VGTY.DE vs. BND
Compare and contrast key facts about Vanguard USD Treasury Bond UCITS ETF Distributing (VGTY.DE) and Vanguard Total Bond Market ETF (BND).
VGTY.DE and BND are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VGTY.DE is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Global Aggregate US Treasury Float Adjusted. It was launched on Feb 24, 2016. BND is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Apr 3, 2007. Both VGTY.DE and BND 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: VGTY.DE or BND.
Key characteristics
| VGTY.DE | BND | |
|---|---|---|
| YTD Return | 2.10% | 1.55% |
| 1Y Return | 3.76% | 6.53% |
| 3Y Return (Ann) | -3.04% | -2.38% |
| 5Y Return (Ann) | -2.14% | -0.27% |
| Sharpe Ratio | 0.74 | 1.34 |
| Sortino Ratio | 1.24 | 1.98 |
| Omega Ratio | 1.14 | 1.24 |
| Calmar Ratio | 0.19 | 0.51 |
| Martin Ratio | 2.23 | 4.70 |
| Ulcer Index | 1.96% | 1.67% |
| Daily Std Dev | 5.89% | 5.84% |
| Max Drawdown | -22.81% | -18.84% |
| Current Drawdown | -18.99% | -9.21% |
Correlation
The correlation between VGTY.DE and BND is 0.65, 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
VGTY.DE vs. BND - Performance Comparison
In the year-to-date period, VGTY.DE achieves a 2.10% return, which is significantly higher than BND's 1.55% 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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VGTY.DE vs. BND - Expense Ratio Comparison
VGTY.DE has a 0.07% expense ratio, which is higher than BND'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%.
Risk-Adjusted Performance
VGTY.DE vs. BND - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Treasury Bond UCITS ETF Distributing (VGTY.DE) and Vanguard Total Bond Market ETF (BND). 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
VGTY.DE vs. BND - Dividend Comparison
VGTY.DE has not paid dividends to shareholders, while BND's dividend yield for the trailing twelve months is around 3.58%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGTY.DE Vanguard USD Treasury Bond UCITS ETF Distributing | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BND Vanguard Total Bond Market ETF | 3.58% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
Drawdowns
VGTY.DE vs. BND - Drawdown Comparison
The maximum VGTY.DE drawdown since its inception was -22.81%, which is greater than BND's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for VGTY.DE and BND. For additional features, visit the drawdowns tool.
Volatility
VGTY.DE vs. BND - Volatility Comparison
Vanguard USD Treasury Bond UCITS ETF Distributing (VGTY.DE) and Vanguard Total Bond Market ETF (BND) have volatilities of 1.75% and 1.70%, 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.