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

Performance

VGTY.DE vs. VAGT.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 Vanguard USD Treasury Bond UCITS ETF Accumulating (VAGT.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 0.80% return, which is significantly lower than VAGT.DE's 1.07% return.


VGTY.DE

1D
0.08%
1M
0.80%
YTD
0.80%
6M
0.01%
1Y
1.34%
3Y*
-0.33%
5Y*
0.20%
10Y*

VAGT.DE

1D
0.09%
1M
0.85%
YTD
1.07%
6M
0.31%
1Y
1.96%
3Y*
0.08%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
VGTY.DE
Vanguard USD Treasury Bond UCITS ETF Distributing
0.80%-5.99%6.16%-0.68%
VAGT.DE
Vanguard USD Treasury Bond UCITS ETF Accumulating
1.07%-5.48%6.40%-0.45%

Correlation

The correlation between VGTY.DE and VAGT.DE is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

1.00

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

0.99

Correlation (All Time)
Calculated using the full available price history since Mar 10, 2023

0.99

The correlation between VGTY.DE and VAGT.DE has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

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Return for Risk

VGTY.DE vs. VAGT.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: 1212
Overall Rank
VGTY.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
VGTY.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
VGTY.DE Omega Ratio Rank: 1111
Omega Ratio Rank
VGTY.DE Calmar Ratio Rank: 1212
Calmar Ratio Rank
VGTY.DE Martin Ratio Rank: 1212
Martin Ratio Rank

VAGT.DE
VAGT.DE Risk / Return Rank: 1313
Overall Rank
VAGT.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
VAGT.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
VAGT.DE Omega Ratio Rank: 1212
Omega Ratio Rank
VAGT.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
VAGT.DE Martin Ratio Rank: 1414
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. VAGT.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 Vanguard USD Treasury Bond UCITS ETF Accumulating (VAGT.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.DEVAGT.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.15

Omega ratioGain probability vs. loss probability

1.04

1.05

-0.02

Calmar ratioReturn relative to maximum drawdown

0.25

0.40

-0.15

Martin ratioReturn relative to average drawdown

0.62

1.00

-0.39

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

The current VGTY.DE Sharpe Ratio is 0.19, which is lower than the VAGT.DE Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of VGTY.DE and VAGT.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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Sharpe Ratios by Period


VGTY.DEVAGT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.19

0.29

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.05

+0.08

Drawdowns

VGTY.DE vs. VAGT.DE - Drawdown Comparison

The maximum VGTY.DE drawdown since its inception was -17.97%, which is greater than VAGT.DE's maximum drawdown of -11.03%. Use the drawdown chart below to compare losses from any high point for VGTY.DE and VAGT.DE.


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Drawdown Indicators


VGTY.DEVAGT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.97%

-11.03%

-6.94%

Max Drawdown (1Y)

Largest decline over 1 year

-4.08%

-4.00%

-0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-11.23%

-11.03%

-0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-13.16%

Current Drawdown

Current decline from peak

-14.45%

-7.21%

-7.24%

Average Drawdown

Average peak-to-trough decline

-9.48%

-5.04%

-4.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

1.61%

+0.06%

Volatility

VGTY.DE vs. VAGT.DE - Volatility Comparison

Vanguard USD Treasury Bond UCITS ETF Distributing (VGTY.DE) and Vanguard USD Treasury Bond UCITS ETF Accumulating (VAGT.DE) have volatilities of 0.85% and 0.86%, 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.


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Volatility by Period


VGTY.DEVAGT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.85%

0.86%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

3.73%

3.76%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

5.44%

5.49%

-0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.99%

7.33%

+0.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.63%

7.33%

+0.30%

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

Both VGTY.DE and VAGT.DE have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

VGTY.DE vs. VAGT.DE - Dividend Comparison

VGTY.DE's dividend yield for the trailing twelve months is around 3.65%, while VAGT.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
VAGT.DE
Vanguard USD Treasury Bond UCITS ETF Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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


With a correlation of 1.00, VGTY.DE and VAGT.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.

Both ETFs have the same 0.05% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

VGTY.DE and VAGT.DE have the same expense ratio: 0.05% per year.

Both ETFs track Bloomberg Global Aggregate US Treasury Float Adjusted Index.

Portfolio Optimizer

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