XG7S.L vs. VAGP.L
Compare and contrast key facts about Xtrackers Global Government Bond UCITS ETF 5C (XG7S.L) and Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Distributing (VAGP.L).
XG7S.L and VAGP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XG7S.L is a passively managed fund by Xtrackers that tracks the performance of the Bloomberg Global Aggregate TR USD. It was launched on Aug 14, 2013. VAGP.L is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Global Aggregate TR Hdg GBP. It was launched on Jun 18, 2019. Both XG7S.L and VAGP.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XG7S.L or VAGP.L.
Key characteristics
| XG7S.L | VAGP.L | |
|---|---|---|
| YTD Return | -0.50% | 3.28% |
| 1Y Return | 2.95% | 7.45% |
| 3Y Return (Ann) | -3.86% | -2.69% |
| 5Y Return (Ann) | -3.30% | -0.71% |
| Sharpe Ratio | 0.08 | 1.59 |
| Daily Std Dev | 40.57% | 4.90% |
| Max Drawdown | -26.02% | -18.13% |
| Current Drawdown | -21.94% | -8.67% |
Correlation
The correlation between XG7S.L and VAGP.L is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
XG7S.L vs. VAGP.L - Performance Comparison
In the year-to-date period, XG7S.L achieves a -0.50% return, which is significantly lower than VAGP.L's 3.28% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XG7S.L vs. VAGP.L - Expense Ratio Comparison
XG7S.L has a 0.20% expense ratio, which is higher than VAGP.L's 0.10% 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%.
Risk-Adjusted Performance
XG7S.L vs. VAGP.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Global Government Bond UCITS ETF 5C (XG7S.L) and Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Distributing (VAGP.L). 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.
Dividends
XG7S.L vs. VAGP.L - Dividend Comparison
XG7S.L has not paid dividends to shareholders, while VAGP.L's dividend yield for the trailing twelve months is around 1.70%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
XG7S.L Xtrackers Global Government Bond UCITS ETF 5C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VAGP.L Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Distributing | 1.70% | 1.45% | 1.46% | 0.86% | 1.21% | 0.59% |
Drawdowns
XG7S.L vs. VAGP.L - Drawdown Comparison
The maximum XG7S.L drawdown since its inception was -26.02%, which is greater than VAGP.L's maximum drawdown of -18.13%. Use the drawdown chart below to compare losses from any high point for XG7S.L and VAGP.L. For additional features, visit the drawdowns tool.
Volatility
XG7S.L vs. VAGP.L - Volatility Comparison
Xtrackers Global Government Bond UCITS ETF 5C (XG7S.L) and Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Distributing (VAGP.L) have volatilities of 2.27% and 2.21%, 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.