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

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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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 0.11% return, which is significantly lower than CORP's 1.88% return.


VGEA.DE

1D
0.06%
1M
0.60%
YTD
0.11%
6M
0.00%
1Y
-0.05%
3Y*
2.38%
5Y*
-2.24%
10Y*

CORP

1D
0.02%
1M
1.12%
YTD
1.88%
6M
0.90%
1Y
3.86%
3Y*
2.76%
5Y*
1.89%
10Y*
2.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGEA.DE vs. CORP - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VGEA.DE
Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating
0.11%0.67%1.54%6.93%-18.30%-3.32%4.81%5.94%
CORP
PIMCO Investment Grade Corporate Bond Index ETF
1.88%-4.86%9.24%5.85%-9.68%6.21%0.66%12.85%

Correlation

The correlation between VGEA.DE and CORP is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2019

0.37

Over the past year, the correlation between VGEA.DE and CORP has dropped to 0.11 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.

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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: 99
Overall Rank
VGEA.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
VGEA.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
VGEA.DE Omega Ratio Rank: 88
Omega Ratio Rank
VGEA.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
VGEA.DE Martin Ratio Rank: 99
Martin Ratio Rank

CORP
CORP Risk / Return Rank: 3939
Overall Rank
CORP Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
CORP Sortino Ratio Rank: 4040
Sortino Ratio Rank
CORP Omega Ratio Rank: 3636
Omega Ratio Rank
CORP Calmar Ratio Rank: 4040
Calmar Ratio Rank
CORP Martin Ratio Rank: 4141
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 ratioReturn per unit of total volatility

-0.67

Sortino ratioReturn per unit of downside risk

-0.97

Omega ratioGain probability vs. loss probability

1.00

1.12

-0.12

Calmar ratioReturn relative to maximum drawdown

-0.01

0.98

-0.99

Martin ratioReturn relative to average drawdown

-0.04

3.02

-3.06

VGEA.DE vs. CORP - Sharpe Ratio Comparison

The current VGEA.DE Sharpe Ratio is -0.01, which is lower than the CORP Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of VGEA.DE and CORP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VGEA.DECORPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.01

0.66

-0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.35

0.22

-0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

0.46

-0.56

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%

-16.80%

-5.54%

Max Drawdown (1Y)

Largest decline over 1 year

-3.44%

-3.95%

+0.51%

Max Drawdown (3Y)

Largest decline over 3 years

-4.00%

-11.83%

+7.83%

Max Drawdown (5Y)

Largest decline over 5 years

-21.47%

-11.96%

-9.51%

Max Drawdown (10Y)

Largest decline over 10 years

-16.80%

Current Drawdown

Current decline from peak

-13.91%

-5.46%

-8.45%

Average Drawdown

Average peak-to-trough decline

-10.30%

-5.23%

-5.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.33%

1.32%

+0.01%

Volatility

VGEA.DE vs. CORP - Volatility Comparison

Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VGEA.DE) has a higher volatility of 1.67% compared to PIMCO Investment Grade Corporate Bond Index ETF (CORP) at 0.93%. 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

1.67%

0.93%

+0.74%

Volatility (6M)

Calculated over the trailing 6-month period

3.62%

4.32%

-0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

4.33%

5.88%

-1.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.39%

8.49%

-2.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.86%

8.84%

-2.98%

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%.


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 4.84%.


PositionTTM20252024202320222021202020192018201720162015
CORP
PIMCO Investment Grade Corporate Bond Index ETF
4.84%4.77%4.74%4.12%3.28%2.51%2.90%3.25%3.18%3.08%2.91%3.14%
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%

Frequently Asked Questions


VGEA.DE and CORP have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VGEA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGEA.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for CORP.

VGEA.DE is categorized as European Government Bonds, while CORP is Corporate Bonds. VGEA.DE tracks Bloomberg Euro Aggregate Treasury, while CORP tracks ICE BofA US Corporate. They also come from different issuers: Vanguard and PIMCO. Their fees differ too: 0.07% for VGEA.DE and 0.20% for CORP.

Portfolio Optimizer

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