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

Performance

XGLE.DE vs. VGEA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II Eurozone Government Bond UCITS ETF (XGLE.DE) 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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Returns By Period

In the year-to-date period, XGLE.DE achieves a 0.07% return, which is significantly lower than VGEA.DE's 0.11% return.


XGLE.DE

1D
0.04%
1M
0.56%
YTD
0.07%
6M
0.02%
1Y
-0.07%
3Y*
2.36%
5Y*
-2.30%
10Y*
-0.35%

VGEA.DE

1D
0.06%
1M
0.60%
YTD
0.11%
6M
0.00%
1Y
-0.05%
3Y*
2.38%
5Y*
-2.24%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XGLE.DE vs. VGEA.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XGLE.DE
Xtrackers II Eurozone Government Bond UCITS ETF
0.07%0.67%1.55%6.76%-18.18%-3.62%4.64%5.76%
VGEA.DE
Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating
0.11%0.67%1.54%6.93%-18.30%-3.32%4.81%5.94%

Correlation

The correlation between XGLE.DE and VGEA.DE is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.95

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

0.96

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

0.97

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2019

0.91

The correlation between XGLE.DE and VGEA.DE has been stable across timeframes, ranging from 0.91 to 0.97 - a consistent structural relationship.

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Return for Risk

XGLE.DE vs. VGEA.DE — Risk / Return Rank

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

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

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II Eurozone Government Bond UCITS ETF (XGLE.DE) 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.


XGLE.DEVGEA.DEDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.00

1.00

0.00

Calmar ratioReturn relative to maximum drawdown

-0.02

-0.01

0.00

Martin ratioReturn relative to average drawdown

-0.05

-0.04

-0.01

XGLE.DE vs. VGEA.DE - Sharpe Ratio Comparison

The current XGLE.DE Sharpe Ratio is -0.02, which is lower than the VGEA.DE Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of XGLE.DE 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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Sharpe Ratios by Period


XGLE.DEVGEA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

-0.01

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

-0.35

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

-0.10

+0.57

Drawdowns

XGLE.DE vs. VGEA.DE - Drawdown Comparison

The maximum XGLE.DE drawdown since its inception was -22.59%, roughly equal to the maximum VGEA.DE drawdown of -22.34%. Use the drawdown chart below to compare losses from any high point for XGLE.DE and VGEA.DE.


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Drawdown Indicators


XGLE.DEVGEA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.59%

-22.34%

-0.25%

Max Drawdown (1Y)

Largest decline over 1 year

-3.47%

-3.44%

-0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-4.02%

-4.00%

-0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-21.71%

-21.47%

-0.24%

Max Drawdown (10Y)

Largest decline over 10 years

-22.59%

Current Drawdown

Current decline from peak

-14.18%

-13.91%

-0.27%

Average Drawdown

Average peak-to-trough decline

-5.22%

-10.30%

+5.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.38%

1.33%

+0.05%

Volatility

XGLE.DE vs. VGEA.DE - Volatility Comparison

Xtrackers II Eurozone Government Bond UCITS ETF (XGLE.DE) has a higher volatility of 1.78% compared to Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VGEA.DE) at 1.67%. This indicates that XGLE.DE'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


XGLE.DEVGEA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.78%

1.67%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

3.66%

3.62%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

4.37%

4.33%

+0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.31%

6.39%

-0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.61%

5.86%

-0.25%

XGLE.DE vs. VGEA.DE - Expense Ratio Comparison

XGLE.DE has a 0.09% expense ratio, which is higher than VGEA.DE's 0.07% 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

XGLE.DE vs. VGEA.DE - Dividend Comparison

Neither XGLE.DE nor VGEA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, XGLE.DE and VGEA.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, VGEA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGEA.DE is cheaper with a 0.07% expense ratio, compared with 0.09% for XGLE.DE.

XGLE.DE tracks iBoxx® EUR Sovereigns Eurozone, while VGEA.DE tracks Bloomberg Euro Aggregate Treasury. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.09% for XGLE.DE and 0.07% for VGEA.DE.

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