VAGF.DE vs. SXRS.DE
VAGF.DE (Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc) and SXRS.DE (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - VAGF.DE is a Global Bonds fund tracking the Bloomberg Global Aggregate Float Adjusted and Scaled (EUR Hedged), while SXRS.DE is a Commodities fund tracking the Bloomberg Commodity. Both are passively managed. Over the past 5 years, VAGF.DE returned -1.66%/yr vs 12.06%/yr for SXRS.DE. At a correlation of -0.16, they often move in opposite directions. VAGF.DE charges 0.10%/yr vs 0.19%/yr for SXRS.DE.
Performance
VAGF.DE vs. SXRS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VAGF.DE achieves a -0.68% return, which is significantly lower than SXRS.DE's 23.84% 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*
- —
SXRS.DE
- 1D
- -1.56%
- 1M
- -0.35%
- YTD
- 23.84%
- 6M
- 22.88%
- 1Y
- 34.67%
- 3Y*
- 12.54%
- 5Y*
- 12.06%
- 10Y*
- —
VAGF.DE vs. SXRS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VAGF.DE Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc | -0.68% | 3.23% | 0.82% | 4.53% | -14.84% | -2.97% | 5.07% | 0.73% |
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 23.84% | 4.72% | 10.95% | -10.44% | 20.69% | 40.00% | -13.37% | 4.84% |
Correlation
The correlation between VAGF.DE and SXRS.DE is -0.43, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.16 |
Correlation (All Time) Calculated using the full available price history since Jun 21, 2019 | -0.16 |
Over the past year, the inverse relationship between VAGF.DE and SXRS.DE has strengthened: their correlation has moved from -0.16 to -0.43, meaning they now move in opposite directions more often than their long-term average.
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Return for Risk
VAGF.DE vs. SXRS.DE — Risk / Return Rank
VAGF.DE
SXRS.DE
VAGF.DE vs. SXRS.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 Diversified Commodity Swap UCITS ETF (SXRS.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 | SXRS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.54 | ||
| Sortino ratioReturn per unit of downside risk | -1.87 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.34 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.38 | 4.00 | -3.62 |
| Martin ratioReturn relative to average drawdown | 1.06 | 8.95 | -7.89 |
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 | SXRS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | 1.87 | -1.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.33 | 0.70 | -1.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.17 | 0.53 | -0.71 |
Drawdowns
VAGF.DE vs. SXRS.DE - Drawdown Comparison
The maximum VAGF.DE drawdown since its inception was -19.57%, smaller than the maximum SXRS.DE drawdown of -27.64%. Use the drawdown chart below to compare losses from any high point for VAGF.DE and SXRS.DE.
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Drawdown Indicators
| VAGF.DE | SXRS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.57% | -27.64% | +8.07% |
Max Drawdown (1Y)Largest decline over 1 year | -3.11% | -8.75% | +5.64% |
Max Drawdown (3Y)Largest decline over 3 years | -4.45% | -16.03% | +11.58% |
Max Drawdown (5Y)Largest decline over 5 years | -18.79% | -27.56% | +8.77% |
Current DrawdownCurrent decline from peak | -10.73% | -4.99% | -5.74% |
Average DrawdownAverage peak-to-trough decline | -8.99% | -13.12% | +4.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.13% | 3.92% | -2.79% |
Volatility
VAGF.DE vs. SXRS.DE - Volatility Comparison
The current volatility for Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (VAGF.DE) is 1.55%, while iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) has a volatility of 5.76%. This indicates that VAGF.DE experiences smaller price fluctuations and is considered to be less risky than SXRS.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 | SXRS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.55% | 5.76% | -4.21% |
Volatility (6M)Calculated over the trailing 6-month period | 2.98% | 16.67% | -13.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.63% | 18.76% | -15.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.90% | 17.13% | -12.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.71% | 15.85% | -11.14% |
VAGF.DE vs. SXRS.DE - Expense Ratio Comparison
VAGF.DE has a 0.10% expense ratio, which is lower than SXRS.DE's 0.19% expense ratio. Despite the difference, 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. SXRS.DE - Dividend Comparison
Neither VAGF.DE nor SXRS.DE has paid dividends to shareholders.
Frequently Asked Questions
VAGF.DE and SXRS.DE have a correlation of -0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VAGF.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VAGF.DE is cheaper with a 0.10% expense ratio, compared with 0.19% for SXRS.DE.
VAGF.DE is categorized as Global Bonds, while SXRS.DE is Commodities. VAGF.DE tracks Bloomberg Global Aggregate Float Adjusted and Scaled (EUR Hedged), while SXRS.DE tracks Bloomberg Commodity. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.10% for VAGF.DE and 0.19% for SXRS.DE.
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