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VYM vs. VGEA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VYM vs. VGEA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard High Dividend Yield ETF (VYM) and Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VGEA.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VYM is traded in USD, while VGEA.DE is traded in EUR. To make them comparable, the VGEA.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VYM achieves a 12.37% return, which is significantly higher than VGEA.DE's -1.21% return.


VYM

1D
0.80%
1M
3.01%
YTD
12.37%
6M
11.19%
1Y
24.69%
3Y*
18.06%
5Y*
11.59%
10Y*
11.95%

VGEA.DE

1D
0.23%
1M
-0.34%
YTD
-1.21%
6M
-0.86%
1Y
-0.20%
3Y*
4.87%
5Y*
-3.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VYM vs. VGEA.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VYM
Vanguard High Dividend Yield ETF
12.37%15.42%17.60%6.57%-0.43%26.20%1.15%13.67%
VGEA.DE
Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating
-1.21%13.65%-4.27%10.31%-22.79%-10.94%15.03%4.64%

Correlation

The correlation between VYM and VGEA.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.26

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

0.25

Correlation (All Time)
Calculated using the full available price history since Feb 19, 2019

0.18

Over the past year, VYM and VGEA.DE have become more correlated (0.38) than their long-term average of 0.18, meaning their price movements have been converging.

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Return for Risk

VYM vs. VGEA.DE — Risk / Return Rank

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

VYM
VYM Risk / Return Rank: 8383
Overall Rank
VYM Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VYM Sortino Ratio Rank: 8686
Sortino Ratio Rank
VYM Omega Ratio Rank: 8383
Omega Ratio Rank
VYM Calmar Ratio Rank: 8181
Calmar Ratio Rank
VYM Martin Ratio Rank: 8181
Martin Ratio Rank

VGEA.DE
VGEA.DE Risk / Return Rank: 99
Overall Rank
VGEA.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
VGEA.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
VGEA.DE Omega Ratio Rank: 88
Omega Ratio Rank
VGEA.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
VGEA.DE Martin Ratio Rank: 99
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.

VYM vs. VGEA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard High Dividend Yield ETF (VYM) and Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VGEA.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.


VYMVGEA.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.39

Sortino ratioReturn per unit of downside risk

+3.34

Omega ratioGain probability vs. loss probability

1.42

1.00

+0.42

Calmar ratioReturn relative to maximum drawdown

3.70

-0.03

+3.74

Martin ratioReturn relative to average drawdown

13.81

-0.08

+13.89

VYM vs. VGEA.DE - Sharpe Ratio Comparison

The current VYM Sharpe Ratio is 2.37, which is higher than the VGEA.DE Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of VYM and VGEA.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

VYM vs. VGEA.DE - Drawdown Comparison

The maximum VYM drawdown since its inception was -56.98%, which is greater than VGEA.DE's maximum drawdown of -37.78%. Use the drawdown chart below to compare losses from any high point for VYM and VGEA.DE.


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Drawdown Indicators


VYMVGEA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-56.98%

-37.78%

-19.20%

Max Drawdown (1Y)

Largest decline over 1 year

-6.69%

-6.30%

-0.39%

Max Drawdown (3Y)

Largest decline over 3 years

-14.46%

-10.35%

-4.11%

Max Drawdown (5Y)

Largest decline over 5 years

-15.84%

-34.97%

+19.13%

Max Drawdown (10Y)

Largest decline over 10 years

-35.21%

Current Drawdown

Current decline from peak

-0.52%

-18.54%

+18.02%

Average Drawdown

Average peak-to-trough decline

-7.18%

-16.43%

+9.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.80%

2.55%

-0.75%

Volatility

VYM vs. VGEA.DE - Volatility Comparison

Vanguard High Dividend Yield ETF (VYM) has a higher volatility of 3.31% compared to Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VGEA.DE) at 2.56%. This indicates that VYM's price experiences larger fluctuations and is considered to be riskier than VGEA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VYMVGEA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

2.56%

+0.75%

Volatility (6M)

Calculated over the trailing 6-month period

7.81%

6.41%

+1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

10.47%

8.47%

+2.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.99%

10.23%

+3.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.35%

9.51%

+6.84%

VYM vs. VGEA.DE - Expense Ratio Comparison

VYM has a 0.04% expense ratio, which is lower than VGEA.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

VYM vs. VGEA.DE - Dividend Comparison

VYM's dividend yield for the trailing twelve months is around 2.19%, while VGEA.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
VGEA.DE
Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VYM
Vanguard High Dividend Yield ETF
2.19%2.44%2.74%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%

Frequently Asked Questions


VYM and VGEA.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VYM is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VYM is cheaper with a 0.04% expense ratio, compared with 0.07% for VGEA.DE.

VYM is categorized as Dividend, while VGEA.DE is European Government Bonds. VYM tracks FTSE High Dividend Yield Index, while VGEA.DE tracks Bloomberg Euro Aggregate Treasury. Their fees differ too: 0.04% for VYM and 0.07% for VGEA.DE.

Portfolio Optimizer

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