VAGT.DE vs. VUAA.DE
VAGT.DE (Vanguard USD Treasury Bond UCITS ETF Accumulating) and VUAA.DE (Vanguard S&P 500 UCITS USD Acc ETF) are both exchange-traded funds - VAGT.DE is a Government Bonds fund tracking the Bloomberg Global Aggregate US Treasury Float Adjusted Index, while VUAA.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 3 years, VAGT.DE returned 0.08%/yr vs 18.87%/yr for VUAA.DE. At a 0.18 correlation, their price movements are largely independent. VAGT.DE charges 0.05%/yr vs 0.07%/yr for VUAA.DE.
Performance
VAGT.DE vs. VUAA.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 VUAA.DE's 11.41% return.
VAGT.DE
- 1D
- 0.09%
- 1M
- 0.85%
- YTD
- 1.07%
- 6M
- 0.31%
- 1Y
- 1.96%
- 3Y*
- 0.08%
- 5Y*
- —
- 10Y*
- —
VUAA.DE
- 1D
- -0.12%
- 1M
- 5.23%
- YTD
- 11.41%
- 6M
- 11.44%
- 1Y
- 25.64%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- —
VAGT.DE vs. VUAA.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% |
VUAA.DE Vanguard S&P 500 UCITS USD Acc ETF | 11.41% | 4.68% | 32.33% | 15.88% |
Correlation
The correlation between VAGT.DE and VUAA.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2023 | 0.18 |
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Return for Risk
VAGT.DE vs. VUAA.DE — Risk / Return Rank
VAGT.DE
VUAA.DE
VAGT.DE vs. VUAA.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 S&P 500 UCITS USD Acc ETF (VUAA.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 | VUAA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.91 | ||
| Sortino ratioReturn per unit of downside risk | -2.53 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.41 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 0.40 | 3.56 | -3.16 |
| Martin ratioReturn relative to average drawdown | 1.00 | 12.74 | -11.73 |
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 | VUAA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.29 | 2.20 | -1.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.97 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.81 | -0.77 |
Drawdowns
VAGT.DE vs. VUAA.DE - Drawdown Comparison
The maximum VAGT.DE drawdown since its inception was -11.03%, smaller than the maximum VUAA.DE drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for VAGT.DE and VUAA.DE.
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Drawdown Indicators
| VAGT.DE | VUAA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.03% | -33.67% | +22.64% |
Max Drawdown (1Y)Largest decline over 1 year | -4.00% | -7.16% | +3.16% |
Max Drawdown (3Y)Largest decline over 3 years | -11.03% | -23.33% | +12.30% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.33% | — |
Current DrawdownCurrent decline from peak | -7.21% | -0.45% | -6.76% |
Average DrawdownAverage peak-to-trough decline | -5.04% | -5.07% | +0.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 2.01% | -0.40% |
Volatility
VAGT.DE vs. VUAA.DE - Volatility Comparison
The current volatility for Vanguard USD Treasury Bond UCITS ETF Accumulating (VAGT.DE) is 0.86%, while Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) has a volatility of 2.65%. This indicates that VAGT.DE experiences smaller price fluctuations and is considered to be less risky than VUAA.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 | VUAA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.86% | 2.65% | -1.79% |
Volatility (6M)Calculated over the trailing 6-month period | 3.76% | 7.61% | -3.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.49% | 11.58% | -6.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.33% | 15.12% | -7.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.33% | 17.59% | -10.26% |
VAGT.DE vs. VUAA.DE - Expense Ratio Comparison
VAGT.DE has a 0.05% expense ratio, which is lower than VUAA.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. VUAA.DE - Dividend Comparison
Neither VAGT.DE nor VUAA.DE has paid dividends to shareholders.
Frequently Asked Questions
VAGT.DE and VUAA.DE have a correlation of 0.20, 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 VUAA.DE.
VAGT.DE is categorized as Government Bonds, while VUAA.DE is S&P 500. VAGT.DE tracks Bloomberg Global Aggregate US Treasury Float Adjusted Index, while VUAA.DE tracks S&P 500 Index. Their fees differ too: 0.05% for VAGT.DE and 0.07% for VUAA.DE.
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