SXRR.DE vs. VAGY.DE
SXRR.DE (iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist)) and VAGY.DE (Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating) are both Corporate Bonds funds - SXRR.DE tracks the Bloomberg US Floating Rate Notes 1-5 Year Index (EUR Hedged) while VAGY.DE tracks the Bloomberg Global Aggregate Corporate USD 1-3. Both are passively managed. Over the past 3 years, SXRR.DE returned 3.76%/yr vs 3.78%/yr for VAGY.DE. At a correlation of -0.01, they often move in opposite directions. SXRR.DE charges 0.12%/yr vs 0.09%/yr for VAGY.DE.
Performance
SXRR.DE vs. VAGY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRR.DE achieves a 1.42% return, which is significantly lower than VAGY.DE's 4.01% return.
SXRR.DE
- 1D
- 0.00%
- 1M
- 0.24%
- 6M
- 1.42%
- YTD
- 1.42%
- 1Y
- 2.84%
- 3Y*
- 3.76%
- 5Y*
- 2.44%
- 10Y*
- —
VAGY.DE
- 1D
- 0.00%
- 1M
- 1.85%
- 6M
- 3.90%
- YTD
- 4.01%
- 1Y
- 6.93%
- 3Y*
- 3.78%
- 5Y*
- —
- 10Y*
- —
SXRR.DE vs. VAGY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SXRR.DE iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) | 1.42% | 2.69% | 4.90% | 3.27% |
VAGY.DE Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating | 4.01% | -5.79% | 11.38% | 0.66% |
Correlation
The correlation between SXRR.DE and VAGY.DE is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Mar 9, 2023 | -0.01 |
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Return for Risk
SXRR.DE vs. VAGY.DE — Risk / Return Rank
SXRR.DE
VAGY.DE
SXRR.DE vs. VAGY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) (SXRR.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.
| SXRR.DE | VAGY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.74 | ||
| Sortino ratioReturn per unit of downside risk | +1.48 | ||
| Omega ratioGain probability vs. loss probability | 1.93 | 1.22 | +0.71 |
| Calmar ratioReturn relative to maximum drawdown | 12.00 | 2.17 | +9.83 |
| Martin ratioReturn relative to average drawdown | 38.03 | 5.57 | +32.46 |
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Drawdowns
SXRR.DE vs. VAGY.DE - Drawdown Comparison
The maximum SXRR.DE drawdown since its inception was -14.20%, 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 SXRR.DE and VAGY.DE.
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Drawdown Indicators
| SXRR.DE | VAGY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.20% | -10.58% | -3.62% |
Max Drawdown (1Y)Largest decline over 1 year | -0.24% | -3.20% | +2.96% |
Max Drawdown (3Y)Largest decline over 3 years | -1.36% | -10.58% | +9.22% |
Max Drawdown (5Y)Largest decline over 5 years | -2.72% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -4.19% | +4.19% |
Average DrawdownAverage peak-to-trough decline | -1.22% | -3.68% | +2.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.07% | 1.25% | -1.18% |
Volatility
SXRR.DE vs. VAGY.DE - Volatility Comparison
The current volatility for iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) (SXRR.DE) is 0.24%, while Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VAGY.DE) has a volatility of 1.53%. This indicates that SXRR.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
| SXRR.DE | VAGY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.24% | 1.53% | -1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 1.10% | 3.86% | -2.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.42% | 5.56% | -4.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.94% | 6.44% | -4.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.81% | 6.44% | -2.63% |
SXRR.DE vs. VAGY.DE - Expense Ratio Comparison
SXRR.DE has a 0.12% 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
SXRR.DE vs. VAGY.DE - Dividend Comparison
SXRR.DE's dividend yield for the trailing twelve months is around 4.72%, while VAGY.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
SXRR.DE iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) | 4.72% | 5.04% | 6.01% | 5.52% | 1.49% | 0.58% | 1.60% | 3.00% | 2.06% | 0.36% |
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% |
Frequently Asked Questions
SXRR.DE and VAGY.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, 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 0.12% for SXRR.DE.
SXRR.DE tracks Bloomberg US Floating Rate Notes 1-5 Year Index (EUR Hedged), while VAGY.DE tracks Bloomberg Global Aggregate Corporate USD 1-3. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.12% for SXRR.DE and 0.09% for VAGY.DE.
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