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VAGF.DE vs. AGGU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VAGF.DE vs. AGGU.L - 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 iShares Core Global Aggregate Bond UCITS ETF (AGGU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VAGF.DE is traded in EUR, while AGGU.L is traded in USD. To make them comparable, the AGGU.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, VAGF.DE achieves a -0.68% return, which is significantly lower than AGGU.L's 1.51% return.


VAGF.DE

1D
0.09%
1M
-0.28%
YTD
-0.68%
6M
-0.37%
1Y
1.16%
3Y*
2.04%
5Y*
-1.66%
10Y*

AGGU.L

1D
-0.05%
1M
0.82%
YTD
1.51%
6M
0.93%
1Y
1.52%
3Y*
1.40%
5Y*
1.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VAGF.DE vs. AGGU.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VAGF.DE
Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc
-0.68%3.23%0.82%4.53%-14.84%-2.97%5.07%0.73%
AGGU.L
iShares Core Global Aggregate Bond UCITS ETF
1.52%-7.71%10.28%3.51%-6.05%5.54%-3.51%3.14%

Correlation

The correlation between VAGF.DE and AGGU.L is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.05

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

0.22

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

0.26

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

0.26

Over the past year, the correlation between VAGF.DE and AGGU.L has dropped to 0.05 - well below their long-term average of 0.26, suggesting their price drivers have been diverging.

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Return for Risk

VAGF.DE vs. AGGU.L — 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: 1414
Overall Rank
VAGF.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
VAGF.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
VAGF.DE Omega Ratio Rank: 1313
Omega Ratio Rank
VAGF.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
VAGF.DE Martin Ratio Rank: 1414
Martin Ratio Rank

AGGU.L
AGGU.L Risk / Return Rank: 3030
Overall Rank
AGGU.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
AGGU.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
AGGU.L Omega Ratio Rank: 2828
Omega Ratio Rank
AGGU.L Calmar Ratio Rank: 3030
Calmar Ratio Rank
AGGU.L 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. AGGU.L - 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 iShares Core Global Aggregate Bond UCITS ETF (AGGU.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.


VAGF.DEAGGU.LDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.06

1.05

+0.01

Calmar ratioReturn relative to maximum drawdown

0.38

0.35

+0.04

Martin ratioReturn relative to average drawdown

1.06

0.91

+0.14

VAGF.DE vs. AGGU.L - Sharpe Ratio Comparison

The current VAGF.DE Sharpe Ratio is 0.33, which is higher than the AGGU.L Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of VAGF.DE and AGGU.L, 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.DEAGGU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

0.25

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.33

0.18

-0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.17

0.25

-0.42

Drawdowns

VAGF.DE vs. AGGU.L - Drawdown Comparison

The maximum VAGF.DE drawdown since its inception was -19.57%, which is greater than AGGU.L's maximum drawdown of -12.78%. Use the drawdown chart below to compare losses from any high point for VAGF.DE and AGGU.L.


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Drawdown Indicators


VAGF.DEAGGU.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.57%

-12.78%

-6.79%

Max Drawdown (1Y)

Largest decline over 1 year

-3.11%

-4.39%

+1.28%

Max Drawdown (3Y)

Largest decline over 3 years

-4.45%

-11.21%

+6.76%

Max Drawdown (5Y)

Largest decline over 5 years

-18.79%

-12.37%

-6.42%

Current Drawdown

Current decline from peak

-10.73%

-7.33%

-3.40%

Average Drawdown

Average peak-to-trough decline

-8.99%

-5.50%

-3.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.13%

1.66%

-0.53%

Volatility

VAGF.DE vs. AGGU.L - Volatility Comparison

Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (VAGF.DE) has a higher volatility of 1.55% compared to iShares Core Global Aggregate Bond UCITS ETF (AGGU.L) at 1.19%. This indicates that VAGF.DE's price experiences larger fluctuations and is considered to be riskier than AGGU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VAGF.DEAGGU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.55%

1.19%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

2.98%

4.51%

-1.53%

Volatility (1Y)

Calculated over the trailing 1-year period

3.63%

6.19%

-2.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.90%

8.20%

-3.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.71%

7.98%

-3.27%

VAGF.DE vs. AGGU.L - Expense Ratio Comparison

Both VAGF.DE and AGGU.L 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%.


Dividends

VAGF.DE vs. AGGU.L - Dividend Comparison

Neither VAGF.DE nor AGGU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


VAGF.DE and AGGU.L have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

VAGF.DE and AGGU.L have the same expense ratio: 0.10% per year.

VAGF.DE tracks Bloomberg Global Aggregate Float Adjusted and Scaled (EUR Hedged), while AGGU.L tracks Bloomberg Global Aggregate Bond Index. They also come from different issuers: Vanguard and iShares.

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