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VAGF.DE vs. BNDW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VAGF.DE and BNDW is -0.40. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

VAGF.DE vs. BNDW - 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 Vanguard Total World Bond ETF (BNDW). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

VAGF.DE:

4.59%

BNDW:

5.33%

Max Drawdown

VAGF.DE:

-19.57%

BNDW:

-0.51%

Current Drawdown

VAGF.DE:

-11.99%

BNDW:

-0.45%

Returns By Period


VAGF.DE

YTD

1.07%

1M

1.01%

6M

0.79%

1Y

3.67%

5Y*

-1.95%

10Y*

N/A

BNDW

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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VAGF.DE vs. BNDW - Expense Ratio Comparison

VAGF.DE has a 0.10% expense ratio, which is higher than BNDW's 0.06% 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

VAGF.DE vs. BNDW — Risk-Adjusted Performance Rank

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

VAGF.DE
The Risk-Adjusted Performance Rank of VAGF.DE is 6969
Overall Rank
The Sharpe Ratio Rank of VAGF.DE is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of VAGF.DE is 7777
Sortino Ratio Rank
The Omega Ratio Rank of VAGF.DE is 7272
Omega Ratio Rank
The Calmar Ratio Rank of VAGF.DE is 4646
Calmar Ratio Rank
The Martin Ratio Rank of VAGF.DE is 7272
Martin Ratio Rank

BNDW
The Risk-Adjusted Performance Rank of BNDW is 8181
Overall Rank
The Sharpe Ratio Rank of BNDW is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of BNDW is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BNDW is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BNDW is 6262
Calmar Ratio Rank
The Martin Ratio Rank of BNDW is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VAGF.DE vs. BNDW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (VAGF.DE) and Vanguard Total World Bond ETF (BNDW). 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.



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Dividends

VAGF.DE vs. BNDW - Dividend Comparison

Neither VAGF.DE nor BNDW has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

VAGF.DE vs. BNDW - Drawdown Comparison

The maximum VAGF.DE drawdown since its inception was -19.57%, which is greater than BNDW's maximum drawdown of -0.51%. Use the drawdown chart below to compare losses from any high point for VAGF.DE and BNDW. For additional features, visit the drawdowns tool.


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Volatility

VAGF.DE vs. BNDW - Volatility Comparison


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