VAGE.DE vs. VUTY.L
Compare and contrast key facts about Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Dist (VAGE.DE) and Vanguard USD Treasury Bond UCITS ETF Distributing (VUTY.L).
VAGE.DE and VUTY.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VAGE.DE is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Global Aggregate Float Adjusted and Scaled (EUR Hedged). It was launched on Jun 18, 2019. VUTY.L is a passively managed fund by Vanguard that tracks the performance of the Bloomberg US Government TR USD. It was launched on Feb 24, 2016. Both VAGE.DE and VUTY.L 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: VAGE.DE or VUTY.L.
Key characteristics
| VAGE.DE | VUTY.L | |
|---|---|---|
| YTD Return | -1.16% | -1.90% |
| 1Y Return | 1.20% | -2.34% |
| 3Y Return (Ann) | -3.96% | 0.51% |
| Sharpe Ratio | 0.36 | -0.35 |
| Daily Std Dev | 4.71% | 6.74% |
| Max Drawdown | -19.43% | -21.34% |
| Current Drawdown | -14.57% | -18.72% |
Correlation
The correlation between VAGE.DE and VUTY.L is 0.46, 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
VAGE.DE vs. VUTY.L - Performance Comparison
In the year-to-date period, VAGE.DE achieves a -1.16% return, which is significantly higher than VUTY.L's -1.90% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VAGE.DE vs. VUTY.L - Expense Ratio Comparison
VAGE.DE has a 0.10% expense ratio, which is higher than VUTY.L'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
VAGE.DE vs. VUTY.L - Risk-Adjusted Performance 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 USD Treasury Bond UCITS ETF Distributing (VUTY.L). 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
VAGE.DE vs. VUTY.L - Dividend Comparison
VAGE.DE's dividend yield for the trailing twelve months is around 2.73%, less than VUTY.L's 3.57% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
VAGE.DE Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Dist | 2.73% | 2.39% | 1.47% | 0.87% | 1.20% | 0.60% | 0.00% | 0.00% | 0.00% |
VUTY.L Vanguard USD Treasury Bond UCITS ETF Distributing | 3.57% | 4.34% | 2.52% | 1.64% | 2.10% | 3.09% | 2.97% | 2.13% | 1.22% |
Drawdowns
VAGE.DE vs. VUTY.L - Drawdown Comparison
The maximum VAGE.DE drawdown since its inception was -19.43%, smaller than the maximum VUTY.L drawdown of -21.34%. Use the drawdown chart below to compare losses from any high point for VAGE.DE and VUTY.L. For additional features, visit the drawdowns tool.
Volatility
VAGE.DE vs. VUTY.L - Volatility Comparison
Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Dist (VAGE.DE) and Vanguard USD Treasury Bond UCITS ETF Distributing (VUTY.L) have volatilities of 2.02% and 2.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.