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EUN6.DE vs. VAGT.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUN6.DE vs. VAGT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares € Govt Bond 0-1yr UCITS ETF EUR (Dist) (EUN6.DE) and Vanguard USD Treasury Bond UCITS ETF Accumulating (VAGT.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, EUN6.DE achieves a 1.02% return, which is significantly lower than VAGT.DE's 2.94% return.


EUN6.DE

1D
-0.01%
1M
0.23%
6M
0.95%
YTD
1.02%
1Y
1.89%
3Y*
2.83%
5Y*
1.62%
10Y*
0.49%

VAGT.DE

1D
0.00%
1M
1.94%
6M
2.99%
YTD
2.94%
1Y
6.02%
3Y*
1.49%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUN6.DE vs. VAGT.DE - Yearly Performance Comparison


2026 (YTD)202520242023
EUN6.DE
iShares € Govt Bond 0-1yr UCITS ETF EUR (Dist)
1.02%2.16%3.57%2.57%
VAGT.DE
Vanguard USD Treasury Bond UCITS ETF Accumulating
2.94%-5.48%6.40%-0.47%

Correlation

The correlation between EUN6.DE and VAGT.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

0.12

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

0.16

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Return for Risk

EUN6.DE vs. VAGT.DE — Risk / Return Rank

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

EUN6.DE
EUN6.DE Risk / Return Rank: 9595
Overall Rank
EUN6.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
EUN6.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
EUN6.DE Omega Ratio Rank: 9898
Omega Ratio Rank
EUN6.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
EUN6.DE Martin Ratio Rank: 9494
Martin Ratio Rank

VAGT.DE
VAGT.DE Risk / Return Rank: 3434
Overall Rank
VAGT.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
VAGT.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
VAGT.DE Omega Ratio Rank: 3333
Omega Ratio Rank
VAGT.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
VAGT.DE Martin Ratio Rank: 3131
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.

EUN6.DE vs. VAGT.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € Govt Bond 0-1yr UCITS ETF EUR (Dist) (EUN6.DE) and Vanguard USD Treasury Bond UCITS ETF Accumulating (VAGT.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.


EUN6.DEVAGT.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.83

Sortino ratioReturn per unit of downside risk

+2.97

Omega ratioGain probability vs. loss probability

1.98

1.20

+0.78

Calmar ratioReturn relative to maximum drawdown

5.84

1.51

+4.33

Martin ratioReturn relative to average drawdown

22.30

3.92

+18.38

EUN6.DE vs. VAGT.DE - Sharpe Ratio Comparison

The current EUN6.DE Sharpe Ratio is 2.92, which is higher than the VAGT.DE Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of EUN6.DE and VAGT.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

EUN6.DE vs. VAGT.DE - Drawdown Comparison

The maximum EUN6.DE drawdown since its inception was -4.94%, smaller than the maximum VAGT.DE drawdown of -11.03%. Use the drawdown chart below to compare losses from any high point for EUN6.DE and VAGT.DE.


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Drawdown Indicators


EUN6.DEVAGT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-4.94%

-11.03%

+6.09%

Max Drawdown (1Y)

Largest decline over 1 year

-0.32%

-4.00%

+3.68%

Max Drawdown (3Y)

Largest decline over 3 years

-0.77%

-11.03%

+10.26%

Max Drawdown (5Y)

Largest decline over 5 years

-1.49%

Max Drawdown (10Y)

Largest decline over 10 years

-4.54%

Current Drawdown

Current decline from peak

-0.08%

-5.49%

+5.41%

Average Drawdown

Average peak-to-trough decline

-1.31%

-5.05%

+3.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.08%

1.54%

-1.46%

Volatility

EUN6.DE vs. VAGT.DE - Volatility Comparison

The current volatility for iShares € Govt Bond 0-1yr UCITS ETF EUR (Dist) (EUN6.DE) is 0.09%, while Vanguard USD Treasury Bond UCITS ETF Accumulating (VAGT.DE) has a volatility of 1.61%. This indicates that EUN6.DE experiences smaller price fluctuations and is considered to be less risky than VAGT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUN6.DEVAGT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.09%

1.61%

-1.52%

Volatility (6M)

Calculated over the trailing 6-month period

0.57%

3.88%

-3.31%

Volatility (1Y)

Calculated over the trailing 1-year period

0.64%

5.56%

-4.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.67%

7.30%

-6.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.63%

7.30%

-6.67%

EUN6.DE vs. VAGT.DE - Expense Ratio Comparison

EUN6.DE has a 0.07% expense ratio, which is higher than VAGT.DE's 0.05% 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

EUN6.DE vs. VAGT.DE - Dividend Comparison

EUN6.DE's dividend yield for the trailing twelve months is around 2.19%, while VAGT.DE has not paid dividends to shareholders.


Frequently Asked Questions


EUN6.DE and VAGT.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, VAGT.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VAGT.DE is cheaper with a 0.05% expense ratio, compared with 0.07% for EUN6.DE.

EUN6.DE tracks Bloomberg Euro Short Treasury (0-12 Month) Bond Index, while VAGT.DE tracks Bloomberg Global Aggregate US Treasury Float Adjusted Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for EUN6.DE and 0.05% for VAGT.DE.

Portfolio Optimizer

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