VAGT.DE vs. VFEA.DE
VAGT.DE (Vanguard USD Treasury Bond UCITS ETF Accumulating) and VFEA.DE (Vanguard FTSE Emerging Markets UCITS ETF Acc) are both exchange-traded funds - VAGT.DE is a Government Bonds fund tracking the Bloomberg Global Aggregate US Treasury Float Adjusted Index, while VFEA.DE is a Emerging Markets Equities fund tracking the FTSE Emerging. Both are passively managed. Over the past 3 years, VAGT.DE returned 0.08%/yr vs 15.02%/yr for VFEA.DE. At a correlation of -0.02, they often move in opposite directions. VAGT.DE charges 0.05%/yr vs 0.22%/yr for VFEA.DE.
Performance
VAGT.DE vs. VFEA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VAGT.DE achieves a 1.07% return, which is significantly lower than VFEA.DE's 12.59% return.
VAGT.DE
- 1D
- 0.09%
- 1M
- 0.85%
- YTD
- 1.07%
- 6M
- 0.31%
- 1Y
- 1.96%
- 3Y*
- 0.08%
- 5Y*
- —
- 10Y*
- —
VFEA.DE
- 1D
- -0.47%
- 1M
- 0.37%
- YTD
- 12.59%
- 6M
- 12.22%
- 1Y
- 25.81%
- 3Y*
- 15.02%
- 5Y*
- 5.93%
- 10Y*
- —
VAGT.DE vs. VFEA.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% |
VFEA.DE Vanguard FTSE Emerging Markets UCITS ETF Acc | 12.59% | 11.25% | 19.29% | 1.85% |
Correlation
The correlation between VAGT.DE and VFEA.DE is 0.01, 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 | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.00 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2023 | -0.02 |
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Return for Risk
VAGT.DE vs. VFEA.DE — Risk / Return Rank
VAGT.DE
VFEA.DE
VAGT.DE vs. VFEA.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 Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEA.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 | VFEA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.52 | ||
| Sortino ratioReturn per unit of downside risk | -2.14 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.33 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 0.40 | 3.17 | -2.76 |
| Martin ratioReturn relative to average drawdown | 1.00 | 10.71 | -9.71 |
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 | VFEA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.29 | 1.82 | -1.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.37 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.43 | -0.38 |
Drawdowns
VAGT.DE vs. VFEA.DE - Drawdown Comparison
The maximum VAGT.DE drawdown since its inception was -11.03%, smaller than the maximum VFEA.DE drawdown of -30.51%. Use the drawdown chart below to compare losses from any high point for VAGT.DE and VFEA.DE.
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Drawdown Indicators
| VAGT.DE | VFEA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.03% | -30.51% | +19.48% |
Max Drawdown (1Y)Largest decline over 1 year | -4.00% | -8.44% | +4.44% |
Max Drawdown (3Y)Largest decline over 3 years | -11.03% | -18.97% | +7.94% |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.99% | — |
Current DrawdownCurrent decline from peak | -7.21% | -1.85% | -5.36% |
Average DrawdownAverage peak-to-trough decline | -5.04% | -8.59% | +3.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 2.50% | -0.89% |
Volatility
VAGT.DE vs. VFEA.DE - Volatility Comparison
The current volatility for Vanguard USD Treasury Bond UCITS ETF Accumulating (VAGT.DE) is 0.86%, while Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEA.DE) has a volatility of 5.45%. This indicates that VAGT.DE experiences smaller price fluctuations and is considered to be less risky than VFEA.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 | VFEA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.86% | 5.45% | -4.59% |
Volatility (6M)Calculated over the trailing 6-month period | 3.76% | 11.82% | -8.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.49% | 14.70% | -9.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.33% | 15.69% | -8.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.33% | 18.20% | -10.87% |
VAGT.DE vs. VFEA.DE - Expense Ratio Comparison
VAGT.DE has a 0.05% expense ratio, which is lower than VFEA.DE's 0.22% 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. VFEA.DE - Dividend Comparison
Neither VAGT.DE nor VFEA.DE has paid dividends to shareholders.
Frequently Asked Questions
VAGT.DE and VFEA.DE have a correlation of 0.01, 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 0.22% for VFEA.DE.
VAGT.DE is categorized as Government Bonds, while VFEA.DE is Emerging Markets Equities. VAGT.DE tracks Bloomberg Global Aggregate US Treasury Float Adjusted Index, while VFEA.DE tracks FTSE Emerging. Their fees differ too: 0.05% for VAGT.DE and 0.22% for VFEA.DE.
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