VGEA.DE vs. EUNW.DE
Compare and contrast key facts about Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VGEA.DE) and iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist) (EUNW.DE).
VGEA.DE and EUNW.DE 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. EUNW.DE is a passively managed fund by iShares that tracks the performance of the iBoxx® EUR Liquid High Yield. It was launched on Sep 3, 2010. Both VGEA.DE and EUNW.DE 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 EUNW.DE.
Key characteristics
| VGEA.DE | EUNW.DE | |
|---|---|---|
| YTD Return | 0.36% | -1.32% |
| 1Y Return | 5.72% | 3.20% |
| 3Y Return (Ann) | -4.53% | -1.94% |
| 5Y Return (Ann) | -2.43% | -0.09% |
| Sharpe Ratio | 1.17 | 0.62 |
| Sortino Ratio | 1.80 | 0.73 |
| Omega Ratio | 1.20 | 1.18 |
| Calmar Ratio | 0.32 | 0.37 |
| Martin Ratio | 3.35 | 1.43 |
| Ulcer Index | 1.89% | 2.30% |
| Daily Std Dev | 5.38% | 5.26% |
| Max Drawdown | -22.34% | -25.47% |
| Current Drawdown | -15.56% | -6.27% |
Correlation
The correlation between VGEA.DE and EUNW.DE is 0.69, 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. EUNW.DE - Performance Comparison
In the year-to-date period, VGEA.DE achieves a 0.36% return, which is significantly higher than EUNW.DE's -1.32% 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. EUNW.DE - Expense Ratio Comparison
VGEA.DE has a 0.07% expense ratio, which is lower than EUNW.DE's 0.50% expense ratio.
Risk-Adjusted Performance
VGEA.DE vs. EUNW.DE - 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 EUR High Yield Corporate Bond UCITS ETF EUR (Dist) (EUNW.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.
Dividends
VGEA.DE vs. EUNW.DE - Dividend Comparison
Neither VGEA.DE nor EUNW.DE has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
EUNW.DE iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist) | 0.00% | 0.00% | 3.70% | 3.07% | 3.67% | 3.75% | 3.68% | 3.78% | 4.03% | 4.59% |
Drawdowns
VGEA.DE vs. EUNW.DE - Drawdown Comparison
The maximum VGEA.DE drawdown since its inception was -22.34%, smaller than the maximum EUNW.DE drawdown of -25.47%. Use the drawdown chart below to compare losses from any high point for VGEA.DE and EUNW.DE. For additional features, visit the drawdowns tool.
Volatility
VGEA.DE vs. EUNW.DE - Volatility Comparison
Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VGEA.DE) has a higher volatility of 2.85% compared to iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist) (EUNW.DE) at 2.61%. This indicates that VGEA.DE's price experiences larger fluctuations and is considered to be riskier than EUNW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.