IS0Y.DE vs. VAGY.DE
IS0Y.DE (iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist)) and VAGY.DE (Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating) are both Corporate Bonds funds - IS0Y.DE tracks the Bloomberg MSCI EUR Corporate Interest Rate Hedged ESG SRI Index while VAGY.DE tracks the Bloomberg Global Aggregate Corporate USD 1-3. Both are passively managed. Over the past 3 years, IS0Y.DE returned 5.28%/yr vs 3.78%/yr for VAGY.DE. At a correlation of -0.15, they often move in opposite directions. IS0Y.DE charges 0.25%/yr vs 0.09%/yr for VAGY.DE.
Performance
IS0Y.DE vs. VAGY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS0Y.DE achieves a 1.38% return, which is significantly lower than VAGY.DE's 4.01% return.
IS0Y.DE
- 1D
- -0.08%
- 1M
- 0.27%
- 6M
- 1.51%
- YTD
- 1.38%
- 1Y
- 3.06%
- 3Y*
- 5.28%
- 5Y*
- 2.72%
- 10Y*
- 1.68%
VAGY.DE
- 1D
- 0.00%
- 1M
- 1.85%
- 6M
- 3.90%
- YTD
- 4.01%
- 1Y
- 6.93%
- 3Y*
- 3.78%
- 5Y*
- —
- 10Y*
- —
IS0Y.DE vs. VAGY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IS0Y.DE iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) | 1.38% | 4.15% | 6.61% | 4.54% |
VAGY.DE Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating | 4.01% | -5.79% | 11.38% | 0.66% |
Correlation
The correlation between IS0Y.DE and VAGY.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 | -0.13 |
Correlation (All Time) Calculated using the full available price history since Mar 9, 2023 | -0.15 |
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Return for Risk
IS0Y.DE vs. VAGY.DE — Risk / Return Rank
IS0Y.DE
VAGY.DE
IS0Y.DE vs. VAGY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IS0Y.DE) and Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VAGY.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.
| IS0Y.DE | VAGY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.22 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 2.17 | +0.83 |
| Martin ratioReturn relative to average drawdown | 11.41 | 5.57 | +5.84 |
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Drawdowns
IS0Y.DE vs. VAGY.DE - Drawdown Comparison
The maximum IS0Y.DE drawdown since its inception was -13.95%, which is greater than VAGY.DE's maximum drawdown of -10.58%. Use the drawdown chart below to compare losses from any high point for IS0Y.DE and VAGY.DE.
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Drawdown Indicators
| IS0Y.DE | VAGY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.95% | -10.58% | -3.37% |
Max Drawdown (1Y)Largest decline over 1 year | -1.02% | -3.20% | +2.18% |
Max Drawdown (3Y)Largest decline over 3 years | -2.07% | -10.58% | +8.51% |
Max Drawdown (5Y)Largest decline over 5 years | -7.09% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -13.95% | — | — |
Current DrawdownCurrent decline from peak | -0.08% | -4.19% | +4.11% |
Average DrawdownAverage peak-to-trough decline | -1.32% | -3.68% | +2.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.27% | 1.25% | -0.98% |
Volatility
IS0Y.DE vs. VAGY.DE - Volatility Comparison
The current volatility for iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IS0Y.DE) is 0.59%, while Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VAGY.DE) has a volatility of 1.53%. This indicates that IS0Y.DE experiences smaller price fluctuations and is considered to be less risky than VAGY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IS0Y.DE | VAGY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.59% | 1.53% | -0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 1.75% | 3.86% | -2.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.19% | 5.56% | -3.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.85% | 6.44% | -3.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.69% | 6.44% | -2.75% |
IS0Y.DE vs. VAGY.DE - Expense Ratio Comparison
IS0Y.DE has a 0.25% expense ratio, which is higher than VAGY.DE's 0.09% 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
IS0Y.DE vs. VAGY.DE - Dividend Comparison
IS0Y.DE's dividend yield for the trailing twelve months is around 2.58%, while VAGY.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS0Y.DE iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) | 2.58% | 2.91% | 3.70% | 2.52% | 0.43% | 0.70% | 0.82% | 0.92% | 0.58% | 0.71% | 1.35% | 1.47% |
VAGY.DE Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating | 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
IS0Y.DE and VAGY.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, VAGY.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VAGY.DE is cheaper with a 0.09% expense ratio, compared with 0.25% for IS0Y.DE.
IS0Y.DE tracks Bloomberg MSCI EUR Corporate Interest Rate Hedged ESG SRI Index, while VAGY.DE tracks Bloomberg Global Aggregate Corporate USD 1-3. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.25% for IS0Y.DE and 0.09% for VAGY.DE.
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