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

Performance

VGEA.DE vs. VTIP - 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 Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). 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 VTIP is traded in USD. To make them comparable, the VTIP 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 VTIP's 3.13% 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*

VTIP

1D
-0.22%
1M
0.77%
YTD
3.13%
6M
2.26%
1Y
2.75%
3Y*
2.38%
5Y*
4.31%
10Y*
2.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGEA.DE vs. VTIP - 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%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
3.13%-6.52%11.65%1.48%3.08%13.24%-3.70%5.23%

Correlation

The correlation between VGEA.DE and VTIP is -0.24, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.24

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

-0.02

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

0.03

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

0.04

The correlation between VGEA.DE and VTIP shifts across timeframes, from -0.24 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VGEA.DE vs. VTIP — 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

VTIP
VTIP Risk / Return Rank: 9393
Overall Rank
VTIP Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
VTIP Sortino Ratio Rank: 9595
Sortino Ratio Rank
VTIP Omega Ratio Rank: 9393
Omega Ratio Rank
VTIP Calmar Ratio Rank: 9393
Calmar Ratio Rank
VTIP Martin Ratio Rank: 9393
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. VTIP - 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 Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). 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.DEVTIPDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.67

Omega ratioGain probability vs. loss probability

1.00

1.08

-0.08

Calmar ratioReturn relative to maximum drawdown

-0.01

0.66

-0.67

Martin ratioReturn relative to average drawdown

-0.04

1.80

-1.84

VGEA.DE vs. VTIP - Sharpe Ratio Comparison

The current VGEA.DE Sharpe Ratio is -0.01, which is lower than the VTIP Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of VGEA.DE and VTIP, 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.DEVTIPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.01

0.46

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.35

0.58

-0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

0.41

-0.50

Drawdowns

VGEA.DE vs. VTIP - Drawdown Comparison

The maximum VGEA.DE drawdown since its inception was -22.34%, which is greater than VTIP's maximum drawdown of -16.49%. Use the drawdown chart below to compare losses from any high point for VGEA.DE and VTIP.


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Drawdown Indicators


VGEA.DEVTIPDifference

Max Drawdown

Largest peak-to-trough decline

-22.34%

-16.49%

-5.85%

Max Drawdown (1Y)

Largest decline over 1 year

-3.44%

-4.19%

+0.75%

Max Drawdown (3Y)

Largest decline over 3 years

-4.00%

-10.53%

+6.53%

Max Drawdown (5Y)

Largest decline over 5 years

-21.47%

-12.09%

-9.38%

Max Drawdown (10Y)

Largest decline over 10 years

-16.49%

Current Drawdown

Current decline from peak

-13.91%

-5.40%

-8.51%

Average Drawdown

Average peak-to-trough decline

-10.30%

-5.17%

-5.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.33%

1.54%

-0.21%

Volatility

VGEA.DE vs. VTIP - Volatility Comparison

Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VGEA.DE) has a higher volatility of 1.67% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 1.10%. This indicates that VGEA.DE's price experiences larger fluctuations and is considered to be riskier than VTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGEA.DEVTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.67%

1.10%

+0.57%

Volatility (6M)

Calculated over the trailing 6-month period

3.62%

4.31%

-0.69%

Volatility (1Y)

Calculated over the trailing 1-year period

4.33%

6.07%

-1.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.39%

7.49%

-1.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.86%

7.47%

-1.61%

VGEA.DE vs. VTIP - Expense Ratio Comparison

VGEA.DE has a 0.07% expense ratio, which is higher than VTIP's 0.03% expense ratio. However, 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. VTIP - Dividend Comparison

VGEA.DE has not paid dividends to shareholders, while VTIP's dividend yield for the trailing twelve months is around 3.59%.


PositionTTM2025202420232022202120202019201820172016
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%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
3.59%3.81%2.70%2.86%6.84%4.68%1.20%1.95%2.45%1.52%0.76%

Frequently Asked Questions


VGEA.DE and VTIP have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VTIP is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VTIP is cheaper with a 0.03% expense ratio, compared with 0.07% for VGEA.DE.

VGEA.DE is categorized as European Government Bonds, while VTIP is Inflation-Protected Bonds. VGEA.DE tracks Bloomberg Euro Aggregate Treasury, while VTIP tracks Bloomberg U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Year Index. Their fees differ too: 0.07% for VGEA.DE and 0.03% for VTIP.

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