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VGTY.DE vs. EUN6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGTY.DE vs. EUN6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard USD Treasury Bond UCITS ETF Distributing (VGTY.DE) and iShares € Govt Bond 0-1yr UCITS ETF EUR (Dist) (EUN6.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, VGTY.DE achieves a 2.65% return, which is significantly higher than EUN6.DE's 0.05% return.


VGTY.DE

1D
0.22%
1M
1.19%
6M
1.60%
YTD
2.65%
1Y
5.09%
3Y*
2.29%
5Y*
-0.07%
10Y*

EUN6.DE

1D
0.01%
1M
0.15%
6M
-0.08%
YTD
0.05%
1Y
0.86%
3Y*
2.48%
5Y*
1.42%
10Y*
0.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGTY.DE vs. EUN6.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGTY.DE
Vanguard USD Treasury Bond UCITS ETF Distributing
2.65%-5.53%6.49%0.32%-6.92%5.85%-1.94%9.66%4.95%-2.98%
EUN6.DE
iShares € Govt Bond 0-1yr UCITS ETF EUR (Dist)
0.05%2.16%3.57%2.74%-1.00%-0.70%-0.60%-0.54%-0.66%-0.12%

Correlation

The correlation between VGTY.DE and EUN6.DE is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.11

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

0.13

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2017

0.08

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Return for Risk

VGTY.DE vs. EUN6.DE — Risk / Return Rank

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

VGTY.DE
VGTY.DE Risk / Return Rank: 3030
Overall Rank
VGTY.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
VGTY.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
VGTY.DE Omega Ratio Rank: 2929
Omega Ratio Rank
VGTY.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
VGTY.DE Martin Ratio Rank: 2828
Martin Ratio Rank

EUN6.DE
EUN6.DE Risk / Return Rank: 2929
Overall Rank
EUN6.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
EUN6.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
EUN6.DE Omega Ratio Rank: 5959
Omega Ratio Rank
EUN6.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
EUN6.DE Martin Ratio Rank: 2020
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.

VGTY.DE vs. EUN6.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Treasury Bond UCITS ETF Distributing (VGTY.DE) and iShares € Govt Bond 0-1yr UCITS ETF EUR (Dist) (EUN6.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.


VGTY.DEEUN6.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.58

Omega ratioGain probability vs. loss probability

1.17

1.29

-0.12

Calmar ratioReturn relative to maximum drawdown

1.27

0.88

+0.40

Martin ratioReturn relative to average drawdown

3.27

1.93

+1.34

VGTY.DE vs. EUN6.DE - Sharpe Ratio Comparison

The current VGTY.DE Sharpe Ratio is 0.93, which is comparable to the EUN6.DE Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of VGTY.DE and EUN6.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

VGTY.DE vs. EUN6.DE - Drawdown Comparison

The maximum VGTY.DE drawdown since its inception was -17.51%, which is greater than EUN6.DE's maximum drawdown of -4.94%. Use the drawdown chart below to compare losses from any high point for VGTY.DE and EUN6.DE.


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Drawdown Indicators


VGTY.DEEUN6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.51%

-4.94%

-12.57%

Max Drawdown (1Y)

Largest decline over 1 year

-3.98%

-0.98%

-3.00%

Max Drawdown (3Y)

Largest decline over 3 years

-11.05%

-0.98%

-10.07%

Max Drawdown (5Y)

Largest decline over 5 years

-12.99%

-1.48%

-11.51%

Max Drawdown (10Y)

Largest decline over 10 years

-4.51%

Current Drawdown

Current decline from peak

-11.59%

-0.08%

-11.51%

Average Drawdown

Average peak-to-trough decline

-9.07%

-1.32%

-7.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.55%

0.44%

+1.11%

Volatility

VGTY.DE vs. EUN6.DE - Volatility Comparison

Vanguard USD Treasury Bond UCITS ETF Distributing (VGTY.DE) has a higher volatility of 1.56% compared to iShares € Govt Bond 0-1yr UCITS ETF EUR (Dist) (EUN6.DE) at 0.12%. This indicates that VGTY.DE's price experiences larger fluctuations and is considered to be riskier than EUN6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGTY.DEEUN6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.56%

0.12%

+1.44%

Volatility (6M)

Calculated over the trailing 6-month period

3.77%

0.58%

+3.19%

Volatility (1Y)

Calculated over the trailing 1-year period

5.45%

1.17%

+4.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.98%

0.80%

+7.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.65%

0.70%

+6.95%

VGTY.DE vs. EUN6.DE - Expense Ratio Comparison

VGTY.DE has a 0.05% expense ratio, which is lower than EUN6.DE's 0.07% 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

VGTY.DE vs. EUN6.DE - Dividend Comparison

VGTY.DE's dividend yield for the trailing twelve months is around 4.19%, more than EUN6.DE's 1.21% yield.


PositionTTM202520242023202220212020201920182017
EUN6.DE
iShares € Govt Bond 0-1yr UCITS ETF EUR (Dist)
1.21%2.79%2.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGTY.DE
Vanguard USD Treasury Bond UCITS ETF Distributing
4.19%4.49%3.94%3.47%2.14%1.17%1.67%2.35%2.28%0.30%

Frequently Asked Questions


VGTY.DE and EUN6.DE have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VGTY.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGTY.DE is cheaper with a 0.05% expense ratio, compared with 0.07% for EUN6.DE.

VGTY.DE tracks Bloomberg Global Aggregate US Treasury Float Adjusted Index, while EUN6.DE tracks Bloomberg Euro Short Treasury (0-12 Month) Bond Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.05% for VGTY.DE and 0.07% for EUN6.DE.

Portfolio Optimizer

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