VAGY.DE vs. XGBE.DE
VAGY.DE (Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating) and XGBE.DE (Xtrackers EUR Corporate Green Bond UCITS ETF (Acc)) are both Corporate Bonds funds - VAGY.DE tracks the Bloomberg Global Aggregate Corporate USD 1-3 while XGBE.DE tracks the Bloomberg MSCI EUR Corporate and Agency Green Bond Index. Both are passively managed. Over the past 3 years, VAGY.DE returned 3.78%/yr vs 4.36%/yr for XGBE.DE. At a correlation of -0.04, they often move in opposite directions. VAGY.DE charges 0.09%/yr vs 0.25%/yr for XGBE.DE.
Performance
VAGY.DE vs. XGBE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VAGY.DE achieves a 4.01% return, which is significantly higher than XGBE.DE's 1.11% return.
VAGY.DE
- 1D
- 0.00%
- 1M
- 1.85%
- 6M
- 3.90%
- YTD
- 4.01%
- 1Y
- 6.93%
- 3Y*
- 3.78%
- 5Y*
- —
- 10Y*
- —
XGBE.DE
- 1D
- -0.04%
- 1M
- 0.68%
- 6M
- 1.41%
- YTD
- 1.11%
- 1Y
- 1.81%
- 3Y*
- 4.36%
- 5Y*
- -0.79%
- 10Y*
- —
VAGY.DE vs. XGBE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
VAGY.DE Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating | 4.01% | -5.79% | 11.38% | 0.66% |
XGBE.DE Xtrackers EUR Corporate Green Bond UCITS ETF (Acc) | 1.11% | 2.73% | 3.40% | 7.47% |
Correlation
The correlation between VAGY.DE and XGBE.DE is -0.21, 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 | -0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.08 |
Correlation (All Time) Calculated using the full available price history since Mar 9, 2023 | -0.04 |
The correlation between VAGY.DE and XGBE.DE shifts across timeframes, from -0.21 (1 year) to -0.04 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VAGY.DE vs. XGBE.DE — Risk / Return Rank
VAGY.DE
XGBE.DE
VAGY.DE vs. XGBE.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 Xtrackers EUR Corporate Green Bond UCITS ETF (Acc) (XGBE.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.
| VAGY.DE | XGBE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.69 | ||
| Sortino ratioReturn per unit of downside risk | +1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.10 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 0.69 | +1.49 |
| Martin ratioReturn relative to average drawdown | 5.57 | 2.16 | +3.41 |
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Drawdowns
VAGY.DE vs. XGBE.DE - Drawdown Comparison
The maximum VAGY.DE drawdown since its inception was -10.58%, smaller than the maximum XGBE.DE drawdown of -20.20%. Use the drawdown chart below to compare losses from any high point for VAGY.DE and XGBE.DE.
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Drawdown Indicators
| VAGY.DE | XGBE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.58% | -20.20% | +9.62% |
Max Drawdown (1Y)Largest decline over 1 year | -3.20% | -2.62% | -0.58% |
Max Drawdown (3Y)Largest decline over 3 years | -10.58% | -2.62% | -7.96% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.20% | — |
Current DrawdownCurrent decline from peak | -4.19% | -5.48% | +1.29% |
Average DrawdownAverage peak-to-trough decline | -3.68% | -10.31% | +6.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.25% | 0.84% | +0.41% |
Volatility
VAGY.DE vs. XGBE.DE - Volatility Comparison
Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VAGY.DE) has a higher volatility of 1.53% compared to Xtrackers EUR Corporate Green Bond UCITS ETF (Acc) (XGBE.DE) at 0.62%. This indicates that VAGY.DE's price experiences larger fluctuations and is considered to be riskier than XGBE.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 | XGBE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.53% | 0.62% | +0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 3.86% | 2.74% | +1.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.56% | 3.22% | +2.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.44% | 5.04% | +1.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.44% | 5.03% | +1.41% |
VAGY.DE vs. XGBE.DE - Expense Ratio Comparison
VAGY.DE has a 0.09% expense ratio, which is lower than XGBE.DE's 0.25% 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. XGBE.DE - Dividend Comparison
Neither VAGY.DE nor XGBE.DE has paid dividends to shareholders.
Frequently Asked Questions
VAGY.DE and XGBE.DE have a correlation of -0.21, 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 0.25% for XGBE.DE.
VAGY.DE tracks Bloomberg Global Aggregate Corporate USD 1-3, while XGBE.DE tracks Bloomberg MSCI EUR Corporate and Agency Green Bond Index. They also come from different issuers: Vanguard and Xtrackers. Their fees differ too: 0.09% for VAGY.DE and 0.25% for XGBE.DE.
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