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VGEA.DE vs. KX1G.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGEA.DE vs. KX1G.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 Lowest Rated Euro Investment Grade UCITS ETF EUR (KX1G.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 KX1G.DE's 0.22% 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*

KX1G.DE

1D
0.13%
1M
0.03%
YTD
0.22%
6M
0.15%
1Y
0.78%
3Y*
3.02%
5Y*
-1.81%
10Y*
0.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGEA.DE vs. KX1G.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%
KX1G.DE
Amundi Government Bond Lowest Rated Euro Investment Grade UCITS ETF EUR
0.22%1.21%2.65%7.57%-18.42%-3.38%5.42%7.79%

Correlation

The correlation between VGEA.DE and KX1G.DE is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.95

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

0.95

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

0.96

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

0.91

The correlation between VGEA.DE and KX1G.DE has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.

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Return for Risk

VGEA.DE vs. KX1G.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

KX1G.DE
KX1G.DE Risk / Return Rank: 1010
Overall Rank
KX1G.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
KX1G.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
KX1G.DE Omega Ratio Rank: 99
Omega Ratio Rank
KX1G.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
KX1G.DE Martin Ratio Rank: 1111
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. KX1G.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 Lowest Rated Euro Investment Grade UCITS ETF EUR (KX1G.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.DEKX1G.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.00

1.02

-0.02

Calmar ratioReturn relative to maximum drawdown

-0.01

0.13

-0.14

Martin ratioReturn relative to average drawdown

-0.04

0.34

-0.37

VGEA.DE vs. KX1G.DE - Sharpe Ratio Comparison

The current VGEA.DE Sharpe Ratio is -0.01, which is lower than the KX1G.DE Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of VGEA.DE and KX1G.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.DEKX1G.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.01

0.10

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.35

-0.27

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

0.41

-0.50

Drawdowns

VGEA.DE vs. KX1G.DE - Drawdown Comparison

The maximum VGEA.DE drawdown since its inception was -22.34%, roughly equal to the maximum KX1G.DE drawdown of -22.43%. Use the drawdown chart below to compare losses from any high point for VGEA.DE and KX1G.DE.


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Drawdown Indicators


VGEA.DEKX1G.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.34%

-22.43%

+0.09%

Max Drawdown (1Y)

Largest decline over 1 year

-3.44%

-3.54%

+0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-4.00%

-4.22%

+0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-21.47%

-21.59%

+0.12%

Max Drawdown (10Y)

Largest decline over 10 years

-22.43%

Current Drawdown

Current decline from peak

-13.91%

-12.10%

-1.81%

Average Drawdown

Average peak-to-trough decline

-10.30%

-6.69%

-3.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.33%

1.34%

-0.01%

Volatility

VGEA.DE vs. KX1G.DE - Volatility Comparison

The current volatility for Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VGEA.DE) is 1.67%, while Amundi Government Bond Lowest Rated Euro Investment Grade UCITS ETF EUR (KX1G.DE) has a volatility of 1.76%. This indicates that VGEA.DE experiences smaller price fluctuations and is considered to be less risky than KX1G.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGEA.DEKX1G.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.67%

1.76%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

3.62%

3.80%

-0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

4.33%

4.57%

-0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.39%

6.66%

-0.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.86%

5.94%

-0.08%

VGEA.DE vs. KX1G.DE - Expense Ratio Comparison

VGEA.DE has a 0.07% expense ratio, which is lower than KX1G.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. KX1G.DE - Dividend Comparison

Neither VGEA.DE nor KX1G.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, VGEA.DE and KX1G.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 KX1G.DE.

VGEA.DE tracks Bloomberg Euro Aggregate Treasury, while KX1G.DE tracks FTSE Lowest-Rated Eurozone Government Bond Investment Grade. They also come from different issuers: Vanguard and Amundi. Their fees differ too: 0.07% for VGEA.DE and 0.14% for KX1G.DE.

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