EUN8.DE vs. VGTY.DE
EUN8.DE (iShares € Govt Bond 10-15yr UCITS ETF EUR (Dist)) and VGTY.DE (Vanguard USD Treasury Bond UCITS ETF Distributing) are both Government Bonds funds - EUN8.DE tracks the Bloomberg Euro Government Bond 10-15 Year Index while VGTY.DE tracks the Bloomberg Global Aggregate US Treasury Float Adjusted Index. Both are passively managed. Over the past 5 years, EUN8.DE returned -3.35%/yr vs 0.19%/yr for VGTY.DE. At a 0.33 correlation, their price movements are largely independent. EUN8.DE charges 0.15%/yr vs 0.05%/yr for VGTY.DE.
Performance
EUN8.DE vs. VGTY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUN8.DE achieves a 0.99% return, which is significantly lower than VGTY.DE's 2.87% return.
EUN8.DE
- 1D
- -0.30%
- 1M
- 1.03%
- 6M
- 1.59%
- YTD
- 0.99%
- 1Y
- 0.96%
- 3Y*
- 3.05%
- 5Y*
- -3.35%
- 10Y*
- -0.58%
VGTY.DE
- 1D
- -0.05%
- 1M
- 1.91%
- 6M
- 2.81%
- YTD
- 2.87%
- 1Y
- 6.01%
- 3Y*
- 1.47%
- 5Y*
- 0.19%
- 10Y*
- —
EUN8.DE vs. VGTY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUN8.DE iShares € Govt Bond 10-15yr UCITS ETF EUR (Dist) | 0.99% | 0.68% | 1.21% | 10.63% | -25.03% | -4.22% | 6.60% | 11.63% | 1.13% | 0.64% |
VGTY.DE Vanguard USD Treasury Bond UCITS ETF Distributing | 2.87% | -5.53% | 6.49% | 0.32% | -6.92% | 5.85% | -1.94% | 9.66% | 4.95% | -2.98% |
Correlation
The correlation between EUN8.DE and VGTY.DE is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2017 | 0.33 |
Over the past year, the correlation between EUN8.DE and VGTY.DE has dropped to 0.10 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.
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Return for Risk
EUN8.DE vs. VGTY.DE — Risk / Return Rank
EUN8.DE
VGTY.DE
EUN8.DE vs. VGTY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares € Govt Bond 10-15yr UCITS ETF EUR (Dist) (EUN8.DE) and Vanguard USD Treasury Bond UCITS ETF Distributing (VGTY.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.
| EUN8.DE | VGTY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.95 | ||
| Sortino ratioReturn per unit of downside risk | -1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.20 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.18 | 1.50 | -1.32 |
| Martin ratioReturn relative to average drawdown | 0.45 | 3.90 | -3.44 |
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Drawdowns
EUN8.DE vs. VGTY.DE - Drawdown Comparison
The maximum EUN8.DE drawdown since its inception was -29.75%, which is greater than VGTY.DE's maximum drawdown of -17.51%. Use the drawdown chart below to compare losses from any high point for EUN8.DE and VGTY.DE.
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Drawdown Indicators
| EUN8.DE | VGTY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.75% | -17.51% | -12.24% |
Max Drawdown (1Y)Largest decline over 1 year | -5.39% | -3.98% | -1.41% |
Max Drawdown (3Y)Largest decline over 3 years | -6.68% | -11.05% | +4.37% |
Max Drawdown (5Y)Largest decline over 5 years | -29.15% | -12.99% | -16.16% |
Max Drawdown (10Y)Largest decline over 10 years | -29.75% | — | — |
Current DrawdownCurrent decline from peak | -18.61% | -11.40% | -7.21% |
Average DrawdownAverage peak-to-trough decline | -8.06% | -9.06% | +1.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 1.54% | +0.57% |
Volatility
EUN8.DE vs. VGTY.DE - Volatility Comparison
The current volatility for iShares € Govt Bond 10-15yr UCITS ETF EUR (Dist) (EUN8.DE) is 1.45%, while Vanguard USD Treasury Bond UCITS ETF Distributing (VGTY.DE) has a volatility of 1.57%. This indicates that EUN8.DE experiences smaller price fluctuations and is considered to be less risky than VGTY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUN8.DE | VGTY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.45% | 1.57% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 5.52% | 3.81% | +1.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.73% | 5.47% | +1.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.35% | 7.99% | +1.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.29% | 7.66% | +0.63% |
EUN8.DE vs. VGTY.DE - Expense Ratio Comparison
EUN8.DE has a 0.15% expense ratio, which is higher than VGTY.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
EUN8.DE vs. VGTY.DE - Dividend Comparison
EUN8.DE's dividend yield for the trailing twelve months is around 3.23%, less than VGTY.DE's 4.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUN8.DE iShares € Govt Bond 10-15yr UCITS ETF EUR (Dist) | 3.23% | 3.14% | 2.95% | 2.09% | 0.52% | 0.31% | 0.58% | 1.20% | 1.26% | 1.13% | 1.26% | 0.75% |
VGTY.DE Vanguard USD Treasury Bond UCITS ETF Distributing | 4.19% | 4.49% | 3.94% | 3.47% | 2.14% | 1.17% | 1.67% | 2.35% | 2.28% | 0.30% | 0.00% | 0.00% |
Frequently Asked Questions
EUN8.DE and VGTY.DE have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VGTY.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VGTY.DE is cheaper with a 0.05% expense ratio, compared with 0.15% for EUN8.DE.
EUN8.DE tracks Bloomberg Euro Government Bond 10-15 Year Index, while VGTY.DE tracks Bloomberg Global Aggregate US Treasury Float Adjusted Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.15% for EUN8.DE and 0.05% for VGTY.DE.
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