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VAGF.DE vs. 4GLD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VAGF.DE vs. 4GLD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (VAGF.DE) and Xetra-Gold (4GLD.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, VAGF.DE achieves a -0.85% return, which is significantly lower than 4GLD.DE's -0.02% return.


VAGF.DE

1D
-0.06%
1M
-0.56%
YTD
-0.85%
6M
-0.81%
1Y
1.14%
3Y*
1.98%
5Y*
-1.80%
10Y*

4GLD.DE

1D
-0.35%
1M
-6.50%
YTD
-0.02%
6M
3.79%
1Y
27.88%
3Y*
27.05%
5Y*
19.19%
10Y*
12.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VAGF.DE vs. 4GLD.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VAGF.DE
Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc
-0.85%3.03%0.83%4.52%-14.84%-2.98%5.07%1.00%
4GLD.DE
Xetra-Gold
-0.02%49.32%34.57%9.33%7.12%4.03%13.03%13.40%

Correlation

The correlation between VAGF.DE and 4GLD.DE is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

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

0.16

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

0.20

Correlation (All Time)
Calculated using the full available price history since Jun 18, 2019

0.22

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Return for Risk

VAGF.DE vs. 4GLD.DE — Risk / Return Rank

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

VAGF.DE
VAGF.DE Risk / Return Rank: 1212
Overall Rank
VAGF.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
VAGF.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
VAGF.DE Omega Ratio Rank: 1111
Omega Ratio Rank
VAGF.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
VAGF.DE Martin Ratio Rank: 1414
Martin Ratio Rank

4GLD.DE
4GLD.DE Risk / Return Rank: 3636
Overall Rank
4GLD.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
4GLD.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
4GLD.DE Omega Ratio Rank: 4141
Omega Ratio Rank
4GLD.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
4GLD.DE Martin Ratio Rank: 3131
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.

VAGF.DE vs. 4GLD.DE - 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 Xetra-Gold (4GLD.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.


VAGF.DE4GLD.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.02

Sortino ratioReturn per unit of downside risk

-1.34

Omega ratioGain probability vs. loss probability

1.04

1.24

-0.20

Calmar ratioReturn relative to maximum drawdown

0.36

1.63

-1.28

Martin ratioReturn relative to average drawdown

0.90

4.17

-3.27

VAGF.DE vs. 4GLD.DE - Sharpe Ratio Comparison

The current VAGF.DE Sharpe Ratio is 0.19, which is lower than the 4GLD.DE Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of VAGF.DE and 4GLD.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


VAGF.DE4GLD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.19

1.22

-1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

1.19

-1.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.17

0.67

-0.84

Drawdowns

VAGF.DE vs. 4GLD.DE - Drawdown Comparison

The maximum VAGF.DE drawdown since its inception was -19.56%, smaller than the maximum 4GLD.DE drawdown of -36.79%. Use the drawdown chart below to compare losses from any high point for VAGF.DE and 4GLD.DE.


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Drawdown Indicators


VAGF.DE4GLD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.56%

-36.79%

+17.23%

Max Drawdown (1Y)

Largest decline over 1 year

-2.82%

-17.28%

+14.46%

Max Drawdown (3Y)

Largest decline over 3 years

-4.43%

-17.28%

+12.85%

Max Drawdown (5Y)

Largest decline over 5 years

-18.80%

-17.28%

-1.52%

Max Drawdown (10Y)

Largest decline over 10 years

-18.23%

Current Drawdown

Current decline from peak

-11.06%

-17.28%

+6.22%

Average Drawdown

Average peak-to-trough decline

-8.97%

-12.02%

+3.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.12%

6.78%

-5.66%

Volatility

VAGF.DE vs. 4GLD.DE - Volatility Comparison

The current volatility for Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (VAGF.DE) is 1.49%, while Xetra-Gold (4GLD.DE) has a volatility of 5.23%. This indicates that VAGF.DE experiences smaller price fluctuations and is considered to be less risky than 4GLD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VAGF.DE4GLD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.49%

5.23%

-3.74%

Volatility (6M)

Calculated over the trailing 6-month period

3.97%

20.23%

-16.26%

Volatility (1Y)

Calculated over the trailing 1-year period

5.19%

23.20%

-18.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.17%

16.15%

-10.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.92%

14.49%

-9.57%

VAGF.DE vs. 4GLD.DE - Expense Ratio Comparison

VAGF.DE has a 0.10% expense ratio, which is higher than 4GLD.DE's 0.00% 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

VAGF.DE vs. 4GLD.DE - Dividend Comparison

Neither VAGF.DE nor 4GLD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


VAGF.DE and 4GLD.DE have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 4GLD.DE is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

4GLD.DE is cheaper with a 0.00% expense ratio, compared with 0.10% for VAGF.DE.

VAGF.DE is categorized as Global Bonds, while 4GLD.DE is Gold. VAGF.DE tracks Bloomberg Global Aggregate Float Adjusted and Scaled (EUR Hedged), while 4GLD.DE tracks LBMA Gold Price. They also come from different issuers: Vanguard and Deutsche Börse Commodities. Their fees differ too: 0.10% for VAGF.DE and 0.00% for 4GLD.DE.

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