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EUN3.DE vs. VAGF.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUN3.DE vs. VAGF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Global Government Bond UCITS ETF USD (Dist) (EUN3.DE) and Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (VAGF.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, EUN3.DE achieves a -1.67% return, which is significantly lower than VAGF.DE's -0.68% return.


EUN3.DE

1D
0.03%
1M
0.35%
YTD
-1.67%
6M
-2.34%
1Y
-2.97%
3Y*
-1.80%
5Y*
-2.76%
10Y*
-1.20%

VAGF.DE

1D
0.09%
1M
-0.28%
YTD
-0.68%
6M
-0.37%
1Y
1.16%
3Y*
2.04%
5Y*
-1.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUN3.DE vs. VAGF.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
EUN3.DE
iShares Global Government Bond UCITS ETF USD (Dist)
-1.67%-5.37%2.25%0.44%-12.65%1.09%-0.23%1.24%
VAGF.DE
Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc
-0.68%3.23%0.82%4.53%-14.84%-2.97%5.07%0.73%

Correlation

The correlation between EUN3.DE and VAGF.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.58

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

0.59

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2019

0.57

The correlation between EUN3.DE and VAGF.DE shifts across timeframes, from 0.43 (1 year) to 0.59 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

EUN3.DE vs. VAGF.DE — Risk / Return Rank

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

EUN3.DE
EUN3.DE Risk / Return Rank: 33
Overall Rank
EUN3.DE Sharpe Ratio Rank: 33
Sharpe Ratio Rank
EUN3.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
EUN3.DE Omega Ratio Rank: 33
Omega Ratio Rank
EUN3.DE Calmar Ratio Rank: 33
Calmar Ratio Rank
EUN3.DE Martin Ratio Rank: 22
Martin Ratio Rank

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

EUN3.DE vs. VAGF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Government Bond UCITS ETF USD (Dist) (EUN3.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.


EUN3.DEVAGF.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.07

Sortino ratioReturn per unit of downside risk

-1.45

Omega ratioGain probability vs. loss probability

0.88

1.06

-0.18

Calmar ratioReturn relative to maximum drawdown

-0.70

0.38

-1.09

Martin ratioReturn relative to average drawdown

-1.37

1.06

-2.43

EUN3.DE vs. VAGF.DE - Sharpe Ratio Comparison

The current EUN3.DE Sharpe Ratio is -0.74, which is lower than the VAGF.DE Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of EUN3.DE 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.


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Sharpe Ratios by Period


EUN3.DEVAGF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.74

0.33

-1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.40

-0.33

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

-0.17

+0.34

Drawdowns

EUN3.DE vs. VAGF.DE - Drawdown Comparison

The maximum EUN3.DE drawdown since its inception was -22.74%, 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 EUN3.DE and VAGF.DE.


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Drawdown Indicators


EUN3.DEVAGF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.74%

-19.57%

-3.17%

Max Drawdown (1Y)

Largest decline over 1 year

-4.71%

-3.11%

-1.60%

Max Drawdown (3Y)

Largest decline over 3 years

-10.14%

-4.45%

-5.69%

Max Drawdown (5Y)

Largest decline over 5 years

-18.98%

-18.79%

-0.19%

Max Drawdown (10Y)

Largest decline over 10 years

-22.74%

Current Drawdown

Current decline from peak

-21.83%

-10.73%

-11.10%

Average Drawdown

Average peak-to-trough decline

-9.52%

-8.99%

-0.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

1.13%

+1.29%

Volatility

EUN3.DE vs. VAGF.DE - Volatility Comparison

The current volatility for iShares Global Government Bond UCITS ETF USD (Dist) (EUN3.DE) is 1.12%, while Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (VAGF.DE) has a volatility of 1.55%. This indicates that EUN3.DE experiences smaller price fluctuations and is considered to be less risky 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


EUN3.DEVAGF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.12%

1.55%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

3.34%

2.98%

+0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

4.44%

3.63%

+0.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.83%

4.90%

+1.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.23%

4.71%

+1.52%

EUN3.DE vs. VAGF.DE - Expense Ratio Comparison

EUN3.DE has a 0.20% 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

EUN3.DE vs. VAGF.DE - Dividend Comparison

EUN3.DE's dividend yield for the trailing twelve months is around 1.50%, while VAGF.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EUN3.DE
iShares Global Government Bond UCITS ETF USD (Dist)
1.50%3.09%2.40%1.47%0.79%0.60%1.08%1.20%1.04%1.01%1.04%0.59%
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


EUN3.DE and VAGF.DE have a correlation of 0.43, 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 0.20% for EUN3.DE.

EUN3.DE tracks FTSE G7 Government Bond, 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: 0.20% for EUN3.DE and 0.10% for VAGF.DE.

Portfolio Optimizer

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