SXRL.DE vs. VAGT.DE
SXRL.DE (iShares USD Treasury Bond 3-7yr UCITS ETF (Acc)) and VAGT.DE (Vanguard USD Treasury Bond UCITS ETF Accumulating) are both Government Bonds funds - SXRL.DE tracks the ICE US Treasury 3-7 Year while VAGT.DE tracks the Bloomberg Global Aggregate US Treasury Float Adjusted Index. Both are passively managed. Over the past 3 years, SXRL.DE returned 3.72%/yr vs 2.81%/yr for VAGT.DE. A 0.73 correlation means they provide meaningful diversification when combined. SXRL.DE charges 0.07%/yr vs 0.05%/yr for VAGT.DE.
Performance
SXRL.DE vs. VAGT.DE - Performance Comparison
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Different Trading Currencies
SXRL.DE is traded in USD, while VAGT.DE is traded in EUR. To make them comparable, the VAGT.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, SXRL.DE achieves a -0.31% return, which is significantly lower than VAGT.DE's -0.10% return.
SXRL.DE
- 1D
- 0.20%
- 1M
- -0.08%
- YTD
- -0.31%
- 6M
- -0.10%
- 1Y
- 3.22%
- 3Y*
- 3.72%
- 5Y*
- 0.39%
- 10Y*
- 1.39%
VAGT.DE
- 1D
- 0.21%
- 1M
- 0.14%
- YTD
- -0.10%
- 6M
- 0.03%
- 1Y
- 3.37%
- 3Y*
- 2.81%
- 5Y*
- —
- 10Y*
- —
SXRL.DE vs. VAGT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SXRL.DE iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) | -0.31% | 7.42% | 1.93% | 4.98% |
VAGT.DE Vanguard USD Treasury Bond UCITS ETF Accumulating | -0.10% | 6.71% | 0.32% | 3.87% |
Correlation
The correlation between SXRL.DE and VAGT.DE is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2023 | 0.73 |
The correlation between SXRL.DE and VAGT.DE shifts across timeframes, from 0.59 (1 year) to 0.73 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SXRL.DE vs. VAGT.DE — Risk / Return Rank
SXRL.DE
VAGT.DE
SXRL.DE vs. VAGT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (SXRL.DE) and Vanguard USD Treasury Bond UCITS ETF Accumulating (VAGT.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.
| SXRL.DE | VAGT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.12 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.32 | 1.18 | +0.14 |
| Martin ratioReturn relative to average drawdown | 4.12 | 3.42 | +0.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SXRL.DE | VAGT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 0.67 | +0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.51 | +0.04 |
Drawdowns
SXRL.DE vs. VAGT.DE - Drawdown Comparison
The maximum SXRL.DE drawdown since its inception was -14.09%, which is greater than VAGT.DE's maximum drawdown of -7.22%. Use the drawdown chart below to compare losses from any high point for SXRL.DE and VAGT.DE.
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Drawdown Indicators
| SXRL.DE | VAGT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.09% | -7.22% | -6.87% |
Max Drawdown (1Y)Largest decline over 1 year | -2.43% | -2.84% | +0.41% |
Max Drawdown (3Y)Largest decline over 3 years | -3.63% | -5.25% | +1.62% |
Max Drawdown (5Y)Largest decline over 5 years | -13.50% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -14.09% | — | — |
Current DrawdownCurrent decline from peak | -1.58% | -1.79% | +0.21% |
Average DrawdownAverage peak-to-trough decline | -2.87% | -1.96% | -0.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.78% | 0.98% | -0.20% |
Volatility
SXRL.DE vs. VAGT.DE - Volatility Comparison
The current volatility for iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (SXRL.DE) is 1.11%, while Vanguard USD Treasury Bond UCITS ETF Accumulating (VAGT.DE) has a volatility of 1.36%. This indicates that SXRL.DE experiences smaller price fluctuations and is considered to be less risky than VAGT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRL.DE | VAGT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.11% | 1.36% | -0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 2.17% | 3.35% | -1.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.94% | 5.00% | -2.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.68% | 6.47% | -1.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.84% | 6.47% | -2.63% |
SXRL.DE vs. VAGT.DE - Expense Ratio Comparison
SXRL.DE has a 0.07% expense ratio, which is higher than VAGT.DE's 0.05% 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
SXRL.DE vs. VAGT.DE - Dividend Comparison
Neither SXRL.DE nor VAGT.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRL.DE and VAGT.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VAGT.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VAGT.DE is cheaper with a 0.05% expense ratio, compared with 0.07% for SXRL.DE.
SXRL.DE tracks ICE US Treasury 3-7 Year, while VAGT.DE tracks Bloomberg Global Aggregate US Treasury Float Adjusted Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for SXRL.DE and 0.05% for VAGT.DE.
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