SXRH.DE vs. VGTY.DE
Compare and contrast key facts about iShares USD TIPS 0-5 UCITS ETF USD (Dist) (SXRH.DE) and Vanguard USD Treasury Bond UCITS ETF Distributing (VGTY.DE).
SXRH.DE and VGTY.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SXRH.DE is a passively managed fund by iShares that tracks the performance of the ICE US Treasury Inflation-Linked Bond 0-5 Years. It was launched on Apr 20, 2017. VGTY.DE is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Global Aggregate US Treasury Float Adjusted. It was launched on Feb 24, 2016. Both SXRH.DE and VGTY.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SXRH.DE or VGTY.DE.
Key characteristics
| SXRH.DE | VGTY.DE | |
|---|---|---|
| YTD Return | 9.77% | 2.10% |
| 1Y Return | 9.99% | 3.76% |
| 3Y Return (Ann) | 4.95% | -3.04% |
| 5Y Return (Ann) | 4.57% | -2.14% |
| Sharpe Ratio | 1.26 | 0.74 |
| Sortino Ratio | 1.94 | 1.24 |
| Omega Ratio | 1.31 | 1.14 |
| Calmar Ratio | 1.14 | 0.19 |
| Martin Ratio | 4.56 | 2.23 |
| Ulcer Index | 2.10% | 1.96% |
| Daily Std Dev | 9.66% | 5.89% |
| Max Drawdown | -13.83% | -22.81% |
| Current Drawdown | 0.00% | -18.99% |
Correlation
The correlation between SXRH.DE and VGTY.DE is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SXRH.DE vs. VGTY.DE - Performance Comparison
In the year-to-date period, SXRH.DE achieves a 9.77% return, which is significantly higher than VGTY.DE's 2.10% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SXRH.DE vs. VGTY.DE - Expense Ratio Comparison
SXRH.DE has a 0.10% expense ratio, which is higher than VGTY.DE's 0.07% 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%.
Risk-Adjusted Performance
SXRH.DE vs. VGTY.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD TIPS 0-5 UCITS ETF USD (Dist) (SXRH.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.
Dividends
SXRH.DE vs. VGTY.DE - Dividend Comparison
SXRH.DE's dividend yield for the trailing twelve months is around 8.12%, while VGTY.DE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
SXRH.DE iShares USD TIPS 0-5 UCITS ETF USD (Dist) | 8.12% | 5.71% | 0.42% | 0.43% | 3.69% | 3.65% |
VGTY.DE Vanguard USD Treasury Bond UCITS ETF Distributing | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SXRH.DE vs. VGTY.DE - Drawdown Comparison
The maximum SXRH.DE drawdown since its inception was -13.83%, smaller than the maximum VGTY.DE drawdown of -22.81%. Use the drawdown chart below to compare losses from any high point for SXRH.DE and VGTY.DE. For additional features, visit the drawdowns tool.
Volatility
SXRH.DE vs. VGTY.DE - Volatility Comparison
The current volatility for iShares USD TIPS 0-5 UCITS ETF USD (Dist) (SXRH.DE) is 1.16%, while Vanguard USD Treasury Bond UCITS ETF Distributing (VGTY.DE) has a volatility of 1.75%. This indicates that SXRH.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.