VAGF.DE vs. ^STOXX
VAGF.DE (Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc) is Global Bonds fund tracking the Bloomberg Global Aggregate Float Adjusted and Scaled (EUR Hedged), while ^STOXX (STOXX Europe 600 Index) is an index. Over the past 5 years, VAGF.DE returned -1.76%/yr vs 6.72%/yr for ^STOXX. At a 0.06 correlation, their price movements are largely independent.
Performance
VAGF.DE vs. ^STOXX - Performance Comparison
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Returns By Period
In the year-to-date period, VAGF.DE achieves a -0.63% return, which is significantly lower than ^STOXX's 6.82% return.
VAGF.DE
- 1D
- -0.17%
- 1M
- 0.47%
- YTD
- -0.63%
- 6M
- -0.59%
- 1Y
- 1.11%
- 3Y*
- 2.12%
- 5Y*
- -1.76%
- 10Y*
- —
^STOXX
- 1D
- 1.88%
- 1M
- 4.33%
- YTD
- 6.82%
- 6M
- 8.70%
- 1Y
- 16.20%
- 3Y*
- 10.98%
- 5Y*
- 6.72%
- 10Y*
- 7.05%
VAGF.DE vs. ^STOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VAGF.DE Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc | -0.63% | 3.03% | 0.83% | 4.52% | -14.84% | -2.98% | 5.07% | 1.00% |
^STOXX STOXX Europe 600 Index | 6.82% | 17.42% | 5.39% | 12.74% | -13.06% | 22.10% | -3.83% | 9.96% |
Correlation
The correlation between VAGF.DE and ^STOXX is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2019 | 0.06 |
The correlation between VAGF.DE and ^STOXX shifts across timeframes, from 0.06 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VAGF.DE vs. ^STOXX — Risk / Return Rank
VAGF.DE
^STOXX
VAGF.DE vs. ^STOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (VAGF.DE) and STOXX Europe 600 Index (^STOXX). 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.
| VAGF.DE | ^STOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.04 | ||
| Sortino ratioReturn per unit of downside risk | -1.55 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.23 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.39 | 1.61 | -1.21 |
| Martin ratioReturn relative to average drawdown | 0.97 | 5.82 | -4.85 |
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Drawdowns
VAGF.DE vs. ^STOXX - Drawdown Comparison
The maximum VAGF.DE drawdown since its inception was -19.56%, smaller than the maximum ^STOXX drawdown of -60.54%. Use the drawdown chart below to compare losses from any high point for VAGF.DE and ^STOXX.
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Drawdown Indicators
| VAGF.DE | ^STOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.56% | -60.54% | +40.98% |
Max Drawdown (1Y)Largest decline over 1 year | -2.82% | -9.56% | +6.74% |
Max Drawdown (3Y)Largest decline over 3 years | -4.43% | -16.56% | +12.13% |
Max Drawdown (5Y)Largest decline over 5 years | -18.80% | -22.55% | +3.75% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.55% | — |
Current DrawdownCurrent decline from peak | -10.86% | -0.10% | -10.76% |
Average DrawdownAverage peak-to-trough decline | -8.98% | -14.61% | +5.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.15% | 2.68% | -1.53% |
Volatility
VAGF.DE vs. ^STOXX - Volatility Comparison
The current volatility for Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (VAGF.DE) is 1.51%, while STOXX Europe 600 Index (^STOXX) has a volatility of 3.17%. This indicates that VAGF.DE experiences smaller price fluctuations and is considered to be less risky than ^STOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VAGF.DE | ^STOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.51% | 3.17% | -1.66% |
Volatility (6M)Calculated over the trailing 6-month period | 3.87% | 10.28% | -6.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.21% | 12.30% | -7.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.18% | 14.22% | -9.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.92% | 15.50% | -10.58% |
Frequently Asked Questions
VAGF.DE and ^STOXX have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for VAGF.DE and ^STOXX
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