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

Performance

VAGE.DE vs. VAGF.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 Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (VAGF.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022202120202019
VAGE.DE
Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Dist
-0.81%3.25%0.73%4.48%-14.75%-2.80%4.86%0.33%
VAGF.DE
Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc
-0.63%3.23%0.82%4.53%-14.84%-2.97%5.07%0.73%

Returns By Period

In the year-to-date period, VAGE.DE achieves a -0.81% return, which is significantly lower than VAGF.DE's -0.63% return.


VAGE.DE

1D
0.13%
1M
-1.87%
YTD
-0.81%
6M
-0.52%
1Y
0.99%
3Y*
1.87%
5Y*
-1.68%
10Y*

VAGF.DE

1D
0.46%
1M
-1.42%
YTD
-0.63%
6M
-0.21%
1Y
1.04%
3Y*
1.93%
5Y*
-1.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both VAGE.DE and VAGF.DE have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

VAGE.DE vs. VAGF.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: 1818
Overall Rank
VAGE.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
VAGE.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
VAGE.DE Omega Ratio Rank: 1515
Omega Ratio Rank
VAGE.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
VAGE.DE Martin Ratio Rank: 2020
Martin Ratio Rank

VAGF.DE
VAGF.DE Risk / Return Rank: 1919
Overall Rank
VAGF.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
VAGF.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
VAGF.DE Omega Ratio Rank: 1515
Omega Ratio Rank
VAGF.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
VAGF.DE Martin Ratio Rank: 2222
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. VAGF.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 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.


VAGE.DEVAGF.DEDifference

Sharpe ratio

Return per unit of total volatility

0.27

0.27

0.00

Sortino ratio

Return per unit of downside risk

0.39

0.41

-0.01

Omega ratio

Gain probability vs. loss probability

1.05

1.05

0.00

Calmar ratio

Return relative to maximum drawdown

0.36

0.46

-0.10

Martin ratio

Return relative to average drawdown

1.25

1.46

-0.21

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

The current VAGE.DE Sharpe Ratio is 0.27, which is comparable to the VAGF.DE Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of VAGE.DE and VAGF.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VAGE.DEVAGF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.27

0.27

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

-0.33

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.20

-0.17

-0.03

Correlation

The correlation between VAGE.DE and VAGF.DE is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VAGE.DE vs. VAGF.DE - Dividend Comparison

VAGE.DE's dividend yield for the trailing twelve months is around 3.56%, while VAGF.DE has not paid dividends to shareholders.


TTM2025202420232022202120202019
VAGE.DE
Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Dist
3.56%3.51%3.13%2.39%1.47%0.87%1.20%0.60%
VAGF.DE
Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VAGE.DE vs. VAGF.DE - Drawdown Comparison

The maximum VAGE.DE drawdown since its inception was -19.43%, roughly equal to the maximum VAGF.DE drawdown of -19.57%. Use the drawdown chart below to compare losses from any high point for VAGE.DE and VAGF.DE.


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Drawdown Indicators


VAGE.DEVAGF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.43%

-19.57%

+0.14%

Max Drawdown (1Y)

Largest decline over 1 year

-2.92%

-2.93%

+0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-18.63%

-18.79%

+0.16%

Current Drawdown

Current decline from peak

-10.84%

-10.68%

-0.16%

Average Drawdown

Average peak-to-trough decline

-8.84%

-8.95%

+0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

0.92%

-0.07%

Volatility

VAGE.DE vs. VAGF.DE - Volatility Comparison

Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Dist (VAGE.DE) has a higher volatility of 1.81% compared to Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (VAGF.DE) at 1.53%. This indicates that VAGE.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.


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Volatility by Period


VAGE.DEVAGF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.81%

1.53%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

2.48%

2.43%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

3.66%

3.91%

-0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.63%

4.83%

-0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.49%

4.70%

-0.21%