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

Performance

VAGT.DE vs. VGTY.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 Vanguard USD Treasury Bond UCITS ETF Distributing (VGTY.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with VAGT.DE having a 4.01% return and VGTY.DE slightly lower at 3.86%.


VAGT.DE

1D
0.00%
1M
3.25%
YTD
4.01%
6M
4.38%
1Y
5.87%
3Y*
1.65%
5Y*
10Y*

VGTY.DE

1D
-0.11%
1M
3.12%
YTD
3.86%
6M
4.26%
1Y
5.76%
3Y*
1.63%
5Y*
0.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
VAGT.DE
Vanguard USD Treasury Bond UCITS ETF Accumulating
4.01%-5.48%6.40%-0.47%
VGTY.DE
Vanguard USD Treasury Bond UCITS ETF Distributing
3.86%-5.53%6.49%-0.78%

Correlation

The correlation between VAGT.DE and VGTY.DE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.99

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

0.99

The correlation between VAGT.DE and VGTY.DE has been stable across timeframes, ranging from 0.98 to 0.99 - 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. VGTY.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: 3131
Overall Rank
VAGT.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
VAGT.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
VAGT.DE Omega Ratio Rank: 3030
Omega Ratio Rank
VAGT.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
VAGT.DE Martin Ratio Rank: 2929
Martin Ratio Rank

VGTY.DE
VGTY.DE Risk / Return Rank: 3030
Overall Rank
VGTY.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
VGTY.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
VGTY.DE Omega Ratio Rank: 2929
Omega Ratio Rank
VGTY.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
VGTY.DE Martin Ratio Rank: 2929
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. VGTY.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 USD Treasury Bond UCITS ETF Distributing (VGTY.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.DEVGTY.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.19

1.19

0.00

Calmar ratioReturn relative to maximum drawdown

1.47

1.44

+0.03

Martin ratioReturn relative to average drawdown

3.82

3.73

+0.09

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

The current VAGT.DE Sharpe Ratio is 1.06, which is comparable to the VGTY.DE Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of VAGT.DE and VGTY.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. VGTY.DE - Drawdown Comparison

The maximum VAGT.DE drawdown since its inception was -11.03%, smaller than the maximum VGTY.DE drawdown of -17.51%. Use the drawdown chart below to compare losses from any high point for VAGT.DE and VGTY.DE.


Loading charts...

Drawdown Indicators


VAGT.DEVGTY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-11.03%

-17.51%

+6.48%

Max Drawdown (1Y)

Largest decline over 1 year

-4.00%

-3.98%

-0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-11.03%

-11.05%

+0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-12.99%

Current Drawdown

Current decline from peak

-4.51%

-10.54%

+6.03%

Average Drawdown

Average peak-to-trough decline

-5.05%

-9.05%

+4.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.55%

1.54%

+0.01%

Volatility

VAGT.DE vs. VGTY.DE - Volatility Comparison

Vanguard USD Treasury Bond UCITS ETF Accumulating (VAGT.DE) and Vanguard USD Treasury Bond UCITS ETF Distributing (VGTY.DE) have volatilities of 1.43% and 1.40%, 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.


Loading charts...

Volatility by Period


VAGT.DEVGTY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.43%

1.40%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

3.89%

3.83%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

5.56%

5.48%

+0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.32%

8.00%

-0.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.32%

7.67%

-0.35%

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

Both VAGT.DE and VGTY.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. VGTY.DE - Dividend Comparison

VAGT.DE has not paid dividends to shareholders, while VGTY.DE's dividend yield for the trailing twelve months is around 4.14%.


PositionTTM202520242023202220212020201920182017
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%
VGTY.DE
Vanguard USD Treasury Bond UCITS ETF Distributing
4.14%4.49%3.94%3.47%2.14%1.17%1.67%2.35%2.28%0.30%

Frequently Asked Questions


With a correlation of 0.98, VAGT.DE and VGTY.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 VGTY.DE have the same expense ratio: 0.05% per year.

Both ETFs track Bloomberg Global Aggregate US Treasury Float Adjusted Index.

Portfolio Optimizer

Find the right allocation for VAGT.DE and VGTY.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