VAGT.DE vs. SXRM.DE
VAGT.DE (Vanguard USD Treasury Bond UCITS ETF Accumulating) and SXRM.DE (iShares USD Treasury Bond 7-10yr UCITS ETF (Acc)) are both Government Bonds funds - VAGT.DE tracks the Bloomberg Global Aggregate US Treasury Float Adjusted Index while SXRM.DE tracks the ICE US Treasury 7-10 Year. Both are passively managed. Over the past 3 years, VAGT.DE returned 0.08%/yr vs -0.02%/yr for SXRM.DE. Their correlation of 0.81 suggests significant overlap in exposure. VAGT.DE charges 0.05%/yr vs 0.07%/yr for SXRM.DE.
Performance
VAGT.DE vs. SXRM.DE - Performance Comparison
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Different Trading Currencies
VAGT.DE is traded in EUR, while SXRM.DE is traded in USD. To make them comparable, the SXRM.DE 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 SXRM.DE's 0.48% return.
VAGT.DE
- 1D
- 0.09%
- 1M
- 0.85%
- YTD
- 1.07%
- 6M
- 0.31%
- 1Y
- 1.96%
- 3Y*
- 0.08%
- 5Y*
- —
- 10Y*
- —
SXRM.DE
- 1D
- 0.10%
- 1M
- 0.62%
- YTD
- 0.48%
- 6M
- -0.34%
- 1Y
- 2.06%
- 3Y*
- -0.02%
- 5Y*
- -0.02%
- 10Y*
- 0.55%
VAGT.DE vs. SXRM.DE - 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% |
SXRM.DE iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) | 0.50% | -3.82% | 5.50% | -0.32% |
Correlation
The correlation between VAGT.DE and SXRM.DE is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2023 | 0.81 |
The correlation between VAGT.DE and SXRM.DE has been stable across timeframes, ranging from 0.74 to 0.81 - a consistent structural relationship.
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Return for Risk
VAGT.DE vs. SXRM.DE — Risk / Return Rank
VAGT.DE
SXRM.DE
VAGT.DE vs. SXRM.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 iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.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.
| VAGT.DE | SXRM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.06 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.40 | 0.42 | -0.02 |
| Martin ratioReturn relative to average drawdown | 1.00 | 1.16 | -0.15 |
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
| VAGT.DE | SXRM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.29 | 0.33 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.00 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.06 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.28 | -0.23 |
Drawdowns
VAGT.DE vs. SXRM.DE - Drawdown Comparison
The maximum VAGT.DE drawdown since its inception was -11.03%, smaller than the maximum SXRM.DE drawdown of -21.13%. Use the drawdown chart below to compare losses from any high point for VAGT.DE and SXRM.DE.
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Drawdown Indicators
| VAGT.DE | SXRM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.03% | -21.13% | +10.10% |
Max Drawdown (1Y)Largest decline over 1 year | -4.00% | -4.85% | +0.85% |
Max Drawdown (3Y)Largest decline over 3 years | -11.03% | -10.82% | -0.21% |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.93% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.13% | — |
Current DrawdownCurrent decline from peak | -7.21% | -15.82% | +8.61% |
Average DrawdownAverage peak-to-trough decline | -5.04% | -9.87% | +4.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 1.78% | -0.17% |
Volatility
VAGT.DE vs. SXRM.DE - Volatility Comparison
The current volatility for Vanguard USD Treasury Bond UCITS ETF Accumulating (VAGT.DE) is 0.86%, while iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE) has a volatility of 1.50%. This indicates that VAGT.DE experiences smaller price fluctuations and is considered to be less risky than SXRM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VAGT.DE | SXRM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.86% | 1.50% | -0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 3.76% | 4.75% | -0.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.49% | 6.29% | -0.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.33% | 9.25% | -1.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.33% | 8.82% | -1.49% |
VAGT.DE vs. SXRM.DE - Expense Ratio Comparison
VAGT.DE has a 0.05% expense ratio, which is lower than SXRM.DE's 0.07% 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
VAGT.DE vs. SXRM.DE - Dividend Comparison
Neither VAGT.DE nor SXRM.DE has paid dividends to shareholders.
Frequently Asked Questions
VAGT.DE and SXRM.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VAGT.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VAGT.DE is cheaper with a 0.05% expense ratio, compared with 0.07% for SXRM.DE.
VAGT.DE tracks Bloomberg Global Aggregate US Treasury Float Adjusted Index, while SXRM.DE tracks ICE US Treasury 7-10 Year. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.05% for VAGT.DE and 0.07% for SXRM.DE.
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