VAGY.DE vs. VWCG.DE
VAGY.DE (Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating) and VWCG.DE (Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating) are both exchange-traded funds - VAGY.DE is a Corporate Bonds fund tracking the Bloomberg Global Aggregate Corporate USD 1-3, while VWCG.DE is a Europe Equities fund tracking the FTSE Developed Europe. Both are passively managed. Over the past 3 years, VAGY.DE returned 2.52%/yr vs 14.09%/yr for VWCG.DE. At a correlation of -0.17, they often move in opposite directions. VAGY.DE charges 0.09%/yr vs 0.10%/yr for VWCG.DE.
Performance
VAGY.DE vs. VWCG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VAGY.DE achieves a 2.12% return, which is significantly lower than VWCG.DE's 7.34% return.
VAGY.DE
- 1D
- -0.00%
- 1M
- 1.29%
- YTD
- 2.12%
- 6M
- 1.51%
- 1Y
- 2.75%
- 3Y*
- 2.52%
- 5Y*
- —
- 10Y*
- —
VWCG.DE
- 1D
- 0.57%
- 1M
- 1.01%
- YTD
- 7.34%
- 6M
- 9.93%
- 1Y
- 16.18%
- 3Y*
- 14.09%
- 5Y*
- 9.96%
- 10Y*
- —
VAGY.DE vs. VWCG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
VAGY.DE Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating | 2.12% | -5.79% | 11.38% | 0.78% |
VWCG.DE Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating | 7.34% | 20.45% | 8.94% | 7.38% |
Correlation
The correlation between VAGY.DE and VWCG.DE is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.13 |
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 | -0.17 |
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Return for Risk
VAGY.DE vs. VWCG.DE — Risk / Return Rank
VAGY.DE
VWCG.DE
VAGY.DE vs. VWCG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VAGY.DE) and Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.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.
| VAGY.DE | VWCG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.81 | ||
| Sortino ratioReturn per unit of downside risk | -1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.24 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.79 | 1.70 | -0.91 |
| Martin ratioReturn relative to average drawdown | 1.82 | 6.40 | -4.58 |
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
| VAGY.DE | VWCG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.46 | 1.26 | -0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.69 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.64 | -0.27 |
Drawdowns
VAGY.DE vs. VWCG.DE - Drawdown Comparison
The maximum VAGY.DE drawdown since its inception was -10.58%, smaller than the maximum VWCG.DE drawdown of -35.68%. Use the drawdown chart below to compare losses from any high point for VAGY.DE and VWCG.DE.
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Drawdown Indicators
| VAGY.DE | VWCG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.58% | -35.68% | +25.10% |
Max Drawdown (1Y)Largest decline over 1 year | -3.20% | -9.58% | +6.38% |
Max Drawdown (3Y)Largest decline over 3 years | -10.58% | -16.07% | +5.49% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.10% | — |
Current DrawdownCurrent decline from peak | -5.93% | -1.51% | -4.42% |
Average DrawdownAverage peak-to-trough decline | -3.66% | -5.10% | +1.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.39% | 2.55% | -1.16% |
Volatility
VAGY.DE vs. VWCG.DE - Volatility Comparison
The current volatility for Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VAGY.DE) is 1.09%, while Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.DE) has a volatility of 4.33%. This indicates that VAGY.DE experiences smaller price fluctuations and is considered to be less risky than VWCG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VAGY.DE | VWCG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.09% | 4.33% | -3.24% |
Volatility (6M)Calculated over the trailing 6-month period | 3.74% | 10.64% | -6.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.56% | 12.91% | -7.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.46% | 14.29% | -7.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.46% | 17.09% | -10.63% |
VAGY.DE vs. VWCG.DE - Expense Ratio Comparison
VAGY.DE has a 0.09% expense ratio, which is lower than VWCG.DE's 0.10% 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
VAGY.DE vs. VWCG.DE - Dividend Comparison
Neither VAGY.DE nor VWCG.DE has paid dividends to shareholders.
Frequently Asked Questions
VAGY.DE and VWCG.DE have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VAGY.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VAGY.DE is cheaper with a 0.09% expense ratio, compared with 0.10% for VWCG.DE.
VAGY.DE is categorized as Corporate Bonds, while VWCG.DE is Europe Equities. VAGY.DE tracks Bloomberg Global Aggregate Corporate USD 1-3, while VWCG.DE tracks FTSE Developed Europe. Their fees differ too: 0.09% for VAGY.DE and 0.10% for VWCG.DE.
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