PortfoliosLab logoPortfoliosLab logo
BRIC.AS vs. VAGF.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BRIC.AS vs. VAGF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares BIC 50 UCITS ETF (BRIC.AS) and Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (VAGF.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BRIC.AS achieves a -16.10% return, which is significantly lower than VAGF.DE's 0.29% return.


BRIC.AS

1D
-2.87%
1M
-9.79%
YTD
-16.10%
6M
-16.03%
1Y
-11.96%
3Y*
3.10%
5Y*
-9.03%
10Y*
2.05%

VAGF.DE

1D
0.21%
1M
1.23%
YTD
0.29%
6M
0.46%
1Y
1.62%
3Y*
2.25%
5Y*
-1.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRIC.AS vs. VAGF.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BRIC.AS
iShares BIC 50 UCITS ETF
-16.10%15.29%19.91%-10.17%-24.74%-17.47%9.83%13.76%
VAGF.DE
Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc
0.29%3.03%0.83%4.52%-14.84%-2.98%5.07%1.00%

Correlation

The correlation between BRIC.AS and VAGF.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.03

Correlation (5Y)
Calculated over the trailing 5-year period

-0.00

Correlation (All Time)
Calculated using the full available price history since Jun 18, 2019

-0.04

The correlation between BRIC.AS and VAGF.DE shifts across timeframes, from -0.04 (all time) to 0.13 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BRIC.AS vs. VAGF.DE — Risk / Return Rank

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

BRIC.AS
BRIC.AS Risk / Return Rank: 44
Overall Rank
BRIC.AS Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BRIC.AS Sortino Ratio Rank: 44
Sortino Ratio Rank
BRIC.AS Omega Ratio Rank: 44
Omega Ratio Rank
BRIC.AS Calmar Ratio Rank: 55
Calmar Ratio Rank
BRIC.AS Martin Ratio Rank: 44
Martin Ratio Rank

VAGF.DE
VAGF.DE Risk / Return Rank: 1414
Overall Rank
VAGF.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
VAGF.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
VAGF.DE Omega Ratio Rank: 1212
Omega Ratio Rank
VAGF.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
VAGF.DE Martin Ratio Rank: 1515
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.

BRIC.AS vs. VAGF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares BIC 50 UCITS ETF (BRIC.AS) 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.


BRIC.ASVAGF.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.94

Sortino ratioReturn per unit of downside risk

-1.27

Omega ratioGain probability vs. loss probability

0.91

1.06

-0.14

Calmar ratioReturn relative to maximum drawdown

-0.49

0.57

-1.06

Martin ratioReturn relative to average drawdown

-1.21

1.38

-2.59

BRIC.AS vs. VAGF.DE - Sharpe Ratio Comparison

The current BRIC.AS Sharpe Ratio is -0.64, which is lower than the VAGF.DE Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of BRIC.AS and VAGF.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.


Loading charts...

Drawdowns

BRIC.AS vs. VAGF.DE - Drawdown Comparison

The maximum BRIC.AS drawdown since its inception was -73.80%, 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 BRIC.AS and VAGF.DE.


Loading charts...

Drawdown Indicators


BRIC.ASVAGF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-73.80%

-19.56%

-54.24%

Max Drawdown (1Y)

Largest decline over 1 year

-24.22%

-2.82%

-21.40%

Max Drawdown (3Y)

Largest decline over 3 years

-24.22%

-4.39%

-19.83%

Max Drawdown (5Y)

Largest decline over 5 years

-52.42%

-18.80%

-33.62%

Max Drawdown (10Y)

Largest decline over 10 years

-58.58%

Current Drawdown

Current decline from peak

-46.01%

-10.03%

-35.98%

Average Drawdown

Average peak-to-trough decline

-34.49%

-8.98%

-25.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.86%

1.17%

+8.69%

Volatility

BRIC.AS vs. VAGF.DE - Volatility Comparison

iShares BIC 50 UCITS ETF (BRIC.AS) has a higher volatility of 6.19% compared to Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (VAGF.DE) at 1.42%. This indicates that BRIC.AS'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.


Loading charts...

Volatility by Period


BRIC.ASVAGF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.19%

1.42%

+4.77%

Volatility (6M)

Calculated over the trailing 6-month period

13.19%

3.93%

+9.26%

Volatility (1Y)

Calculated over the trailing 1-year period

18.57%

5.29%

+13.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.95%

5.20%

+23.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.59%

4.93%

+20.66%

BRIC.AS vs. VAGF.DE - Expense Ratio Comparison

BRIC.AS has a 0.74% expense ratio, which is higher than VAGF.DE's 0.10% expense ratio.


Dividends

BRIC.AS vs. VAGF.DE - Dividend Comparison

BRIC.AS's dividend yield for the trailing twelve months is around 1.74%, while VAGF.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BRIC.AS
iShares BIC 50 UCITS ETF
1.74%1.78%2.75%2.64%3.71%1.56%1.49%2.06%2.99%1.98%1.84%2.72%
VAGF.DE
Vanguard Global Aggregate Bond 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%

Frequently Asked Questions


BRIC.AS and VAGF.DE have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

VAGF.DE is cheaper with a 0.10% expense ratio, compared with 0.74% for BRIC.AS.

BRIC.AS is categorized as Emerging Markets Equities, while VAGF.DE is Global Bonds. BRIC.AS tracks FTSE BIC 50 Net of Tax Index, while VAGF.DE tracks Bloomberg Global Aggregate Float Adjusted and Scaled (EUR Hedged). They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.74% for BRIC.AS and 0.10% for VAGF.DE.

Portfolio Optimizer

Find the right allocation for BRIC.AS and VAGF.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer