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VAGE.DE vs. IS0Z.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VAGE.DE vs. IS0Z.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Dist (VAGE.DE) and iShares Global AAA-AA Government Bond UCITS ETF (Dist) (IS0Z.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VAGE.DE achieves a -0.58% return, which is significantly lower than IS0Z.DE's 1.29% return.


VAGE.DE

1D
0.10%
1M
0.16%
YTD
-0.58%
6M
-0.57%
1Y
1.21%
3Y*
2.06%
5Y*
-1.65%
10Y*

IS0Z.DE

1D
0.06%
1M
0.78%
YTD
1.29%
6M
1.06%
1Y
0.23%
3Y*
1.18%
5Y*
-2.11%
10Y*
-0.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VAGE.DE vs. IS0Z.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VAGE.DE
Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Dist
-0.58%3.25%0.73%4.48%-14.75%-2.80%4.86%0.33%
IS0Z.DE
iShares Global AAA-AA Government Bond UCITS ETF (Dist)
1.29%-1.88%0.75%4.39%-16.12%-0.07%2.03%0.99%

Correlation

The correlation between VAGE.DE and IS0Z.DE is 0.71, 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

0.71

Correlation (3Y)
Calculated over the trailing 3-year period

0.79

Correlation (5Y)
Calculated over the trailing 5-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2019

0.75

The correlation between VAGE.DE and IS0Z.DE has been stable across timeframes, ranging from 0.71 to 0.79 - a consistent structural relationship.

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Return for Risk

VAGE.DE vs. IS0Z.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VAGE.DE
VAGE.DE Risk / Return Rank: 1414
Overall Rank
VAGE.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
VAGE.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
VAGE.DE Omega Ratio Rank: 1313
Omega Ratio Rank
VAGE.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
VAGE.DE Martin Ratio Rank: 1414
Martin Ratio Rank

IS0Z.DE
IS0Z.DE Risk / Return Rank: 1010
Overall Rank
IS0Z.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
IS0Z.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
IS0Z.DE Omega Ratio Rank: 99
Omega Ratio Rank
IS0Z.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
IS0Z.DE Martin Ratio Rank: 1010
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VAGE.DE vs. IS0Z.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Dist (VAGE.DE) and iShares Global AAA-AA Government Bond UCITS ETF (Dist) (IS0Z.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.


VAGE.DEIS0Z.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.28

Sortino ratioReturn per unit of downside risk

+0.39

Omega ratioGain probability vs. loss probability

1.06

1.01

+0.05

Calmar ratioReturn relative to maximum drawdown

0.38

0.09

+0.29

Martin ratioReturn relative to average drawdown

1.08

0.19

+0.89

VAGE.DE vs. IS0Z.DE - Sharpe Ratio Comparison

The current VAGE.DE Sharpe Ratio is 0.34, which is higher than the IS0Z.DE Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of VAGE.DE and IS0Z.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VAGE.DEIS0Z.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.34

0.06

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.35

-0.34

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.19

0.05

-0.24

Drawdowns

VAGE.DE vs. IS0Z.DE - Drawdown Comparison

The maximum VAGE.DE drawdown since its inception was -19.43%, smaller than the maximum IS0Z.DE drawdown of -21.02%. Use the drawdown chart below to compare losses from any high point for VAGE.DE and IS0Z.DE.


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Drawdown Indicators


VAGE.DEIS0Z.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.43%

-21.02%

+1.59%

Max Drawdown (1Y)

Largest decline over 1 year

-3.14%

-2.50%

-0.64%

Max Drawdown (3Y)

Largest decline over 3 years

-4.34%

-5.11%

+0.77%

Max Drawdown (5Y)

Largest decline over 5 years

-18.63%

-19.65%

+1.02%

Max Drawdown (10Y)

Largest decline over 10 years

-21.02%

Current Drawdown

Current decline from peak

-10.62%

-15.06%

+4.44%

Average Drawdown

Average peak-to-trough decline

-8.88%

-7.48%

-1.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.12%

1.21%

-0.09%

Volatility

VAGE.DE vs. IS0Z.DE - Volatility Comparison

The current volatility for Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Dist (VAGE.DE) is 1.42%, while iShares Global AAA-AA Government Bond UCITS ETF (Dist) (IS0Z.DE) has a volatility of 1.69%. This indicates that VAGE.DE experiences smaller price fluctuations and is considered to be less risky than IS0Z.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VAGE.DEIS0Z.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.42%

1.69%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

2.96%

3.07%

-0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

3.57%

3.82%

-0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.69%

6.19%

-1.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.49%

5.66%

-1.17%

VAGE.DE vs. IS0Z.DE - Expense Ratio Comparison

VAGE.DE has a 0.10% expense ratio, which is lower than IS0Z.DE's 0.20% 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

VAGE.DE vs. IS0Z.DE - Dividend Comparison

VAGE.DE's dividend yield for the trailing twelve months is around 3.60%, more than IS0Z.DE's 2.67% yield.


PositionTTM20252024202320222021202020192018201720162015
IS0Z.DE
iShares Global AAA-AA Government Bond UCITS ETF (Dist)
2.67%2.51%2.30%1.57%0.80%0.47%0.62%0.88%0.90%0.82%0.84%1.06%
VAGE.DE
Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Dist
3.60%3.51%3.13%2.39%1.47%0.87%1.20%0.60%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VAGE.DE and IS0Z.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VAGE.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VAGE.DE is cheaper with a 0.10% expense ratio, compared with 0.20% for IS0Z.DE.

VAGE.DE tracks Bloomberg Global Aggregate Float Adjusted and Scaled (EUR Hedged), while IS0Z.DE tracks Bloomberg Global Government AAA-AA Capped Bond. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.10% for VAGE.DE and 0.20% for IS0Z.DE.

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