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XG7S.L vs. VAGS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XG7S.L vs. VAGS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers Global Government Bond UCITS ETF 5C (XG7S.L) and Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Accumulating (VAGS.L). The values are adjusted to include any dividend payments, if applicable.

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XG7S.L vs. VAGS.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XG7S.L
Xtrackers Global Government Bond UCITS ETF 5C
0.26%-0.22%-1.85%-0.74%-8.86%-6.63%6.73%-3.08%
VAGS.L
Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Accumulating
-0.17%4.96%2.39%5.94%-13.72%-2.14%5.52%2.06%
Different Trading Currencies

XG7S.L is traded in GBp, while VAGS.L is traded in GBP. To make them comparable, the VAGS.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XG7S.L achieves a 0.26% return, which is significantly higher than VAGS.L's -0.17% return.


XG7S.L

1D
0.31%
1M
-1.12%
YTD
0.26%
6M
-0.11%
1Y
0.73%
3Y*
-1.34%
5Y*
-2.23%
10Y*
0.17%

VAGS.L

1D
0.11%
1M
-0.88%
YTD
-0.17%
6M
0.51%
1Y
3.41%
3Y*
3.36%
5Y*
-0.26%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XG7S.L vs. VAGS.L - Expense Ratio Comparison

XG7S.L has a 0.20% expense ratio, which is higher than VAGS.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%.


Return for Risk

XG7S.L vs. VAGS.L — Risk / Return Rank

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

XG7S.L
XG7S.L Risk / Return Rank: 1212
Overall Rank
XG7S.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
XG7S.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
XG7S.L Omega Ratio Rank: 1717
Omega Ratio Rank
XG7S.L Calmar Ratio Rank: 99
Calmar Ratio Rank
XG7S.L Martin Ratio Rank: 1010
Martin Ratio Rank

VAGS.L
VAGS.L Risk / Return Rank: 3939
Overall Rank
VAGS.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
VAGS.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
VAGS.L Omega Ratio Rank: 3535
Omega Ratio Rank
VAGS.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
VAGS.L Martin Ratio Rank: 3535
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.

XG7S.L vs. VAGS.L - Risk-Adjusted Trends 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 Accumulating (VAGS.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.


XG7S.LVAGS.LDifference

Sharpe ratio

Return per unit of total volatility

0.04

0.92

-0.88

Sortino ratio

Return per unit of downside risk

0.22

1.30

-1.08

Omega ratio

Gain probability vs. loss probability

1.06

1.16

-0.09

Calmar ratio

Return relative to maximum drawdown

-0.10

1.10

-1.20

Martin ratio

Return relative to average drawdown

-0.16

3.81

-3.97

XG7S.L vs. VAGS.L - Sharpe Ratio Comparison

The current XG7S.L Sharpe Ratio is 0.04, which is lower than the VAGS.L Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of XG7S.L and VAGS.L, 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


XG7S.LVAGS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.04

0.92

-0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.25

-0.05

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.11

+0.06

Correlation

The correlation between XG7S.L and VAGS.L is 0.29, 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

XG7S.L vs. VAGS.L - Dividend Comparison

Neither XG7S.L nor VAGS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XG7S.L vs. VAGS.L - Drawdown Comparison

The maximum XG7S.L drawdown since its inception was -25.59%, which is greater than VAGS.L's maximum drawdown of -17.99%. Use the drawdown chart below to compare losses from any high point for XG7S.L and VAGS.L.


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Drawdown Indicators


XG7S.LVAGS.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.59%

-17.99%

-7.60%

Max Drawdown (1Y)

Largest decline over 1 year

-15.16%

-2.54%

-12.62%

Max Drawdown (5Y)

Largest decline over 5 years

-16.70%

-17.60%

+0.90%

Max Drawdown (10Y)

Largest decline over 10 years

-25.59%

Current Drawdown

Current decline from peak

-22.88%

-4.06%

-18.82%

Average Drawdown

Average peak-to-trough decline

-15.26%

-6.71%

-8.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.19%

0.74%

+8.45%

Volatility

XG7S.L vs. VAGS.L - Volatility Comparison

Xtrackers Global Government Bond UCITS ETF 5C (XG7S.L) has a higher volatility of 1.68% compared to Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Accumulating (VAGS.L) at 1.45%. This indicates that XG7S.L's price experiences larger fluctuations and is considered to be riskier than VAGS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XG7S.LVAGS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.68%

1.45%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

19.53%

2.46%

+17.07%

Volatility (1Y)

Calculated over the trailing 1-year period

21.27%

3.70%

+17.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.46%

4.81%

+9.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.82%

4.58%

+10.24%