SXR8.DE vs. VAGF.DE
SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) and VAGF.DE (Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc) are both exchange-traded funds - SXR8.DE is a S&P 500 fund tracking the S&P 500 Index, while VAGF.DE is a Global Bonds fund tracking the Bloomberg Global Aggregate Float Adjusted and Scaled (EUR Hedged). Both are passively managed. Over the past 5 years, SXR8.DE returned 14.39%/yr vs -1.80%/yr for VAGF.DE. At a correlation of -0.00, they often move in opposite directions. SXR8.DE charges 0.07%/yr vs 0.10%/yr for VAGF.DE.
Performance
SXR8.DE vs. VAGF.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SXR8.DE achieves a 9.96% return, which is significantly higher than VAGF.DE's -0.85% return.
SXR8.DE
- 1D
- -0.20%
- 1M
- 2.54%
- YTD
- 9.96%
- 6M
- 10.04%
- 1Y
- 23.52%
- 3Y*
- 18.44%
- 5Y*
- 14.39%
- 10Y*
- 14.76%
VAGF.DE
- 1D
- -0.06%
- 1M
- -0.56%
- YTD
- -0.85%
- 6M
- -0.81%
- 1Y
- 1.14%
- 3Y*
- 1.98%
- 5Y*
- -1.80%
- 10Y*
- —
SXR8.DE vs. VAGF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 9.96% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 13.39% |
VAGF.DE Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc | -0.85% | 3.03% | 0.83% | 4.52% | -14.84% | -2.98% | 5.07% | 1.00% |
Correlation
The correlation between SXR8.DE and VAGF.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 | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2019 | -0.00 |
The correlation between SXR8.DE and VAGF.DE shifts across timeframes, from -0.00 (all time) to 0.10 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SXR8.DE vs. VAGF.DE — Risk / Return Rank
SXR8.DE
VAGF.DE
SXR8.DE vs. VAGF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) and Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (VAGF.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.
| SXR8.DE | VAGF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.83 | ||
| Sortino ratioReturn per unit of downside risk | +2.46 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.04 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 3.37 | 0.36 | +3.01 |
| Martin ratioReturn relative to average drawdown | 12.07 | 0.90 | +11.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SXR8.DE | VAGF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.02 | 0.19 | +1.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | -0.34 | +1.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.91 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | -0.17 | +0.94 |
Drawdowns
SXR8.DE vs. VAGF.DE - Drawdown Comparison
The maximum SXR8.DE drawdown since its inception was -33.78%, which is greater than VAGF.DE's maximum drawdown of -19.56%. Use the drawdown chart below to compare losses from any high point for SXR8.DE and VAGF.DE.
Loading charts...
Drawdown Indicators
| SXR8.DE | VAGF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.78% | -19.56% | -14.22% |
Max Drawdown (1Y)Largest decline over 1 year | -6.94% | -2.82% | -4.12% |
Max Drawdown (3Y)Largest decline over 3 years | -23.32% | -4.43% | -18.89% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | -18.80% | -4.52% |
Max Drawdown (10Y)Largest decline over 10 years | -33.78% | — | — |
Current DrawdownCurrent decline from peak | -1.71% | -11.06% | +9.35% |
Average DrawdownAverage peak-to-trough decline | -5.22% | -8.97% | +3.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 1.12% | +0.82% |
Volatility
SXR8.DE vs. VAGF.DE - Volatility Comparison
iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a higher volatility of 2.86% compared to Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (VAGF.DE) at 1.49%. This indicates that SXR8.DE's price experiences larger fluctuations and is considered to be riskier than VAGF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SXR8.DE | VAGF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.86% | 1.49% | +1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 7.58% | 3.97% | +3.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.57% | 5.19% | +6.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.16% | 5.17% | +9.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.08% | 4.92% | +11.16% |
SXR8.DE vs. VAGF.DE - Expense Ratio Comparison
SXR8.DE has a 0.07% expense ratio, which is lower than VAGF.DE's 0.10% 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
SXR8.DE vs. VAGF.DE - Dividend Comparison
Neither SXR8.DE nor VAGF.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR8.DE and VAGF.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, SXR8.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR8.DE is cheaper with a 0.07% expense ratio, compared with 0.10% for VAGF.DE.
SXR8.DE is categorized as S&P 500, while VAGF.DE is Global Bonds. SXR8.DE tracks S&P 500 Index, while VAGF.DE tracks Bloomberg Global Aggregate Float Adjusted and Scaled (EUR Hedged). They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for SXR8.DE and 0.10% for VAGF.DE.
Find the right allocation for SXR8.DE and VAGF.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer