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

Performance

XDGU.DE vs. VAGY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers USD Corporate Bonds UCITS ETF 1D (XDGU.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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Returns By Period

In the year-to-date period, XDGU.DE achieves a 0.98% return, which is significantly lower than VAGY.DE's 2.12% return.


XDGU.DE

1D
-0.11%
1M
0.83%
YTD
0.98%
6M
0.29%
1Y
3.43%
3Y*
1.80%
5Y*
0.58%
10Y*
1.77%

VAGY.DE

1D
-0.00%
1M
1.29%
YTD
2.12%
6M
1.51%
1Y
2.75%
3Y*
2.52%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
XDGU.DE
Xtrackers USD Corporate Bonds UCITS ETF 1D
0.98%-4.06%6.36%3.72%
VAGY.DE
Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating
2.12%-5.79%11.38%0.78%

Correlation

The correlation between XDGU.DE and VAGY.DE is 0.64, 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

0.64

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

0.56

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

0.57

The correlation between XDGU.DE and VAGY.DE has been stable across timeframes, ranging from 0.56 to 0.64 - a consistent structural relationship.

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Return for Risk

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

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

XDGU.DE
XDGU.DE Risk / Return Rank: 1717
Overall Rank
XDGU.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
XDGU.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
XDGU.DE Omega Ratio Rank: 1616
Omega Ratio Rank
XDGU.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
XDGU.DE Martin Ratio Rank: 1919
Martin Ratio Rank

VAGY.DE
VAGY.DE Risk / Return Rank: 1717
Overall Rank
VAGY.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
VAGY.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
VAGY.DE Omega Ratio Rank: 1515
Omega Ratio Rank
VAGY.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
VAGY.DE Martin Ratio Rank: 1818
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers USD Corporate Bonds UCITS ETF 1D (XDGU.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.


XDGU.DEVAGY.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.09

1.08

+0.01

Calmar ratioReturn relative to maximum drawdown

0.78

0.79

0.00

Martin ratioReturn relative to average drawdown

1.97

1.82

+0.15

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

The current XDGU.DE Sharpe Ratio is 0.49, which is comparable to the VAGY.DE Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of XDGU.DE and VAGY.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


XDGU.DEVAGY.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

0.46

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.37

-0.17

Drawdowns

XDGU.DE vs. VAGY.DE - Drawdown Comparison

The maximum XDGU.DE drawdown since its inception was -19.37%, which is greater than VAGY.DE's maximum drawdown of -10.58%. Use the drawdown chart below to compare losses from any high point for XDGU.DE and VAGY.DE.


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Drawdown Indicators


XDGU.DEVAGY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.37%

-10.58%

-8.79%

Max Drawdown (1Y)

Largest decline over 1 year

-3.83%

-3.20%

-0.63%

Max Drawdown (3Y)

Largest decline over 3 years

-12.28%

-10.58%

-1.70%

Max Drawdown (5Y)

Largest decline over 5 years

-16.96%

Max Drawdown (10Y)

Largest decline over 10 years

-19.37%

Current Drawdown

Current decline from peak

-7.05%

-5.93%

-1.12%

Average Drawdown

Average peak-to-trough decline

-6.65%

-3.66%

-2.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.53%

1.39%

+0.14%

Volatility

XDGU.DE vs. VAGY.DE - Volatility Comparison

Xtrackers USD Corporate Bonds UCITS ETF 1D (XDGU.DE) has a higher volatility of 1.35% compared to Vanguard USD Corporate 1-3 Year Bond UCITS ETF Accumulating (VAGY.DE) at 1.09%. This indicates that XDGU.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


XDGU.DEVAGY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

1.09%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

4.31%

3.74%

+0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

6.16%

5.56%

+0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.24%

6.46%

+2.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.24%

6.46%

+3.78%

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

XDGU.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%.


Dividends

XDGU.DE vs. VAGY.DE - Dividend Comparison

XDGU.DE's dividend yield for the trailing twelve months is around 4.07%, while VAGY.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
VAGY.DE
Vanguard USD Corporate 1-3 Year 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%
XDGU.DE
Xtrackers USD Corporate Bonds UCITS ETF 1D
4.07%4.30%5.04%3.85%3.89%4.75%3.58%2.64%2.25%3.30%0.23%

Frequently Asked Questions


XDGU.DE and VAGY.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VAGY.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VAGY.DE is cheaper with a 0.09% expense ratio, compared with 0.12% for XDGU.DE.

XDGU.DE tracks Bloomberg US Corp Bond TR USD, while VAGY.DE tracks Bloomberg Global Aggregate Corporate USD 1-3. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.12% for XDGU.DE and 0.09% for VAGY.DE.

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