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

Performance

VUCE.DE vs. VAGT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard USD Corporate Bond UCITS ETF Accumulating (VUCE.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, VUCE.DE achieves a 1.67% return, which is significantly higher than VAGT.DE's 1.07% return.


VUCE.DE

1D
0.13%
1M
1.23%
YTD
1.67%
6M
1.00%
1Y
4.10%
3Y*
2.60%
5Y*
1.63%
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)

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


2026 (YTD)202520242023
VUCE.DE
Vanguard USD Corporate Bond UCITS ETF Accumulating
1.67%-4.17%8.58%3.12%
VAGT.DE
Vanguard USD Treasury Bond UCITS ETF Accumulating
1.07%-5.48%6.40%-0.45%

Correlation

The correlation between VUCE.DE and VAGT.DE is 0.90, 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

0.90

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

0.91

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

0.91

The correlation between VUCE.DE and VAGT.DE has been stable across timeframes, ranging from 0.90 to 0.91 - a consistent structural relationship.

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Return for Risk

VUCE.DE vs. VAGT.DE — Risk / Return Rank

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

VUCE.DE
VUCE.DE Risk / Return Rank: 2222
Overall Rank
VUCE.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
VUCE.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
VUCE.DE Omega Ratio Rank: 1919
Omega Ratio Rank
VUCE.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
VUCE.DE Martin Ratio Rank: 2424
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.

VUCE.DE vs. VAGT.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Corporate Bond UCITS ETF Accumulating (VUCE.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.


VUCE.DEVAGT.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.37

Sortino ratioReturn per unit of downside risk

+0.53

Omega ratioGain probability vs. loss probability

1.12

1.05

+0.07

Calmar ratioReturn relative to maximum drawdown

1.16

0.40

+0.76

Martin ratioReturn relative to average drawdown

2.99

1.00

+1.98

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

The current VUCE.DE Sharpe Ratio is 0.66, which is higher than the VAGT.DE Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of VUCE.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


VUCE.DEVAGT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

0.29

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.05

+0.17

Drawdowns

VUCE.DE vs. VAGT.DE - Drawdown Comparison

The maximum VUCE.DE drawdown since its inception was -13.02%, 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 VUCE.DE and VAGT.DE.


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Drawdown Indicators


VUCE.DEVAGT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.02%

-11.03%

-1.99%

Max Drawdown (1Y)

Largest decline over 1 year

-3.24%

-4.00%

+0.76%

Max Drawdown (3Y)

Largest decline over 3 years

-11.15%

-11.03%

-0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-12.75%

Current Drawdown

Current decline from peak

-5.08%

-7.21%

+2.13%

Average Drawdown

Average peak-to-trough decline

-5.43%

-5.04%

-0.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.26%

1.61%

-0.35%

Volatility

VUCE.DE vs. VAGT.DE - Volatility Comparison

Vanguard USD Corporate Bond UCITS ETF Accumulating (VUCE.DE) has a higher volatility of 0.91% compared to Vanguard USD Treasury Bond UCITS ETF Accumulating (VAGT.DE) at 0.86%. This indicates that VUCE.DE's price experiences larger fluctuations and is considered to be riskier than VAGT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VUCE.DEVAGT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.91%

0.86%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

3.98%

3.76%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

5.71%

5.49%

+0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.02%

7.33%

+0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.36%

7.33%

+1.03%

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

VUCE.DE has a 0.09% expense ratio, which is higher than VAGT.DE's 0.05% 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%.


Dividends

VUCE.DE vs. VAGT.DE - Dividend Comparison

Neither VUCE.DE nor VAGT.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.90, VUCE.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.

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

VAGT.DE is cheaper with a 0.05% expense ratio, compared with 0.09% for VUCE.DE.

VUCE.DE is categorized as Corporate Bonds, while VAGT.DE is Government Bonds. VUCE.DE tracks Bloomberg Global Aggregate Corporate USD, while VAGT.DE tracks Bloomberg Global Aggregate US Treasury Float Adjusted Index. Their fees differ too: 0.09% for VUCE.DE and 0.05% for VAGT.DE.

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