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CBUP.DE vs. VAGY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBUP.DE vs. VAGY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares € Green Bond UCITS ETF EUR (Acc) (CBUP.DE) and Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VAGY.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, CBUP.DE achieves a 0.99% return, which is significantly lower than VAGY.DE's 4.01% return.


CBUP.DE

1D
-0.02%
1M
0.81%
6M
1.26%
YTD
0.99%
1Y
1.14%
3Y*
3.28%
5Y*
10Y*

VAGY.DE

1D
0.00%
1M
1.85%
6M
3.90%
YTD
4.01%
1Y
6.93%
3Y*
3.78%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBUP.DE vs. VAGY.DE - Yearly Performance Comparison


2026 (YTD)202520242023
CBUP.DE
iShares € Green Bond UCITS ETF EUR (Acc)
0.99%0.99%2.05%7.96%
VAGY.DE
Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating
4.01%-5.79%11.38%0.66%

Correlation

The correlation between CBUP.DE and VAGY.DE is -0.25, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.25

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

-0.04

Correlation (All Time)
Calculated using the full available price history since Mar 9, 2023

-0.00

Over the past year, the inverse relationship between CBUP.DE and VAGY.DE has strengthened: their correlation has moved from -0.00 to -0.25, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

CBUP.DE vs. VAGY.DE — Risk / Return Rank

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

CBUP.DE
CBUP.DE Risk / Return Rank: 1212
Overall Rank
CBUP.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
CBUP.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
CBUP.DE Omega Ratio Rank: 1111
Omega Ratio Rank
CBUP.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
CBUP.DE Martin Ratio Rank: 1313
Martin Ratio Rank

VAGY.DE
VAGY.DE Risk / Return Rank: 4343
Overall Rank
VAGY.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
VAGY.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
VAGY.DE Omega Ratio Rank: 3838
Omega Ratio Rank
VAGY.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
VAGY.DE Martin Ratio Rank: 4141
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.

CBUP.DE vs. VAGY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € Green Bond UCITS ETF EUR (Acc) (CBUP.DE) and Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VAGY.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.


CBUP.DEVAGY.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.98

Sortino ratioReturn per unit of downside risk

-1.44

Omega ratioGain probability vs. loss probability

1.05

1.22

-0.17

Calmar ratioReturn relative to maximum drawdown

0.35

2.17

-1.82

Martin ratioReturn relative to average drawdown

0.93

5.57

-4.64

CBUP.DE vs. VAGY.DE - Sharpe Ratio Comparison

The current CBUP.DE Sharpe Ratio is 0.28, which is lower than the VAGY.DE Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of CBUP.DE and VAGY.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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Drawdowns

CBUP.DE vs. VAGY.DE - Drawdown Comparison

The maximum CBUP.DE drawdown since its inception was -12.62%, which is greater than VAGY.DE's maximum drawdown of -10.58%. Use the drawdown chart below to compare losses from any high point for CBUP.DE and VAGY.DE.


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Drawdown Indicators


CBUP.DEVAGY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.62%

-10.58%

-2.04%

Max Drawdown (1Y)

Largest decline over 1 year

-3.19%

-3.20%

+0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-3.58%

-10.58%

+7.00%

Current Drawdown

Current decline from peak

-0.88%

-4.19%

+3.31%

Average Drawdown

Average peak-to-trough decline

-5.10%

-3.68%

-1.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.22%

1.25%

-0.03%

Volatility

CBUP.DE vs. VAGY.DE - Volatility Comparison

The current volatility for iShares € Green Bond UCITS ETF EUR (Acc) (CBUP.DE) is 1.10%, while Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VAGY.DE) has a volatility of 1.53%. This indicates that CBUP.DE experiences smaller price fluctuations and is considered to be less risky than VAGY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBUP.DEVAGY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

1.53%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

3.54%

3.86%

-0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

4.10%

5.56%

-1.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.88%

6.44%

-0.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.88%

6.44%

-0.56%

CBUP.DE vs. VAGY.DE - Expense Ratio Comparison

CBUP.DE has a 0.20% expense ratio, which is higher than VAGY.DE's 0.09% 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

CBUP.DE vs. VAGY.DE - Dividend Comparison

Neither CBUP.DE nor VAGY.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CBUP.DE and VAGY.DE have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VAGY.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VAGY.DE is cheaper with a 0.09% expense ratio, compared with 0.20% for CBUP.DE.

CBUP.DE tracks Bloomberg MSCI Euro Green Bond SRI (including Nuclear Power) Index, while VAGY.DE tracks Bloomberg Global Aggregate Corporate USD 1-3. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for CBUP.DE and 0.09% for VAGY.DE.

Portfolio Optimizer

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