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VAGP.L vs. XG7S.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VAGP.L vs. XG7S.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Distributing (VAGP.L) and Xtrackers Global Government Bond UCITS ETF 5C (XG7S.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VAGP.L is traded in GBP, while XG7S.L is traded in GBp. To make them comparable, the XG7S.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, VAGP.L achieves a 0.19% return, which is significantly higher than XG7S.L's -0.90% return.


VAGP.L

1D
0.29%
1M
0.35%
YTD
0.19%
6M
0.36%
1Y
3.24%
3Y*
3.74%
5Y*
-0.24%
10Y*

XG7S.L

1D
0.15%
1M
0.81%
YTD
-0.90%
6M
-1.39%
1Y
1.33%
3Y*
-0.62%
5Y*
-2.31%
10Y*
0.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VAGP.L vs. XG7S.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VAGP.L
Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Distributing
0.19%4.96%2.51%5.84%-13.81%-2.03%5.31%2.30%
XG7S.L
Xtrackers Global Government Bond UCITS ETF 5C
-0.90%-0.22%-1.85%-0.74%-8.86%-6.63%6.73%-3.08%

Correlation

The correlation between VAGP.L and XG7S.L is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.39

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

0.34

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

0.31

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Return for Risk

VAGP.L vs. XG7S.L — Risk / Return Rank

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

VAGP.L
VAGP.L Risk / Return Rank: 2626
Overall Rank
VAGP.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
VAGP.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
VAGP.L Omega Ratio Rank: 2626
Omega Ratio Rank
VAGP.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
VAGP.L Martin Ratio Rank: 2525
Martin Ratio Rank

XG7S.L
XG7S.L Risk / Return Rank: 1111
Overall Rank
XG7S.L Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
XG7S.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
XG7S.L Omega Ratio Rank: 1515
Omega Ratio Rank
XG7S.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
XG7S.L Martin Ratio Rank: 1010
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.

VAGP.L vs. XG7S.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Distributing (VAGP.L) and Xtrackers Global Government Bond UCITS ETF 5C (XG7S.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.


VAGP.LXG7S.LDifference
Sharpe ratioReturn per unit of total volatility

+0.89

Sortino ratioReturn per unit of downside risk

+1.12

Omega ratioGain probability vs. loss probability

1.17

1.08

+0.09

Calmar ratioReturn relative to maximum drawdown

1.15

0.10

+1.06

Martin ratioReturn relative to average drawdown

3.41

0.13

+3.28

VAGP.L vs. XG7S.L - Sharpe Ratio Comparison

The current VAGP.L Sharpe Ratio is 0.97, which is higher than the XG7S.L Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of VAGP.L and XG7S.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


VAGP.LXG7S.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.07

+0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

-0.26

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.15

-0.03

Drawdowns

VAGP.L vs. XG7S.L - Drawdown Comparison

The maximum VAGP.L drawdown since its inception was -18.13%, smaller than the maximum XG7S.L drawdown of -25.59%. Use the drawdown chart below to compare losses from any high point for VAGP.L and XG7S.L.


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Drawdown Indicators


VAGP.LXG7S.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.13%

-25.59%

+7.46%

Max Drawdown (1Y)

Largest decline over 1 year

-2.80%

-15.40%

+12.60%

Max Drawdown (3Y)

Largest decline over 3 years

-4.04%

-15.40%

+11.36%

Max Drawdown (5Y)

Largest decline over 5 years

-17.70%

-16.70%

-1.00%

Max Drawdown (10Y)

Largest decline over 10 years

-25.59%

Current Drawdown

Current decline from peak

-3.76%

-23.76%

+20.00%

Average Drawdown

Average peak-to-trough decline

-6.70%

-15.52%

+8.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

10.76%

-9.81%

Volatility

VAGP.L vs. XG7S.L - Volatility Comparison

Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Distributing (VAGP.L) and Xtrackers Global Government Bond UCITS ETF 5C (XG7S.L) have volatilities of 1.43% and 1.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VAGP.LXG7S.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.43%

1.44%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.79%

3.54%

-0.75%

Volatility (1Y)

Calculated over the trailing 1-year period

3.35%

20.76%

-17.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.78%

14.16%

-9.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.50%

14.59%

-10.09%

VAGP.L vs. XG7S.L - Expense Ratio Comparison

VAGP.L has a 0.10% expense ratio, which is lower than XG7S.L's 0.20% 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

VAGP.L vs. XG7S.L - Dividend Comparison

VAGP.L's dividend yield for the trailing twelve months is around 3.55%, while XG7S.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
VAGP.L
Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Distributing
3.55%3.50%3.08%2.37%1.46%0.86%1.21%0.59%
XG7S.L
Xtrackers Global Government Bond UCITS ETF 5C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VAGP.L and XG7S.L have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VAGP.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VAGP.L is cheaper with a 0.10% expense ratio, compared with 0.20% for XG7S.L.

VAGP.L tracks Bloomberg Global Aggregate TR Hdg GBP, while XG7S.L tracks Bloomberg Global Aggregate TR USD. They also come from different issuers: Vanguard and Xtrackers. Their fees differ too: 0.10% for VAGP.L and 0.20% for XG7S.L.

Portfolio Optimizer

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