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AHYB.DE vs. VAGE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AHYB.DE vs. VAGE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi Global Aggregate SRI UCITS ETF Hedged USD (AHYB.DE) and Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Dist (VAGE.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

AHYB.DE is traded in USD, while VAGE.DE is traded in EUR. To make them comparable, the VAGE.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, AHYB.DE achieves a 0.29% return, which is significantly higher than VAGE.DE's -1.72% return.


AHYB.DE

1D
0.28%
1M
0.60%
YTD
0.29%
6M
0.35%
1Y
2.57%
3Y*
3.62%
5Y*
10Y*

VAGE.DE

1D
0.22%
1M
-0.53%
YTD
-1.72%
6M
-0.85%
1Y
2.95%
3Y*
4.85%
5Y*
-2.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AHYB.DE vs. VAGE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
AHYB.DE
Amundi Global Aggregate SRI UCITS ETF Hedged USD
0.29%4.31%1.94%7.01%-1.60%
VAGE.DE
Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Dist
-1.73%16.57%-5.03%7.79%-1.14%

Correlation

The correlation between AHYB.DE and VAGE.DE is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.64

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

0.64

Correlation (All Time)
Calculated using the full available price history since Jun 22, 2022

0.60

The correlation between AHYB.DE and VAGE.DE has been stable across timeframes, ranging from 0.60 to 0.64 - a consistent structural relationship.

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Return for Risk

AHYB.DE vs. VAGE.DE — Risk / Return Rank

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

AHYB.DE
AHYB.DE Risk / Return Rank: 2121
Overall Rank
AHYB.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
AHYB.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
AHYB.DE Omega Ratio Rank: 2020
Omega Ratio Rank
AHYB.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
AHYB.DE Martin Ratio Rank: 2222
Martin Ratio Rank

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

AHYB.DE vs. VAGE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Global Aggregate SRI UCITS ETF Hedged USD (AHYB.DE) and Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Dist (VAGE.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.


AHYB.DEVAGE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.36

Sortino ratioReturn per unit of downside risk

+0.51

Omega ratioGain probability vs. loss probability

1.13

1.07

+0.06

Calmar ratioReturn relative to maximum drawdown

0.92

0.49

+0.42

Martin ratioReturn relative to average drawdown

2.73

1.20

+1.53

AHYB.DE vs. VAGE.DE - Sharpe Ratio Comparison

The current AHYB.DE Sharpe Ratio is 0.72, which is higher than the VAGE.DE Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of AHYB.DE and VAGE.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


AHYB.DEVAGE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

0.36

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

-0.05

+0.67

Drawdowns

AHYB.DE vs. VAGE.DE - Drawdown Comparison

The maximum AHYB.DE drawdown since its inception was -8.62%, smaller than the maximum VAGE.DE drawdown of -36.01%. Use the drawdown chart below to compare losses from any high point for AHYB.DE and VAGE.DE.


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Drawdown Indicators


AHYB.DEVAGE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-8.62%

-36.01%

+27.39%

Max Drawdown (1Y)

Largest decline over 1 year

-2.79%

-5.94%

+3.15%

Max Drawdown (3Y)

Largest decline over 3 years

-3.27%

-11.22%

+7.95%

Max Drawdown (5Y)

Largest decline over 5 years

-33.82%

Current Drawdown

Current decline from peak

-1.31%

-15.43%

+14.12%

Average Drawdown

Average peak-to-trough decline

-2.13%

-15.59%

+13.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

2.46%

-1.52%

Volatility

AHYB.DE vs. VAGE.DE - Volatility Comparison

The current volatility for Amundi Global Aggregate SRI UCITS ETF Hedged USD (AHYB.DE) is 1.54%, while Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Dist (VAGE.DE) has a volatility of 2.33%. This indicates that AHYB.DE experiences smaller price fluctuations and is considered to be less risky than VAGE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AHYB.DEVAGE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.54%

2.33%

-0.79%

Volatility (6M)

Calculated over the trailing 6-month period

2.94%

5.81%

-2.87%

Volatility (1Y)

Calculated over the trailing 1-year period

3.58%

8.14%

-4.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.74%

9.76%

-5.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.74%

9.28%

-4.54%

AHYB.DE vs. VAGE.DE - Expense Ratio Comparison

AHYB.DE has a 0.16% expense ratio, which is higher than VAGE.DE's 0.10% 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

AHYB.DE vs. VAGE.DE - Dividend Comparison

AHYB.DE has not paid dividends to shareholders, while VAGE.DE's dividend yield for the trailing twelve months is around 3.60%.


PositionTTM2025202420232022202120202019
AHYB.DE
Amundi Global Aggregate SRI UCITS ETF Hedged USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VAGE.DE
Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Dist
3.60%3.51%3.13%2.39%1.47%0.87%1.20%0.60%

Frequently Asked Questions


AHYB.DE and VAGE.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

VAGE.DE is cheaper with a 0.10% expense ratio, compared with 0.16% for AHYB.DE.

AHYB.DE tracks Bloomberg MSCI Global Aggregate 500MM ex Securitized Sustainable SRI Sector Neutral (USD Hedged), while VAGE.DE tracks Bloomberg Global Aggregate Float Adjusted and Scaled (EUR Hedged). They also come from different issuers: Amundi and Vanguard. Their fees differ too: 0.16% for AHYB.DE and 0.10% for VAGE.DE.

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