ESIH.DE vs. VAGF.DE
ESIH.DE (iShares MSCI Europe Health Care Sector UCITS ETF EUR (Acc)) and VAGF.DE (Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc) are both exchange-traded funds - ESIH.DE is a Health & Biotech Equities fund tracking the MSCI World/Health Care NR USD, while VAGF.DE is a Global Bonds fund tracking the Bloomberg Global Aggregate Float Adjusted and Scaled (EUR Hedged). Both are passively managed. Over the past 5 years, ESIH.DE returned 5.74%/yr vs -1.66%/yr for VAGF.DE. At a 0.17 correlation, their price movements are largely independent. ESIH.DE charges 0.18%/yr vs 0.10%/yr for VAGF.DE.
Performance
ESIH.DE vs. VAGF.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ESIH.DE achieves a -2.35% return, which is significantly lower than VAGF.DE's -0.68% return.
ESIH.DE
- 1D
- 3.10%
- 1M
- 0.16%
- YTD
- -2.35%
- 6M
- -1.01%
- 1Y
- 6.11%
- 3Y*
- 2.72%
- 5Y*
- 5.74%
- 10Y*
- —
VAGF.DE
- 1D
- 0.09%
- 1M
- -0.28%
- YTD
- -0.68%
- 6M
- -0.37%
- 1Y
- 1.16%
- 3Y*
- 2.04%
- 5Y*
- -1.66%
- 10Y*
- —
ESIH.DE vs. VAGF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ESIH.DE iShares MSCI Europe Health Care Sector UCITS ETF EUR (Acc) | -2.35% | 7.95% | 4.09% | 7.63% | -4.59% | 25.93% | -0.69% |
VAGF.DE Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc | -0.68% | 3.23% | 0.82% | 4.53% | -14.84% | -2.97% | 0.29% |
Correlation
The correlation between ESIH.DE and VAGF.DE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2020 | 0.17 |
The correlation between ESIH.DE and VAGF.DE shifts across timeframes, from 0.16 (5 years) to 0.29 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ESIH.DE vs. VAGF.DE — Risk / Return Rank
ESIH.DE
VAGF.DE
ESIH.DE vs. VAGF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Health Care Sector UCITS ETF EUR (Acc) (ESIH.DE) 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.
| ESIH.DE | VAGF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.06 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.47 | 0.38 | +0.09 |
| Martin ratioReturn relative to average drawdown | 1.05 | 1.06 | -0.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ESIH.DE | VAGF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.35 | 0.33 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | -0.33 | +0.69 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | -0.17 | +0.58 |
Drawdowns
ESIH.DE vs. VAGF.DE - Drawdown Comparison
The maximum ESIH.DE drawdown since its inception was -26.69%, which is greater than VAGF.DE's maximum drawdown of -19.57%. Use the drawdown chart below to compare losses from any high point for ESIH.DE and VAGF.DE.
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Drawdown Indicators
| ESIH.DE | VAGF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.69% | -19.57% | -7.12% |
Max Drawdown (1Y)Largest decline over 1 year | -12.82% | -3.11% | -9.71% |
Max Drawdown (3Y)Largest decline over 3 years | -26.69% | -4.45% | -22.24% |
Max Drawdown (5Y)Largest decline over 5 years | -26.69% | -18.79% | -7.90% |
Current DrawdownCurrent decline from peak | -10.96% | -10.73% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -7.24% | -8.99% | +1.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.75% | 1.13% | +4.62% |
Volatility
ESIH.DE vs. VAGF.DE - Volatility Comparison
iShares MSCI Europe Health Care Sector UCITS ETF EUR (Acc) (ESIH.DE) has a higher volatility of 5.87% compared to Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (VAGF.DE) at 1.55%. This indicates that ESIH.DE'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
| ESIH.DE | VAGF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.87% | 1.55% | +4.32% |
Volatility (6M)Calculated over the trailing 6-month period | 11.96% | 2.98% | +8.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.18% | 3.63% | +13.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.86% | 4.90% | +10.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.61% | 4.71% | +10.90% |
ESIH.DE vs. VAGF.DE - Expense Ratio Comparison
ESIH.DE has a 0.18% expense ratio, which is higher than VAGF.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
ESIH.DE vs. VAGF.DE - Dividend Comparison
Neither ESIH.DE nor VAGF.DE has paid dividends to shareholders.
Frequently Asked Questions
ESIH.DE and VAGF.DE have a correlation of 0.29, 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 0.18% for ESIH.DE.
ESIH.DE is categorized as Health & Biotech Equities, while VAGF.DE is Global Bonds. ESIH.DE tracks MSCI World/Health Care NR USD, 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: 0.18% for ESIH.DE and 0.10% for VAGF.DE.
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