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VAGY.DE vs. XYLD.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VAGY.DE vs. XYLD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VAGY.DE) and Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.DE). The values are adjusted to include any dividend payments, if applicable.

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VAGY.DE vs. XYLD.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, VAGY.DE achieves a 2.18% return, which is significantly higher than XYLD.DE's 1.85% return.


VAGY.DE

1D
0.50%
1M
0.07%
YTD
2.18%
6M
2.76%
1Y
-1.69%
3Y*
3.12%
5Y*
10Y*

XYLD.DE

1D
0.56%
1M
0.06%
YTD
1.85%
6M
2.36%
1Y
-2.24%
3Y*
2.60%
5Y*
2.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VAGY.DE vs. XYLD.DE - Expense Ratio Comparison

VAGY.DE has a 0.09% expense ratio, which is lower than XYLD.DE's 0.16% 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%.


Return for Risk

VAGY.DE vs. XYLD.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VAGY.DE
VAGY.DE Risk / Return Rank: 88
Overall Rank
VAGY.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
VAGY.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
VAGY.DE Omega Ratio Rank: 66
Omega Ratio Rank
VAGY.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
VAGY.DE Martin Ratio Rank: 1010
Martin Ratio Rank

XYLD.DE
XYLD.DE Risk / Return Rank: 77
Overall Rank
XYLD.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
XYLD.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
XYLD.DE Omega Ratio Rank: 55
Omega Ratio Rank
XYLD.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
XYLD.DE Martin Ratio Rank: 99
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VAGY.DE vs. XYLD.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 USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.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.DEXYLD.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.25

-0.33

+0.08

Sortino ratio

Return per unit of downside risk

-0.29

-0.39

+0.10

Omega ratio

Gain probability vs. loss probability

0.96

0.95

+0.01

Calmar ratio

Return relative to maximum drawdown

-0.02

-0.10

+0.08

Martin ratio

Return relative to average drawdown

-0.03

-0.17

+0.13

VAGY.DE vs. XYLD.DE - Sharpe Ratio Comparison

The current VAGY.DE Sharpe Ratio is -0.25, which is comparable to the XYLD.DE Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of VAGY.DE and XYLD.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VAGY.DEXYLD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.25

-0.33

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.59

-0.20

Correlation

The correlation between VAGY.DE and XYLD.DE is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VAGY.DE vs. XYLD.DE - Dividend Comparison

VAGY.DE has not paid dividends to shareholders, while XYLD.DE's dividend yield for the trailing twelve months is around 3.17%.


TTM2025202420232022202120202019
VAGY.DE
Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XYLD.DE
Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D
3.17%3.52%2.90%2.74%5.87%3.00%3.60%2.59%

Drawdowns

VAGY.DE vs. XYLD.DE - Drawdown Comparison

The maximum VAGY.DE drawdown since its inception was -10.58%, smaller than the maximum XYLD.DE drawdown of -16.92%. Use the drawdown chart below to compare losses from any high point for VAGY.DE and XYLD.DE.


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Drawdown Indicators


VAGY.DEXYLD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-10.58%

-16.92%

+6.34%

Max Drawdown (1Y)

Largest decline over 1 year

-6.00%

-5.92%

-0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-11.09%

Current Drawdown

Current decline from peak

-5.88%

-6.18%

+0.30%

Average Drawdown

Average peak-to-trough decline

-3.50%

-4.07%

+0.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

3.59%

-0.10%

Volatility

VAGY.DE vs. XYLD.DE - Volatility Comparison

Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VAGY.DE) and Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.DE) have volatilities of 1.86% and 1.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VAGY.DEXYLD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.86%

1.86%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

3.89%

3.87%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

6.86%

6.89%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.56%

7.06%

-0.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.56%

7.72%

-1.16%