ratio, compared with 0.25% for XGVD.DE.

AEGE.DE tracks Bloomberg MSCI Global Aggregate Sustainable and Green Bond SRI (EUR Hedged), while XGVD.DE tracks FTSE World Government Bond - Developed Markets (EUR Hedged). They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.10% for AEGE.DE and 0.25% for XGVD.DE.

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