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VGEB.DE vs. XGEZ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGEB.DE vs. XGEZ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VGEB.DE) and Xtrackers II Eurozone Government Green Bond UCITS ETF (XGEZ.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, VGEB.DE achieves a 1.31% return, which is significantly lower than XGEZ.DE's 1.60% return.


VGEB.DE

1D
0.09%
1M
0.95%
YTD
1.31%
6M
1.40%
1Y
1.22%
3Y*
2.49%
5Y*
-1.95%
10Y*

XGEZ.DE

1D
0.00%
1M
1.09%
YTD
1.60%
6M
1.74%
1Y
0.26%
3Y*
1.15%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGEB.DE vs. XGEZ.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
VGEB.DE
Vanguard EUR Eurozone Government Bond UCITS ETF Distributing
1.31%0.67%1.53%6.85%-0.47%
XGEZ.DE
Xtrackers II Eurozone Government Green Bond UCITS ETF
1.60%-2.16%-0.51%8.88%-0.36%

Correlation

The correlation between VGEB.DE and XGEZ.DE is 0.92, 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

0.92

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

0.97

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2022

0.98

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

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Return for Risk

VGEB.DE vs. XGEZ.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VGEB.DE
VGEB.DE Risk / Return Rank: 1212
Overall Rank
VGEB.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
VGEB.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
VGEB.DE Omega Ratio Rank: 1111
Omega Ratio Rank
VGEB.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
VGEB.DE Martin Ratio Rank: 1313
Martin Ratio Rank

XGEZ.DE
XGEZ.DE Risk / Return Rank: 99
Overall Rank
XGEZ.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
XGEZ.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
XGEZ.DE Omega Ratio Rank: 88
Omega Ratio Rank
XGEZ.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
XGEZ.DE Martin Ratio Rank: 99
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.

VGEB.DE vs. XGEZ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VGEB.DE) and Xtrackers II Eurozone Government Green Bond UCITS ETF (XGEZ.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VGEB.DEXGEZ.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.33

Omega ratioGain probability vs. loss probability

1.05

1.01

+0.04

Calmar ratioReturn relative to maximum drawdown

0.35

0.06

+0.30

Martin ratioReturn relative to average drawdown

0.89

0.12

+0.77

VGEB.DE vs. XGEZ.DE - Sharpe Ratio Comparison

The current VGEB.DE Sharpe Ratio is 0.29, which is higher than the XGEZ.DE Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of VGEB.DE and XGEZ.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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Drawdowns

VGEB.DE vs. XGEZ.DE - Drawdown Comparison

The maximum VGEB.DE drawdown since its inception was -22.41%, which is greater than XGEZ.DE's maximum drawdown of -13.63%. Use the drawdown chart below to compare losses from any high point for VGEB.DE and XGEZ.DE.


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Drawdown Indicators


VGEB.DEXGEZ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.41%

-13.63%

-8.78%

Max Drawdown (1Y)

Largest decline over 1 year

-3.44%

-4.70%

+1.26%

Max Drawdown (3Y)

Largest decline over 3 years

-4.06%

-7.88%

+3.82%

Max Drawdown (5Y)

Largest decline over 5 years

-21.50%

Current Drawdown

Current decline from peak

-12.92%

-3.99%

-8.93%

Average Drawdown

Average peak-to-trough decline

-8.98%

-5.39%

-3.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.37%

2.11%

-0.74%

Volatility

VGEB.DE vs. XGEZ.DE - Volatility Comparison

The current volatility for Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VGEB.DE) is 1.13%, while Xtrackers II Eurozone Government Green Bond UCITS ETF (XGEZ.DE) has a volatility of 1.75%. This indicates that VGEB.DE experiences smaller price fluctuations and is considered to be less risky than XGEZ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGEB.DEXGEZ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.13%

1.75%

-0.62%

Volatility (6M)

Calculated over the trailing 6-month period

3.55%

5.23%

-1.68%

Volatility (1Y)

Calculated over the trailing 1-year period

4.24%

6.42%

-2.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.36%

9.92%

-3.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.53%

9.92%

-4.39%

VGEB.DE vs. XGEZ.DE - Expense Ratio Comparison

VGEB.DE has a 0.07% expense ratio, which is lower than XGEZ.DE's 0.18% 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

VGEB.DE vs. XGEZ.DE - Dividend Comparison

VGEB.DE's dividend yield for the trailing twelve months is around 2.88%, more than XGEZ.DE's 2.06% yield.


PositionTTM202520242023202220212020201920182017
VGEB.DE
Vanguard EUR Eurozone Government Bond UCITS ETF Distributing
2.88%2.88%2.56%1.83%0.48%0.08%0.15%0.51%0.56%0.09%
XGEZ.DE
Xtrackers II Eurozone Government Green Bond UCITS ETF
2.06%1.99%2.07%1.27%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.92, VGEB.DE and XGEZ.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, VGEB.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGEB.DE is cheaper with a 0.07% expense ratio, compared with 0.18% for XGEZ.DE.

VGEB.DE tracks Bloomberg Euro Aggregate Treasury, while XGEZ.DE tracks iBoxx® EUR Eurozone Sovereigns Green Bonds Capped. They also come from different issuers: Vanguard and Xtrackers. Their fees differ too: 0.07% for VGEB.DE and 0.18% for XGEZ.DE.

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