VAGT.DE vs. VGWE.DE
VAGT.DE (Vanguard USD Treasury Bond UCITS ETF Accumulating) and VGWE.DE (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc) are both exchange-traded funds - VAGT.DE is a Government Bonds fund tracking the Bloomberg Global Aggregate US Treasury Float Adjusted Index, while VGWE.DE is a Dividend fund tracking the FTSE All-World High Dividend Yield Index. Both are passively managed. Over the past 3 years, VAGT.DE returned 0.08%/yr vs 15.83%/yr for VGWE.DE. At a 0.11 correlation, their price movements are largely independent. VAGT.DE charges 0.05%/yr vs 0.29%/yr for VGWE.DE.
Performance
VAGT.DE vs. VGWE.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 VGWE.DE's 12.43% return.
VAGT.DE
- 1D
- 0.09%
- 1M
- 0.85%
- YTD
- 1.07%
- 6M
- 0.31%
- 1Y
- 1.96%
- 3Y*
- 0.08%
- 5Y*
- —
- 10Y*
- —
VGWE.DE
- 1D
- 0.23%
- 1M
- 2.28%
- YTD
- 12.43%
- 6M
- 13.64%
- 1Y
- 24.97%
- 3Y*
- 15.83%
- 5Y*
- 11.47%
- 10Y*
- —
VAGT.DE vs. VGWE.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% |
VGWE.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc | 12.43% | 12.81% | 15.59% | 5.50% |
Correlation
The correlation between VAGT.DE and VGWE.DE is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2023 | 0.11 |
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Return for Risk
VAGT.DE vs. VGWE.DE — Risk / Return Rank
VAGT.DE
VGWE.DE
VAGT.DE vs. VGWE.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 All-World High Dividend Yield UCITS ETF USD Acc (VGWE.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 | VGWE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.31 | ||
| Sortino ratioReturn per unit of downside risk | -3.19 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.47 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | 0.40 | 4.11 | -3.71 |
| Martin ratioReturn relative to average drawdown | 1.00 | 15.82 | -14.82 |
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 | VGWE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.29 | 2.60 | -2.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.99 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 1.10 | -1.05 |
Drawdowns
VAGT.DE vs. VGWE.DE - Drawdown Comparison
The maximum VAGT.DE drawdown since its inception was -11.03%, smaller than the maximum VGWE.DE drawdown of -16.43%. Use the drawdown chart below to compare losses from any high point for VAGT.DE and VGWE.DE.
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Drawdown Indicators
| VAGT.DE | VGWE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.03% | -16.43% | +5.40% |
Max Drawdown (1Y)Largest decline over 1 year | -4.00% | -6.00% | +2.00% |
Max Drawdown (3Y)Largest decline over 3 years | -11.03% | -16.43% | +5.40% |
Max Drawdown (5Y)Largest decline over 5 years | — | -16.43% | — |
Current DrawdownCurrent decline from peak | -7.21% | -0.37% | -6.84% |
Average DrawdownAverage peak-to-trough decline | -5.04% | -2.37% | -2.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 1.56% | +0.05% |
Volatility
VAGT.DE vs. VGWE.DE - Volatility Comparison
The current volatility for Vanguard USD Treasury Bond UCITS ETF Accumulating (VAGT.DE) is 0.86%, while Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc (VGWE.DE) has a volatility of 2.38%. This indicates that VAGT.DE experiences smaller price fluctuations and is considered to be less risky than VGWE.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 | VGWE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.86% | 2.38% | -1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 3.76% | 7.18% | -3.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.49% | 9.47% | -3.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.33% | 11.51% | -4.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.33% | 12.23% | -4.90% |
VAGT.DE vs. VGWE.DE - Expense Ratio Comparison
VAGT.DE has a 0.05% expense ratio, which is lower than VGWE.DE's 0.29% expense ratio.
Dividends
VAGT.DE vs. VGWE.DE - Dividend Comparison
Neither VAGT.DE nor VGWE.DE has paid dividends to shareholders.
Frequently Asked Questions
VAGT.DE and VGWE.DE have a correlation of 0.14, 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 0.29% for VGWE.DE.
VAGT.DE is categorized as Government Bonds, while VGWE.DE is Dividend. VAGT.DE tracks Bloomberg Global Aggregate US Treasury Float Adjusted Index, while VGWE.DE tracks FTSE All-World High Dividend Yield Index. Their fees differ too: 0.05% for VAGT.DE and 0.29% for VGWE.DE.
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