VAGT.DE vs. XT01.DE
VAGT.DE (Vanguard USD Treasury Bond UCITS ETF Accumulating) and XT01.DE (Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C) are both Government Bonds funds - VAGT.DE tracks the Bloomberg Global Aggregate US Treasury Float Adjusted Index while XT01.DE tracks the FTSE US Treasury Short Duration Index. Both are passively managed. Over the past 3 years, VAGT.DE returned 0.08%/yr vs 1.88%/yr for XT01.DE. A 0.70 correlation means they provide meaningful diversification when combined. VAGT.DE charges 0.05%/yr vs 0.06%/yr for XT01.DE.
Performance
VAGT.DE vs. XT01.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 XT01.DE's 2.61% return.
VAGT.DE
- 1D
- 0.09%
- 1M
- 0.85%
- YTD
- 1.07%
- 6M
- 0.31%
- 1Y
- 1.96%
- 3Y*
- 0.08%
- 5Y*
- —
- 10Y*
- —
XT01.DE
- 1D
- -0.08%
- 1M
- 1.37%
- YTD
- 2.61%
- 6M
- 1.83%
- 1Y
- 2.36%
- 3Y*
- 1.88%
- 5Y*
- 4.31%
- 10Y*
- —
VAGT.DE vs. XT01.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% |
XT01.DE Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C | 2.61% | -7.30% | 11.24% | -0.14% |
Correlation
The correlation between VAGT.DE and XT01.DE is 0.80, 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 | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2023 | 0.70 |
The correlation between VAGT.DE and XT01.DE shifts across timeframes, from 0.70 (all time) to 0.80 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VAGT.DE vs. XT01.DE — Risk / Return Rank
VAGT.DE
XT01.DE
VAGT.DE vs. XT01.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 Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C (XT01.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 | XT01.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.06 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.40 | 0.63 | -0.22 |
| Martin ratioReturn relative to average drawdown | 1.00 | 1.33 | -0.33 |
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 | XT01.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.29 | 0.35 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.44 | -0.39 |
Drawdowns
VAGT.DE vs. XT01.DE - Drawdown Comparison
The maximum VAGT.DE drawdown since its inception was -11.03%, smaller than the maximum XT01.DE drawdown of -11.68%. Use the drawdown chart below to compare losses from any high point for VAGT.DE and XT01.DE.
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Drawdown Indicators
| VAGT.DE | XT01.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.03% | -11.68% | +0.65% |
Max Drawdown (1Y)Largest decline over 1 year | -4.00% | -3.40% | -0.60% |
Max Drawdown (3Y)Largest decline over 3 years | -11.03% | -11.68% | +0.65% |
Max Drawdown (5Y)Largest decline over 5 years | — | -11.68% | — |
Current DrawdownCurrent decline from peak | -7.21% | -7.19% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -5.04% | -4.90% | -0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 1.60% | +0.01% |
Volatility
VAGT.DE vs. XT01.DE - Volatility Comparison
The current volatility for Vanguard USD Treasury Bond UCITS ETF Accumulating (VAGT.DE) is 0.86%, while Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C (XT01.DE) has a volatility of 1.25%. This indicates that VAGT.DE experiences smaller price fluctuations and is considered to be less risky than XT01.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 | XT01.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.86% | 1.25% | -0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 3.76% | 4.02% | -0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.49% | 6.04% | -0.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.33% | 7.44% | -0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.33% | 7.26% | +0.07% |
VAGT.DE vs. XT01.DE - Expense Ratio Comparison
VAGT.DE has a 0.05% expense ratio, which is lower than XT01.DE's 0.06% 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. XT01.DE - Dividend Comparison
Neither VAGT.DE nor XT01.DE has paid dividends to shareholders.
Frequently Asked Questions
VAGT.DE and XT01.DE have a correlation of 0.80, 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 0.06% for XT01.DE.
VAGT.DE tracks Bloomberg Global Aggregate US Treasury Float Adjusted Index, while XT01.DE tracks FTSE US Treasury Short Duration Index. They also come from different issuers: Vanguard and Xtrackers. Their fees differ too: 0.05% for VAGT.DE and 0.06% for XT01.DE.
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