VGEA.DE vs. AGGU.L
Compare and contrast key facts about Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VGEA.DE) and iShares Core Global Aggregate Bond UCITS ETF (AGGU.L).
VGEA.DE and AGGU.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VGEA.DE is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Euro Aggregate Treasury. It was launched on Feb 19, 2019. AGGU.L is a passively managed fund by iShares that tracks the performance of the Bloomberg Global Aggregate Bond Index. It was launched on Nov 21, 2017. Both VGEA.DE and AGGU.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VGEA.DE or AGGU.L.
Key characteristics
| VGEA.DE | AGGU.L | |
|---|---|---|
| YTD Return | 0.36% | 2.87% |
| 1Y Return | 5.72% | 7.88% |
| 3Y Return (Ann) | -4.53% | -1.15% |
| 5Y Return (Ann) | -2.43% | 0.18% |
| Sharpe Ratio | 1.17 | 1.80 |
| Sortino Ratio | 1.80 | 2.85 |
| Omega Ratio | 1.20 | 1.33 |
| Calmar Ratio | 0.32 | 0.65 |
| Martin Ratio | 3.35 | 8.96 |
| Ulcer Index | 1.89% | 0.89% |
| Daily Std Dev | 5.38% | 4.40% |
| Max Drawdown | -22.34% | -15.55% |
| Current Drawdown | -15.56% | -4.76% |
Correlation
The correlation between VGEA.DE and AGGU.L is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VGEA.DE vs. AGGU.L - Performance Comparison
In the year-to-date period, VGEA.DE achieves a 0.36% return, which is significantly lower than AGGU.L's 2.87% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VGEA.DE vs. AGGU.L - Expense Ratio Comparison
VGEA.DE has a 0.07% expense ratio, which is lower than AGGU.L'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%.
Risk-Adjusted Performance
VGEA.DE vs. AGGU.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VGEA.DE) and iShares Core Global Aggregate Bond UCITS ETF (AGGU.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.
Dividends
VGEA.DE vs. AGGU.L - Dividend Comparison
Neither VGEA.DE nor AGGU.L has paid dividends to shareholders.
Drawdowns
VGEA.DE vs. AGGU.L - Drawdown Comparison
The maximum VGEA.DE drawdown since its inception was -22.34%, which is greater than AGGU.L's maximum drawdown of -15.55%. Use the drawdown chart below to compare losses from any high point for VGEA.DE and AGGU.L. For additional features, visit the drawdowns tool.
Volatility
VGEA.DE vs. AGGU.L - Volatility Comparison
Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VGEA.DE) has a higher volatility of 2.85% compared to iShares Core Global Aggregate Bond UCITS ETF (AGGU.L) at 1.08%. This indicates that VGEA.DE's price experiences larger fluctuations and is considered to be riskier than AGGU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.