PortfoliosLab logoPortfoliosLab logo
VAGT.DE vs. PR1G.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VAGT.DE vs. PR1G.DE - 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 Amundi Prime Global Government Bond UCITS ETF (Dist) (PR1G.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, VAGT.DE achieves a 2.49% return, which is significantly higher than PR1G.DE's 0.99% return.


VAGT.DE

1D
0.00%
1M
0.81%
6M
1.16%
YTD
2.49%
1Y
4.46%
3Y*
2.13%
5Y*
10Y*

PR1G.DE

1D
0.18%
1M
0.18%
6M
0.24%
YTD
0.99%
1Y
1.22%
3Y*
0.44%
5Y*
-2.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VAGT.DE vs. PR1G.DE - Yearly Performance Comparison


2026 (YTD)202520242023
VAGT.DE
Vanguard USD Treasury Bond UCITS ETF Accumulating
2.49%-5.48%6.40%-0.47%
PR1G.DE
Amundi Prime Global Government Bond UCITS ETF (Dist)
0.99%-4.74%2.19%0.98%

Correlation

The correlation between VAGT.DE and PR1G.DE is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.75

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

0.81

Correlation (All Time)
Calculated using the full available price history since Mar 9, 2023

0.83

The correlation between VAGT.DE and PR1G.DE has been stable across timeframes, ranging from 0.75 to 0.82 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VAGT.DE vs. PR1G.DE — 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: 2828
Overall Rank
VAGT.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
VAGT.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
VAGT.DE Omega Ratio Rank: 2727
Omega Ratio Rank
VAGT.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
VAGT.DE Martin Ratio Rank: 2727
Martin Ratio Rank

PR1G.DE
PR1G.DE Risk / Return Rank: 1515
Overall Rank
PR1G.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
PR1G.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
PR1G.DE Omega Ratio Rank: 1414
Omega Ratio Rank
PR1G.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
PR1G.DE Martin Ratio Rank: 1616
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.

VAGT.DE vs. PR1G.DE - 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 Amundi Prime Global Government Bond UCITS ETF (Dist) (PR1G.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VAGT.DEPR1G.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.54

Sortino ratioReturn per unit of downside risk

+0.79

Omega ratioGain probability vs. loss probability

1.15

1.06

+0.10

Calmar ratioReturn relative to maximum drawdown

1.12

0.43

+0.69

Martin ratioReturn relative to average drawdown

2.88

0.87

+2.00

VAGT.DE vs. PR1G.DE - Sharpe Ratio Comparison

The current VAGT.DE Sharpe Ratio is 0.84, which is higher than the PR1G.DE Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of VAGT.DE and PR1G.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

VAGT.DE vs. PR1G.DE - Drawdown Comparison

The maximum VAGT.DE drawdown since its inception was -11.03%, smaller than the maximum PR1G.DE drawdown of -20.86%. Use the drawdown chart below to compare losses from any high point for VAGT.DE and PR1G.DE.


Loading charts...

Drawdown Indicators


VAGT.DEPR1G.DEDifference

Max Drawdown

Largest peak-to-trough decline

-11.03%

-20.86%

+9.83%

Max Drawdown (1Y)

Largest decline over 1 year

-4.00%

-2.85%

-1.15%

Max Drawdown (3Y)

Largest decline over 3 years

-11.03%

-7.94%

-3.09%

Max Drawdown (5Y)

Largest decline over 5 years

-17.71%

Current Drawdown

Current decline from peak

-5.91%

-18.36%

+12.45%

Average Drawdown

Average peak-to-trough decline

-5.06%

-11.48%

+6.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.56%

1.39%

+0.17%

Volatility

VAGT.DE vs. PR1G.DE - Volatility Comparison

Vanguard USD Treasury Bond UCITS ETF Accumulating (VAGT.DE) has a higher volatility of 1.23% compared to Amundi Prime Global Government Bond UCITS ETF (Dist) (PR1G.DE) at 1.17%. This indicates that VAGT.DE's price experiences larger fluctuations and is considered to be riskier than PR1G.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VAGT.DEPR1G.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.23%

1.17%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

3.81%

3.01%

+0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

5.46%

4.05%

+1.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.26%

6.47%

+0.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.26%

6.10%

+1.16%

VAGT.DE vs. PR1G.DE - Expense Ratio Comparison

Both VAGT.DE and PR1G.DE have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

VAGT.DE vs. PR1G.DE - Dividend Comparison

VAGT.DE has not paid dividends to shareholders, while PR1G.DE's dividend yield for the trailing twelve months is around 2.93%.


PositionTTM2025202420232022202120202019
PR1G.DE
Amundi Prime Global Government Bond UCITS ETF (Dist)
2.93%2.96%2.34%1.99%1.74%1.50%1.77%1.23%
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%

Frequently Asked Questions


VAGT.DE and PR1G.DE have a correlation of 0.75, 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 0.05% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

VAGT.DE and PR1G.DE have the same expense ratio: 0.05% per year.

VAGT.DE tracks Bloomberg Global Aggregate US Treasury Float Adjusted Index, while PR1G.DE tracks Solactive Global Developed Government Bond Index. They also come from different issuers: Vanguard and Amundi.

Portfolio Optimizer

Find the right allocation for VAGT.DE and PR1G.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer