OM3F.DE vs. VAGY.DE
OM3F.DE (iShares € Corp Bond ESG SRI UCITS ETF EUR (Dist)) and VAGY.DE (Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating) are both Corporate Bonds funds - OM3F.DE tracks the Bloomberg MSCI Euro Corporate Sustainable SRI Index while VAGY.DE tracks the Bloomberg Global Aggregate Corporate USD 1-3. Both are passively managed. Over the past 3 years, OM3F.DE returned 4.41%/yr vs 4.67%/yr for VAGY.DE. At a correlation of -0.02, they often move in opposite directions. OM3F.DE charges 0.15%/yr vs 0.09%/yr for VAGY.DE.
Performance
OM3F.DE vs. VAGY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, OM3F.DE achieves a 0.56% return, which is significantly lower than VAGY.DE's 3.99% return.
OM3F.DE
- 1D
- 0.00%
- 1M
- -0.42%
- 6M
- 0.13%
- YTD
- 0.56%
- 1Y
- 1.34%
- 3Y*
- 4.41%
- 5Y*
- -0.12%
- 10Y*
- —
VAGY.DE
- 1D
- 0.00%
- 1M
- 1.42%
- 6M
- 2.94%
- YTD
- 3.99%
- 1Y
- 5.55%
- 3Y*
- 4.67%
- 5Y*
- —
- 10Y*
- —
OM3F.DE vs. VAGY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
OM3F.DE iShares € Corp Bond ESG SRI UCITS ETF EUR (Dist) | 0.56% | 3.04% | 4.13% | 7.68% |
VAGY.DE Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating | 3.99% | -5.79% | 11.38% | 0.66% |
Correlation
The correlation between OM3F.DE and VAGY.DE is -0.18, 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 | -0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (All Time) Calculated using the full available price history since Mar 9, 2023 | -0.02 |
The correlation between OM3F.DE and VAGY.DE shifts across timeframes, from -0.18 (1 year) to -0.02 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
OM3F.DE vs. VAGY.DE — Risk / Return Rank
OM3F.DE
VAGY.DE
OM3F.DE vs. VAGY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares € Corp Bond ESG SRI UCITS ETF EUR (Dist) (OM3F.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.
| OM3F.DE | VAGY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.65 | ||
| Sortino ratioReturn per unit of downside risk | -0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.18 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.49 | 1.74 | -1.25 |
| Martin ratioReturn relative to average drawdown | 1.62 | 4.45 | -2.84 |
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Drawdowns
OM3F.DE vs. VAGY.DE - Drawdown Comparison
The maximum OM3F.DE drawdown since its inception was -16.89%, 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 OM3F.DE and VAGY.DE.
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Drawdown Indicators
| OM3F.DE | VAGY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.89% | -10.58% | -6.31% |
Max Drawdown (1Y)Largest decline over 1 year | -2.71% | -3.20% | +0.49% |
Max Drawdown (3Y)Largest decline over 3 years | -2.71% | -10.58% | +7.87% |
Max Drawdown (5Y)Largest decline over 5 years | -16.89% | — | — |
Current DrawdownCurrent decline from peak | -1.13% | -4.20% | +3.07% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -3.68% | -1.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.83% | 1.25% | -0.42% |
Volatility
OM3F.DE vs. VAGY.DE - Volatility Comparison
The current volatility for iShares € Corp Bond ESG SRI UCITS ETF EUR (Dist) (OM3F.DE) is 0.81%, while Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VAGY.DE) has a volatility of 1.41%. This indicates that OM3F.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
| OM3F.DE | VAGY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.81% | 1.41% | -0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 3.13% | 3.82% | -0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.64% | 5.54% | -1.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.82% | 6.41% | -1.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.39% | 6.41% | -1.02% |
OM3F.DE vs. VAGY.DE - Expense Ratio Comparison
OM3F.DE has a 0.15% 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
OM3F.DE vs. VAGY.DE - Dividend Comparison
OM3F.DE's dividend yield for the trailing twelve months is around 3.28%, while VAGY.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
OM3F.DE iShares € Corp Bond ESG SRI UCITS ETF EUR (Dist) | 3.28% | 3.23% | 3.19% | 2.52% | 0.82% | 0.47% | 0.57% | 0.77% | 0.30% |
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% |
Frequently Asked Questions
OM3F.DE and VAGY.DE have a correlation of -0.18, 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 0.15% for OM3F.DE.
OM3F.DE tracks Bloomberg MSCI Euro Corporate Sustainable 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: 0.15% for OM3F.DE and 0.09% for VAGY.DE.
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