VGTY.DE vs. SXRH.DE
VGTY.DE (Vanguard USD Treasury Bond UCITS ETF Distributing) and SXRH.DE (iShares USD TIPS 0-5 UCITS ETF USD (Dist)) are both exchange-traded funds - VGTY.DE is a Government Bonds fund tracking the Bloomberg Global Aggregate US Treasury Float Adjusted Index, while SXRH.DE is a Inflation-Protected Bonds fund tracking the ICE US Treasury Inflation-Linked Bond 0-5 Years. Both are passively managed. Over the past 5 years, VGTY.DE returned 0.20%/yr vs 5.69%/yr for SXRH.DE. A 0.79 correlation means they provide meaningful diversification when combined. VGTY.DE charges 0.05%/yr vs 0.10%/yr for SXRH.DE.
Performance
VGTY.DE vs. SXRH.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VGTY.DE achieves a 0.80% return, which is significantly lower than SXRH.DE's 2.67% return.
VGTY.DE
- 1D
- 0.08%
- 1M
- 0.76%
- YTD
- 0.80%
- 6M
- 0.01%
- 1Y
- 1.03%
- 3Y*
- -0.33%
- 5Y*
- 0.20%
- 10Y*
- —
SXRH.DE
- 1D
- -0.22%
- 1M
- 0.08%
- YTD
- 2.67%
- 6M
- 1.76%
- 1Y
- 2.06%
- 3Y*
- 4.59%
- 5Y*
- 5.69%
- 10Y*
- —
VGTY.DE vs. SXRH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGTY.DE Vanguard USD Treasury Bond UCITS ETF Distributing | 0.80% | -5.99% | 6.16% | 0.04% | -6.98% | 5.64% | -2.09% | 9.36% | 5.00% | -2.11% |
SXRH.DE iShares USD TIPS 0-5 UCITS ETF USD (Dist) | 2.67% | -5.76% | 14.60% | 4.61% | 3.48% | 14.75% | -3.13% | 10.57% | 4.53% | -2.57% |
Correlation
The correlation between VGTY.DE and SXRH.DE is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2017 | 0.79 |
The correlation between VGTY.DE and SXRH.DE has been stable across timeframes, ranging from 0.77 to 0.80 - a consistent structural relationship.
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Return for Risk
VGTY.DE vs. SXRH.DE — Risk / Return Rank
VGTY.DE
SXRH.DE
VGTY.DE vs. SXRH.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 USD TIPS 0-5 UCITS ETF USD (Dist) (SXRH.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.
| VGTY.DE | SXRH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.06 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.25 | 0.55 | -0.30 |
| Martin ratioReturn relative to average drawdown | 0.62 | 1.37 | -0.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VGTY.DE | SXRH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.19 | 0.31 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.69 | -0.66 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.51 | -0.38 |
Drawdowns
VGTY.DE vs. SXRH.DE - Drawdown Comparison
The maximum VGTY.DE drawdown since its inception was -17.97%, which is greater than SXRH.DE's maximum drawdown of -13.17%. Use the drawdown chart below to compare losses from any high point for VGTY.DE and SXRH.DE.
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Drawdown Indicators
| VGTY.DE | SXRH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.97% | -13.17% | -4.80% |
Max Drawdown (1Y)Largest decline over 1 year | -4.08% | -3.74% | -0.34% |
Max Drawdown (3Y)Largest decline over 3 years | -11.23% | -10.08% | -1.15% |
Max Drawdown (5Y)Largest decline over 5 years | -13.16% | -12.14% | -1.02% |
Current DrawdownCurrent decline from peak | -14.45% | -5.64% | -8.81% |
Average DrawdownAverage peak-to-trough decline | -9.48% | -4.36% | -5.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.67% | 1.49% | +0.18% |
Volatility
VGTY.DE vs. SXRH.DE - Volatility Comparison
The current volatility for Vanguard USD Treasury Bond UCITS ETF Distributing (VGTY.DE) is 0.85%, while iShares USD TIPS 0-5 UCITS ETF USD (Dist) (SXRH.DE) has a volatility of 3.06%. This indicates that VGTY.DE experiences smaller price fluctuations and is considered to be less risky than SXRH.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.DE | SXRH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.85% | 3.06% | -2.21% |
Volatility (6M)Calculated over the trailing 6-month period | 3.73% | 4.92% | -1.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.44% | 6.56% | -1.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.99% | 8.19% | -0.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.63% | 7.46% | +0.17% |
VGTY.DE vs. SXRH.DE - Expense Ratio Comparison
VGTY.DE has a 0.05% expense ratio, which is lower than SXRH.DE's 0.10% 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. SXRH.DE - Dividend Comparison
VGTY.DE's dividend yield for the trailing twelve months is around 3.65%, less than SXRH.DE's 5.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
SXRH.DE iShares USD TIPS 0-5 UCITS ETF USD (Dist) | 5.13% | 6.14% | 9.84% | 8.76% | 0.72% | 0.78% | 4.65% | 6.24% | 2.28% | 0.77% |
VGTY.DE Vanguard USD Treasury Bond UCITS ETF Distributing | 3.65% | 3.99% | 3.65% | 3.21% | 2.05% | 0.99% | 1.48% | 2.10% | 1.94% | 0.26% |
Frequently Asked Questions
VGTY.DE and SXRH.DE have a correlation of 0.80, 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 0.10% for SXRH.DE.
VGTY.DE is categorized as Government Bonds, while SXRH.DE is Inflation-Protected Bonds. VGTY.DE tracks Bloomberg Global Aggregate US Treasury Float Adjusted Index, while SXRH.DE tracks ICE US Treasury Inflation-Linked Bond 0-5 Years. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.05% for VGTY.DE and 0.10% for SXRH.DE.
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