VGEA.DE vs. BND
Compare and contrast key facts about Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VGEA.DE) and Vanguard Total Bond Market ETF (BND).
VGEA.DE and BND 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. BND is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Apr 3, 2007. Both VGEA.DE and BND 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 BND.
Key characteristics
| VGEA.DE | BND | |
|---|---|---|
| YTD Return | 1.10% | 1.59% |
| 1Y Return | 7.10% | 7.87% |
| 3Y Return (Ann) | -4.29% | -2.37% |
| 5Y Return (Ann) | -2.29% | -0.27% |
| Sharpe Ratio | 1.12 | 1.34 |
| Sortino Ratio | 1.70 | 1.98 |
| Omega Ratio | 1.19 | 1.24 |
| Calmar Ratio | 0.30 | 0.50 |
| Martin Ratio | 3.14 | 4.75 |
| Ulcer Index | 1.89% | 1.65% |
| Daily Std Dev | 5.39% | 5.84% |
| Max Drawdown | -22.34% | -18.84% |
| Current Drawdown | -14.94% | -9.17% |
Correlation
The correlation between VGEA.DE and BND is 0.56, 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. BND - Performance Comparison
In the year-to-date period, VGEA.DE achieves a 1.10% return, which is significantly lower than BND's 1.59% 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. BND - Expense Ratio Comparison
VGEA.DE has a 0.07% expense ratio, which is higher than BND's 0.03% expense ratio. However, 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. BND - 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 Vanguard Total Bond Market ETF (BND). 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. BND - Dividend Comparison
VGEA.DE has not paid dividends to shareholders, while BND's dividend yield for the trailing twelve months is around 3.58%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGEA.DE Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BND Vanguard Total Bond Market ETF | 3.58% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
Drawdowns
VGEA.DE vs. BND - Drawdown Comparison
The maximum VGEA.DE drawdown since its inception was -22.34%, which is greater than BND's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for VGEA.DE and BND. For additional features, visit the drawdowns tool.
Volatility
VGEA.DE vs. BND - Volatility Comparison
Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VGEA.DE) has a higher volatility of 2.86% compared to Vanguard Total Bond Market ETF (BND) at 1.77%. This indicates that VGEA.DE's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.