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VGEA.DE vs. DE5A.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGEA.DE vs. DE5A.DE - 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 Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR (DE5A.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VGEA.DE achieves a 0.11% return, which is significantly lower than DE5A.DE's 0.27% return.


VGEA.DE

1D
0.06%
1M
-0.02%
YTD
0.11%
6M
0.18%
1Y
0.33%
3Y*
2.38%
5Y*
-2.24%
10Y*

DE5A.DE

1D
0.08%
1M
-0.09%
YTD
0.27%
6M
0.19%
1Y
-0.43%
3Y*
1.24%
5Y*
-3.17%
10Y*
-1.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGEA.DE vs. DE5A.DE - 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%
DE5A.DE
Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR
0.27%-0.65%-0.40%5.80%-19.06%-3.67%3.70%3.29%

Correlation

The correlation between VGEA.DE and DE5A.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.97

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

0.98

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

0.92

The correlation between VGEA.DE and DE5A.DE has been stable across timeframes, ranging from 0.92 to 0.98 - a consistent structural relationship.

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Return for Risk

VGEA.DE vs. DE5A.DE — 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

DE5A.DE
DE5A.DE Risk / Return Rank: 77
Overall Rank
DE5A.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
DE5A.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
DE5A.DE Omega Ratio Rank: 66
Omega Ratio Rank
DE5A.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
DE5A.DE Martin Ratio Rank: 66
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. DE5A.DE - 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 Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR (DE5A.DE). 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.DEDE5A.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

1.00

0.97

+0.03

Calmar ratioReturn relative to maximum drawdown

-0.01

-0.26

+0.25

Martin ratioReturn relative to average drawdown

-0.04

-0.58

+0.54

VGEA.DE vs. DE5A.DE - Sharpe Ratio Comparison

The current VGEA.DE Sharpe Ratio is -0.01, which is higher than the DE5A.DE Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of VGEA.DE and DE5A.DE, 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.DEDE5A.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.01

-0.20

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.35

-0.49

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

0.22

-0.32

Drawdowns

VGEA.DE vs. DE5A.DE - Drawdown Comparison

The maximum VGEA.DE drawdown since its inception was -22.34%, smaller than the maximum DE5A.DE drawdown of -24.92%. Use the drawdown chart below to compare losses from any high point for VGEA.DE and DE5A.DE.


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Drawdown Indicators


VGEA.DEDE5A.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.34%

-24.92%

+2.58%

Max Drawdown (1Y)

Largest decline over 1 year

-3.44%

-3.13%

-0.31%

Max Drawdown (3Y)

Largest decline over 3 years

-4.00%

-4.45%

+0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-21.47%

-22.78%

+1.31%

Max Drawdown (10Y)

Largest decline over 10 years

-24.92%

Current Drawdown

Current decline from peak

-13.91%

-19.43%

+5.52%

Average Drawdown

Average peak-to-trough decline

-10.30%

-7.30%

-3.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.33%

1.42%

-0.09%

Volatility

VGEA.DE vs. DE5A.DE - Volatility Comparison

Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VGEA.DE) and Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR (DE5A.DE) have volatilities of 1.67% and 1.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGEA.DEDE5A.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.67%

1.71%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

3.62%

3.44%

+0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

4.33%

4.19%

+0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.39%

6.45%

-0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.86%

5.37%

+0.49%

VGEA.DE vs. DE5A.DE - Expense Ratio Comparison

VGEA.DE has a 0.07% expense ratio, which is lower than DE5A.DE's 0.14% 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. DE5A.DE - Dividend Comparison

Neither VGEA.DE nor DE5A.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.97, VGEA.DE and DE5A.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.14% for DE5A.DE.

VGEA.DE tracks Bloomberg Euro Aggregate Treasury, while DE5A.DE tracks FTSE Highest-Rated Eurozone Government Bond. They also come from different issuers: Vanguard and Amundi. Their fees differ too: 0.07% for VGEA.DE and 0.14% for DE5A.DE.

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