VERE.DE vs. VAGS.L
VERE.DE (Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating) and VAGS.L (Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Accumulating) are both exchange-traded funds - VERE.DE is a Europe Equities fund tracking the FTSE Developed Europe ex UK, while VAGS.L is a Global Bonds fund tracking the Bloomberg Global Aggregate TR Hdg GBP. Both are passively managed. Over the past 5 years, VERE.DE returned 9.33%/yr vs -0.38%/yr for VAGS.L. At a 0.15 correlation, their price movements are largely independent. Both charge a 0.10% expense ratio.
Performance
VERE.DE vs. VAGS.L - Performance Comparison
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Different Trading Currencies
VERE.DE is traded in EUR, while VAGS.L is traded in GBP. To make them comparable, the VAGS.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, VERE.DE achieves a 7.51% return, which is significantly higher than VAGS.L's 1.09% return.
VERE.DE
- 1D
- 0.75%
- 1M
- 1.45%
- YTD
- 7.51%
- 6M
- 10.00%
- 1Y
- 15.77%
- 3Y*
- 13.74%
- 5Y*
- 9.33%
- 10Y*
- —
VAGS.L
- 1D
- 0.05%
- 1M
- 0.26%
- YTD
- 1.09%
- 6M
- 1.46%
- 1Y
- 0.43%
- 3Y*
- 3.60%
- 5Y*
- -0.38%
- 10Y*
- —
VERE.DE vs. VAGS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VERE.DE Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating | 7.51% | 21.22% | 6.82% | 17.62% | -12.44% | 24.56% | 2.46% | 7.56% |
VAGS.L Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Accumulating | 1.10% | -0.52% | 7.33% | 8.18% | -18.17% | 4.23% | -0.22% | 6.83% |
Correlation
The correlation between VERE.DE and VAGS.L is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2019 | 0.15 |
Over the past year, VERE.DE and VAGS.L have become more correlated (0.36) than their long-term average of 0.15, meaning their price movements have been converging.
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Return for Risk
VERE.DE vs. VAGS.L — Risk / Return Rank
VERE.DE
VAGS.L
VERE.DE vs. VAGS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating (VERE.DE) and Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Accumulating (VAGS.L). 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.
| VERE.DE | VAGS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.07 | ||
| Sortino ratioReturn per unit of downside risk | +1.57 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.02 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.55 | 0.14 | +1.41 |
| Martin ratioReturn relative to average drawdown | 5.69 | 0.35 | +5.34 |
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
| VERE.DE | VAGS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 0.08 | +1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | -0.05 | +0.66 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.11 | +0.49 |
Drawdowns
VERE.DE vs. VAGS.L - Drawdown Comparison
The maximum VERE.DE drawdown since its inception was -34.75%, which is greater than VAGS.L's maximum drawdown of -20.70%. Use the drawdown chart below to compare losses from any high point for VERE.DE and VAGS.L.
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Drawdown Indicators
| VERE.DE | VAGS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.75% | -20.70% | -14.05% |
Max Drawdown (1Y)Largest decline over 1 year | -10.25% | -2.98% | -7.27% |
Max Drawdown (3Y)Largest decline over 3 years | -16.24% | -6.20% | -10.04% |
Max Drawdown (5Y)Largest decline over 5 years | -22.81% | -20.70% | -2.11% |
Current DrawdownCurrent decline from peak | -1.29% | -4.97% | +3.68% |
Average DrawdownAverage peak-to-trough decline | -5.27% | -7.49% | +2.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 1.23% | +1.57% |
Volatility
VERE.DE vs. VAGS.L - Volatility Comparison
Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating (VERE.DE) has a higher volatility of 4.33% compared to Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Accumulating (VAGS.L) at 1.71%. This indicates that VERE.DE's price experiences larger fluctuations and is considered to be riskier than VAGS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VERE.DE | VAGS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 1.71% | +2.62% |
Volatility (6M)Calculated over the trailing 6-month period | 11.30% | 3.84% | +7.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.90% | 5.41% | +8.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.04% | 7.65% | +7.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.08% | 8.17% | +8.91% |
VERE.DE vs. VAGS.L - Expense Ratio Comparison
Both VERE.DE and VAGS.L have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
VERE.DE vs. VAGS.L - Dividend Comparison
Neither VERE.DE nor VAGS.L has paid dividends to shareholders.
Frequently Asked Questions
VERE.DE and VAGS.L have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
VERE.DE and VAGS.L have the same expense ratio: 0.10% per year.
VERE.DE is categorized as Europe Equities, while VAGS.L is Global Bonds. VERE.DE tracks FTSE Developed Europe ex UK, while VAGS.L tracks Bloomberg Global Aggregate TR Hdg GBP.
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