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VGEA.DE vs. CORP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VGEA.DE vs. CORP - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VGEA.DE) and PIMCO Investment Grade Corporate Bond Index ETF (CORP). The values are adjusted to include any dividend payments, if applicable.

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VGEA.DE vs. CORP - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VGEA.DE
Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating
-0.54%0.67%1.54%6.93%-18.30%-3.32%4.81%5.94%
CORP
PIMCO Investment Grade Corporate Bond Index ETF
1.31%-4.86%9.24%5.85%-9.68%6.21%0.66%12.85%
Different Trading Currencies

VGEA.DE is traded in EUR, while CORP is traded in USD. To make them comparable, the CORP values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, VGEA.DE achieves a -0.54% return, which is significantly lower than CORP's 1.31% return.


VGEA.DE

1D
0.05%
1M
-2.19%
YTD
-0.54%
6M
-0.25%
1Y
0.91%
3Y*
2.07%
5Y*
-2.58%
10Y*

CORP

1D
-0.01%
1M
-0.50%
YTD
1.31%
6M
1.70%
1Y
-2.21%
3Y*
2.72%
5Y*
1.43%
10Y*
2.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VGEA.DE vs. CORP - Expense Ratio Comparison

VGEA.DE has a 0.07% expense ratio, which is lower than CORP's 0.20% 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

VGEA.DE vs. CORP — Risk / Return Rank

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

VGEA.DE
VGEA.DE Risk / Return Rank: 1717
Overall Rank
VGEA.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
VGEA.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
VGEA.DE Omega Ratio Rank: 1414
Omega Ratio Rank
VGEA.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
VGEA.DE Martin Ratio Rank: 2020
Martin Ratio Rank

CORP
CORP Risk / Return Rank: 5050
Overall Rank
CORP Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
CORP Sortino Ratio Rank: 4545
Sortino Ratio Rank
CORP Omega Ratio Rank: 4242
Omega Ratio Rank
CORP Calmar Ratio Rank: 6363
Calmar Ratio Rank
CORP Martin Ratio Rank: 5151
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.

VGEA.DE vs. CORP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VGEA.DE) and PIMCO Investment Grade Corporate Bond Index ETF (CORP). 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.


VGEA.DECORPDifference

Sharpe ratio

Return per unit of total volatility

0.23

-0.26

+0.48

Sortino ratio

Return per unit of downside risk

0.34

-0.28

+0.62

Omega ratio

Gain probability vs. loss probability

1.04

0.96

+0.08

Calmar ratio

Return relative to maximum drawdown

0.35

-0.21

+0.56

Martin ratio

Return relative to average drawdown

1.23

-0.40

+1.63

VGEA.DE vs. CORP - Sharpe Ratio Comparison

The current VGEA.DE Sharpe Ratio is 0.23, which is higher than the CORP Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of VGEA.DE and CORP, 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


VGEA.DECORPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.23

-0.26

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.40

0.17

-0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.11

0.46

-0.58

Correlation

The correlation between VGEA.DE and CORP is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

VGEA.DE vs. CORP - Dividend Comparison

VGEA.DE has not paid dividends to shareholders, while CORP's dividend yield for the trailing twelve months is around 4.83%.


TTM20252024202320222021202020192018201720162015
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%
CORP
PIMCO Investment Grade Corporate Bond Index ETF
4.83%4.77%4.74%4.12%3.28%2.51%2.90%3.25%3.18%3.08%2.91%3.14%

Drawdowns

VGEA.DE vs. CORP - Drawdown Comparison

The maximum VGEA.DE drawdown since its inception was -22.34%, which is greater than CORP's maximum drawdown of -16.80%. Use the drawdown chart below to compare losses from any high point for VGEA.DE and CORP.


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Drawdown Indicators


VGEA.DECORPDifference

Max Drawdown

Largest peak-to-trough decline

-22.34%

-21.21%

-1.13%

Max Drawdown (1Y)

Largest decline over 1 year

-3.44%

-2.97%

-0.47%

Max Drawdown (5Y)

Largest decline over 5 years

-21.47%

-21.21%

-0.26%

Max Drawdown (10Y)

Largest decline over 10 years

-21.21%

Current Drawdown

Current decline from peak

-14.47%

-1.84%

-12.63%

Average Drawdown

Average peak-to-trough decline

-10.21%

-3.64%

-6.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

0.97%

0.00%

Volatility

VGEA.DE vs. CORP - Volatility Comparison

Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VGEA.DE) has a higher volatility of 2.06% compared to PIMCO Investment Grade Corporate Bond Index ETF (CORP) at 1.87%. This indicates that VGEA.DE's price experiences larger fluctuations and is considered to be riskier than CORP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGEA.DECORPDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.06%

1.87%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

2.73%

4.43%

-1.70%

Volatility (1Y)

Calculated over the trailing 1-year period

3.99%

8.64%

-4.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.31%

8.53%

-2.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.85%

8.88%

-3.03%