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HGGA.DE vs. XGVD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HGGA.DE vs. XGVD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HSBC Bloomberg Global Sustainable Aggregate 1-3 Year Bond UCITS ETF (HGGA.DE) and Xtrackers Global Government Bond UCITS ETF EUR hedged (XGVD.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, HGGA.DE achieves a 1.31% return, which is significantly higher than XGVD.DE's -0.89% return.


HGGA.DE

1D
0.00%
1M
0.48%
YTD
1.31%
6M
0.93%
1Y
0.17%
3Y*
0.90%
5Y*
10Y*

XGVD.DE

1D
0.01%
1M
0.25%
YTD
-0.89%
6M
-0.93%
1Y
-0.18%
3Y*
0.74%
5Y*
-2.52%
10Y*
-0.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HGGA.DE vs. XGVD.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
HGGA.DE
HSBC Bloomberg Global Sustainable Aggregate 1-3 Year Bond UCITS ETF
1.31%-4.17%5.69%0.16%-1.86%
XGVD.DE
Xtrackers Global Government Bond UCITS ETF EUR hedged
-0.89%1.49%-0.44%3.58%-13.89%

Correlation

The correlation between HGGA.DE and XGVD.DE is -0.13, 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

-0.13

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

0.03

Correlation (All Time)
Calculated using the full available price history since Jan 19, 2022

0.12

The correlation between HGGA.DE and XGVD.DE shifts across timeframes, from -0.13 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

HGGA.DE vs. XGVD.DE — Risk / Return Rank

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

HGGA.DE
HGGA.DE Risk / Return Rank: 99
Overall Rank
HGGA.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
HGGA.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
HGGA.DE Omega Ratio Rank: 99
Omega Ratio Rank
HGGA.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
HGGA.DE Martin Ratio Rank: 1010
Martin Ratio Rank

XGVD.DE
XGVD.DE Risk / Return Rank: 88
Overall Rank
XGVD.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
XGVD.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
XGVD.DE Omega Ratio Rank: 88
Omega Ratio Rank
XGVD.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
XGVD.DE Martin Ratio Rank: 88
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.

HGGA.DE vs. XGVD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC Bloomberg Global Sustainable Aggregate 1-3 Year Bond UCITS ETF (HGGA.DE) and Xtrackers Global Government Bond UCITS ETF EUR hedged (XGVD.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.


HGGA.DEXGVD.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.01

0.99

+0.02

Calmar ratioReturn relative to maximum drawdown

0.08

-0.05

+0.13

Martin ratioReturn relative to average drawdown

0.17

-0.14

+0.31

HGGA.DE vs. XGVD.DE - Sharpe Ratio Comparison

The current HGGA.DE Sharpe Ratio is 0.05, which is higher than the XGVD.DE Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of HGGA.DE and XGVD.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


HGGA.DEXGVD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.05

-0.05

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.11

-0.07

Drawdowns

HGGA.DE vs. XGVD.DE - Drawdown Comparison

The maximum HGGA.DE drawdown since its inception was -8.58%, smaller than the maximum XGVD.DE drawdown of -21.37%. Use the drawdown chart below to compare losses from any high point for HGGA.DE and XGVD.DE.


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Drawdown Indicators


HGGA.DEXGVD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-8.58%

-21.37%

+12.79%

Max Drawdown (1Y)

Largest decline over 1 year

-2.04%

-3.53%

+1.49%

Max Drawdown (3Y)

Largest decline over 3 years

-6.78%

-4.77%

-2.01%

Max Drawdown (5Y)

Largest decline over 5 years

-19.44%

Max Drawdown (10Y)

Largest decline over 10 years

-21.37%

Current Drawdown

Current decline from peak

-4.56%

-15.92%

+11.36%

Average Drawdown

Average peak-to-trough decline

-4.18%

-6.52%

+2.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

1.30%

-0.28%

Volatility

HGGA.DE vs. XGVD.DE - Volatility Comparison

The current volatility for HSBC Bloomberg Global Sustainable Aggregate 1-3 Year Bond UCITS ETF (HGGA.DE) is 0.53%, while Xtrackers Global Government Bond UCITS ETF EUR hedged (XGVD.DE) has a volatility of 1.38%. This indicates that HGGA.DE experiences smaller price fluctuations and is considered to be less risky than XGVD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HGGA.DEXGVD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.53%

1.38%

-0.85%

Volatility (6M)

Calculated over the trailing 6-month period

2.33%

2.83%

-0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

3.42%

3.47%

-0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.98%

4.98%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.98%

4.31%

+0.67%

HGGA.DE vs. XGVD.DE - Expense Ratio Comparison

HGGA.DE has a 0.18% expense ratio, which is lower than XGVD.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

HGGA.DE vs. XGVD.DE - Dividend Comparison

HGGA.DE has not paid dividends to shareholders, while XGVD.DE's dividend yield for the trailing twelve months is around 2.73%.


PositionTTM20252024202320222021202020192018201720162015
HGGA.DE
HSBC Bloomberg Global Sustainable Aggregate 1-3 Year Bond UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XGVD.DE
Xtrackers Global Government Bond UCITS ETF EUR hedged
2.73%2.55%2.71%1.79%2.86%1.60%1.01%0.89%0.65%0.00%0.93%0.70%

Frequently Asked Questions


HGGA.DE and XGVD.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, HGGA.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HGGA.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for XGVD.DE.

HGGA.DE tracks Bloomberg MSCI Global Aggregate 1-3 SRI Carbon ESG-Weighted, while XGVD.DE tracks FTSE World Government Bond - Developed Markets (EUR Hedged). They also come from different issuers: HSBC and Xtrackers. Their fees differ too: 0.18% for HGGA.DE and 0.25% for XGVD.DE.

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