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XDCC.DE vs. VAGY.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XDCC.DE vs. VAGY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers USD Corporate Bond UCITS ETF (XDCC.DE) and Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VAGY.DE). The values are adjusted to include any dividend payments, if applicable.

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XDCC.DE vs. VAGY.DE - Yearly Performance Comparison


2026 (YTD)202520242023
XDCC.DE
Xtrackers USD Corporate Bond UCITS ETF
-0.31%8.20%1.13%9.01%
VAGY.DE
Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating
0.30%6.36%5.01%5.15%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, XDCC.DE achieves a -0.31% return, which is significantly lower than VAGY.DE's 0.34% return.


XDCC.DE

1D
0.68%
1M
-1.20%
YTD
-0.31%
6M
0.22%
1Y
4.92%
3Y*
4.68%
5Y*
0.29%
10Y*

VAGY.DE

1D
-0.28%
1M
-0.42%
YTD
0.34%
6M
1.36%
1Y
4.46%
3Y*
5.32%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XDCC.DE vs. VAGY.DE - Expense Ratio Comparison

XDCC.DE has a 0.12% expense ratio, which is higher than VAGY.DE's 0.09% 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%.


Return for Risk

XDCC.DE vs. VAGY.DE — Risk / Return Rank

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

XDCC.DE
XDCC.DE Risk / Return Rank: 3434
Overall Rank
XDCC.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
XDCC.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
XDCC.DE Omega Ratio Rank: 3131
Omega Ratio Rank
XDCC.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
XDCC.DE Martin Ratio Rank: 3838
Martin Ratio Rank

VAGY.DE
VAGY.DE Risk / Return Rank: 55
Overall Rank
VAGY.DE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
VAGY.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
VAGY.DE Omega Ratio Rank: 55
Omega Ratio Rank
VAGY.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
VAGY.DE Martin Ratio Rank: 77
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.

XDCC.DE vs. VAGY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers USD Corporate Bond UCITS ETF (XDCC.DE) and Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VAGY.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.


XDCC.DEVAGY.DEDifference

Sharpe ratio

Return per unit of total volatility

0.72

0.95

-0.23

Sortino ratio

Return per unit of downside risk

1.00

1.39

-0.38

Omega ratio

Gain probability vs. loss probability

1.14

1.18

-0.04

Calmar ratio

Return relative to maximum drawdown

1.07

2.77

-1.70

Martin ratio

Return relative to average drawdown

4.04

12.25

-8.22

XDCC.DE vs. VAGY.DE - Sharpe Ratio Comparison

The current XDCC.DE Sharpe Ratio is 0.72, which is comparable to the VAGY.DE Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of XDCC.DE and VAGY.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XDCC.DEVAGY.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

0.95

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

1.31

-1.07

Correlation

The correlation between XDCC.DE and VAGY.DE is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

XDCC.DE vs. VAGY.DE - Dividend Comparison

Neither XDCC.DE nor VAGY.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XDCC.DE vs. VAGY.DE - Drawdown Comparison

The maximum XDCC.DE drawdown since its inception was -25.01%, which is greater than VAGY.DE's maximum drawdown of -2.06%. Use the drawdown chart below to compare losses from any high point for XDCC.DE and VAGY.DE.


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Drawdown Indicators


XDCC.DEVAGY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.01%

-10.58%

-14.43%

Max Drawdown (1Y)

Largest decline over 1 year

-4.74%

-6.59%

+1.85%

Max Drawdown (5Y)

Largest decline over 5 years

-25.01%

Current Drawdown

Current decline from peak

-3.64%

-6.35%

+2.71%

Average Drawdown

Average peak-to-trough decline

-9.56%

-3.49%

-6.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.26%

3.49%

-2.23%

Volatility

XDCC.DE vs. VAGY.DE - Volatility Comparison

Xtrackers USD Corporate Bond UCITS ETF (XDCC.DE) has a higher volatility of 2.31% compared to Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VAGY.DE) at 1.72%. This indicates that XDCC.DE's price experiences larger fluctuations and is considered to be riskier than VAGY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDCC.DEVAGY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.31%

1.72%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

3.64%

2.62%

+1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

6.83%

4.68%

+2.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.27%

4.19%

+4.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.34%

4.19%

+8.15%