VAGF.DE vs. SXR8.DE
VAGF.DE (Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - VAGF.DE is a Global Bonds fund tracking the Bloomberg Global Aggregate Float Adjusted and Scaled (EUR Hedged), while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, VAGF.DE returned -1.80%/yr vs 14.39%/yr for SXR8.DE. At a correlation of -0.00, they often move in opposite directions. VAGF.DE charges 0.10%/yr vs 0.07%/yr for SXR8.DE.
Performance
VAGF.DE vs. SXR8.DE - Performance Comparison
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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 SXR8.DE's 9.96% 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*
- —
SXR8.DE
- 1D
- -0.20%
- 1M
- 2.54%
- YTD
- 9.96%
- 6M
- 10.04%
- 1Y
- 23.52%
- 3Y*
- 18.44%
- 5Y*
- 14.39%
- 10Y*
- 14.76%
VAGF.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 9.96% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 13.39% |
Correlation
The correlation between VAGF.DE and SXR8.DE is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2019 | -0.00 |
The correlation between VAGF.DE and SXR8.DE shifts across timeframes, from -0.00 (all time) to 0.10 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VAGF.DE vs. SXR8.DE — Risk / Return Rank
VAGF.DE
SXR8.DE
VAGF.DE vs. SXR8.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 iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.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.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.83 | ||
| Sortino ratioReturn per unit of downside risk | -2.46 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.37 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.36 | 3.37 | -3.01 |
| Martin ratioReturn relative to average drawdown | 0.90 | 12.07 | -11.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VAGF.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.19 | 2.02 | -1.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.34 | 0.94 | -1.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.91 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.17 | 0.77 | -0.94 |
Drawdowns
VAGF.DE vs. SXR8.DE - Drawdown Comparison
The maximum VAGF.DE drawdown since its inception was -19.56%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for VAGF.DE and SXR8.DE.
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Drawdown Indicators
| VAGF.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.56% | -33.78% | +14.22% |
Max Drawdown (1Y)Largest decline over 1 year | -2.82% | -6.94% | +4.12% |
Max Drawdown (3Y)Largest decline over 3 years | -4.43% | -23.32% | +18.89% |
Max Drawdown (5Y)Largest decline over 5 years | -18.80% | -23.32% | +4.52% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.78% | — |
Current DrawdownCurrent decline from peak | -11.06% | -1.71% | -9.35% |
Average DrawdownAverage peak-to-trough decline | -8.97% | -5.22% | -3.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.12% | 1.94% | -0.82% |
Volatility
VAGF.DE vs. SXR8.DE - Volatility Comparison
The current volatility for Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (VAGF.DE) is 1.49%, while iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a volatility of 2.86%. This indicates that VAGF.DE experiences smaller price fluctuations and is considered to be less risky than SXR8.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.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.49% | 2.86% | -1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 3.97% | 7.58% | -3.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.19% | 11.57% | -6.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.17% | 15.16% | -9.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.92% | 16.08% | -11.16% |
VAGF.DE vs. SXR8.DE - Expense Ratio Comparison
VAGF.DE has a 0.10% expense ratio, which is higher than SXR8.DE'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%.
Dividends
VAGF.DE vs. SXR8.DE - Dividend Comparison
Neither VAGF.DE nor SXR8.DE has paid dividends to shareholders.
Frequently Asked Questions
VAGF.DE and SXR8.DE have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR8.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR8.DE is cheaper with a 0.07% expense ratio, compared with 0.10% for VAGF.DE.
VAGF.DE is categorized as Global Bonds, while SXR8.DE is S&P 500. VAGF.DE tracks Bloomberg Global Aggregate Float Adjusted and Scaled (EUR Hedged), while SXR8.DE tracks S&P 500 Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.10% for VAGF.DE and 0.07% for SXR8.DE.
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