VAGT.DE vs. ABR

Last updated Jun 5, 2026

VAGT.DE (Vanguard USD Treasury Bond UCITS ETF Accumulating) is Government Bonds fund tracking the Bloomberg Global Aggregate US Treasury Float Adjusted Index, while ABR (Arbor Realty Trust, Inc.) is a stock. Over the past 3 years, VAGT.DE returned 0.08%/yr vs -20.29%/yr for ABR. At a 0.10 correlation, their price movements are largely independent.

Performance

VAGT.DE vs. ABR - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard USD Treasury Bond UCITS ETF Accumulating (VAGT.DE) and Arbor Realty Trust, Inc. (ABR). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

VAGT.DE is traded in EUR, while ABR is traded in USD. To make them comparable, the ABR values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, VAGT.DE achieves a 1.07% return, which is significantly higher than ABR's -26.38% return.

VAGT.DE

• 1D: 0.09%
• 1M: 0.85%
• YTD: 1.07%
• 6M: 0.31%
• 1Y: 1.96%
• 3Y*: 0.08%
• 5Y*: —
• 10Y*: —

ABR

• 1D: -4.82%
• 1M: -33.51%
• YTD: -26.38%
• 6M: -36.02%
• 1Y: -40.42%
• 3Y*: -20.29%
• 5Y*: -12.10%
• 10Y*: 7.70%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VAGT.DE vs. ABR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
VAGT.DE Vanguard USD Treasury Bond UCITS ETF Accumulating	1.07%	-5.48%	6.40%	-0.45%
ABR Arbor Realty Trust, Inc.	-26.38%	-44.17%	9.97%	16.29%

Correlation

The correlation between VAGT.DE and ABR is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.04
Correlation (3Y) Calculated over the trailing 3-year period	0.10
Correlation (All Time) Calculated using the full available price history since Mar 10, 2023	0.10

Return for Risk

VAGT.DE vs. ABR — Risk / Return Rank

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

VAGT.DE

VAGT.DE Risk / Return Rank: 13
VAGT.DE Sharpe Ratio Rank: 13
VAGT.DE Sortino Ratio Rank: 13
VAGT.DE Omega Ratio Rank: 12
VAGT.DE Calmar Ratio Rank: 14
VAGT.DE Martin Ratio Rank: 14

ABR

ABR Risk / Return Rank: 8
ABR Sharpe Ratio Rank: 5
ABR Sortino Ratio Rank: 8
ABR Omega Ratio Rank: 8
ABR Calmar Ratio Rank: 13
ABR Martin Ratio Rank: 6

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.

VAGT.DE vs. ABR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Treasury Bond UCITS ETF Accumulating (VAGT.DE) and Arbor Realty Trust, Inc. (ABR). 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.

	VAGT.DE	ABR	Difference
Sharpe ratio: Return per unit of total volatility	0.29	-1.00	+1.29
Sortino ratio: Return per unit of downside risk	0.46	-1.35	+1.81
Omega ratio: Gain probability vs. loss probability	1.05	0.82	+0.23
Calmar ratio: Return relative to maximum drawdown	0.40	-0.77	+1.17
Martin ratio: Return relative to average drawdown	1.00	-1.50	+2.51
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VAGT.DE vs. ABR - Sharpe Ratio Comparison

The current VAGT.DE Sharpe Ratio is 0.29, which is higher than the ABR Sharpe Ratio of -1.00. The chart below compares the historical Sharpe Ratios of VAGT.DE and ABR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VAGT.DE	ABR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.29	-1.00	+1.29
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.33	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.19	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.05	0.05	0.00

Drawdowns

VAGT.DE vs. ABR - Drawdown Comparison

The maximum VAGT.DE drawdown since its inception was -11.03%, smaller than the maximum ABR drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for VAGT.DE and ABR.

Drawdown Indicators

	VAGT.DE	ABR	Difference
Max Drawdown Largest peak-to-trough decline	-11.03%	-96.27%	+85.24%
Max Drawdown (1Y) Largest decline over 1 year	-4.00%	-52.59%	+48.59%
Max Drawdown (3Y) Largest decline over 3 years	-11.03%	-61.44%	+50.41%
Max Drawdown (5Y) Largest decline over 5 years	—	-61.44%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-72.41%	—
Current Drawdown Current decline from peak	-7.21%	-61.44%	+54.23%
Average Drawdown Average peak-to-trough decline	-5.04%	-35.18%	+30.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.61%	26.90%	-25.29%

Volatility

VAGT.DE vs. ABR - Volatility Comparison

The current volatility for Vanguard USD Treasury Bond UCITS ETF Accumulating (VAGT.DE) is 0.86%, while Arbor Realty Trust, Inc. (ABR) has a volatility of 21.59%. This indicates that VAGT.DE experiences smaller price fluctuations and is considered to be less risky than ABR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VAGT.DE	ABR	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.86%	21.59%	-20.73%
Volatility (6M) Calculated over the trailing 6-month period	3.76%	33.87%	-30.11%
Volatility (1Y) Calculated over the trailing 1-year period	5.49%	40.78%	-35.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.33%	36.51%	-29.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.33%	40.07%	-32.74%

Dividends

VAGT.DE vs. ABR - Dividend Comparison

VAGT.DE has not paid dividends to shareholders, while ABR's dividend yield for the trailing twelve months is around 20.38%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ABR Arbor Realty Trust, Inc.	20.38%	17.14%	12.42%	11.07%	11.68%	7.53%	8.67%	7.94%	11.22%	8.33%	8.31%	8.11%
VAGT.DE Vanguard USD Treasury Bond UCITS ETF Accumulating	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both VAGT.DE and ABR in my portfolio?

VAGT.DE and ABR have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.