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VAGF.DE vs. VUDP.F
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VAGF.DE vs. VUDP.F - 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 U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing (VUDP.F). 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 -0.68% return, which is significantly higher than VUDP.F's -1.75% 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*

VUDP.F

1D
0.10%
1M
-0.50%
YTD
-1.75%
6M
-1.80%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VAGF.DE vs. VUDP.F - Yearly Performance Comparison


Correlation

The correlation between VAGF.DE and VUDP.F is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 7, 2025

0.69

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Return for Risk

VAGF.DE vs. VUDP.F — 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

VUDP.F
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. VUDP.F - 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 Vanguard U.S. Treasury 1-3 Year Bond UCITS ETF EUR Hedged Distributing (VUDP.F). 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.DEVUDP.FDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.06

Calmar ratioReturn relative to maximum drawdown

0.38

Martin ratioReturn relative to average drawdown

1.06

VAGF.DE vs. VUDP.F - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VAGF.DEVUDP.FDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.17

-0.43

+0.26

Drawdowns

VAGF.DE vs. VUDP.F - Drawdown Comparison

The maximum VAGF.DE drawdown since its inception was -19.57%, which is greater than VUDP.F's maximum drawdown of -2.16%. Use the drawdown chart below to compare losses from any high point for VAGF.DE and VUDP.F.


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Drawdown Indicators


VAGF.DEVUDP.FDifference

Max Drawdown

Largest peak-to-trough decline

-19.57%

-2.16%

-17.41%

Max Drawdown (1Y)

Largest decline over 1 year

-3.11%

Max Drawdown (3Y)

Largest decline over 3 years

-4.45%

Max Drawdown (5Y)

Largest decline over 5 years

-18.79%

Current Drawdown

Current decline from peak

-10.73%

-1.97%

-8.76%

Average Drawdown

Average peak-to-trough decline

-8.99%

-0.82%

-8.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.13%

Volatility

VAGF.DE vs. VUDP.F - Volatility Comparison


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Volatility by Period


VAGF.DEVUDP.FDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.55%

Volatility (6M)

Calculated over the trailing 6-month period

2.98%

Volatility (1Y)

Calculated over the trailing 1-year period

3.63%

2.34%

+1.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.90%

2.34%

+2.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.71%

2.34%

+2.37%

VAGF.DE vs. VUDP.F - Expense Ratio Comparison

Both VAGF.DE and VUDP.F 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. VUDP.F - Dividend Comparison

Neither VAGF.DE nor VUDP.F has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


VAGF.DE and VUDP.F have a correlation of 0.69, 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 VUDP.F have the same expense ratio: 0.10% per year.

VAGF.DE is categorized as Global Bonds, while VUDP.F is Government Bonds. VAGF.DE tracks Bloomberg Global Aggregate Float Adjusted and Scaled (EUR Hedged), while VUDP.F tracks Bloomberg U.S. Treasury 1-3 Year Index Hedged in EUR.

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