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XGLE.L vs. VGOV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XGLE.L vs. VGOV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Eurozone Government Bond UCITS ETF 1C (XGLE.L) and Vanguard UK Gilt UCITS ETF Distributing (VGOV.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XGLE.L is traded in EUR, while VGOV.L is traded in GBP. To make them comparable, the VGOV.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

Over the past 10 years, XGLE.L has outperformed VGOV.L with an annualized return of -0.38%, while VGOV.L has yielded a comparatively lower -2.31% annualized return.


XGLE.L

1D
-0.44%
1M
0.30%
YTD
-0.00%
6M
-0.24%
1Y
-0.20%
3Y*
2.18%
5Y*
-2.30%
10Y*
-0.38%

VGOV.L

1D
-0.67%
1M
0.58%
YTD
-0.61%
6M
-0.41%
1Y
-0.66%
3Y*
1.69%
5Y*
-5.49%
10Y*
-2.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XGLE.L vs. VGOV.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XGLE.L
Xtrackers Eurozone Government Bond UCITS ETF 1C
-0.00%0.57%1.68%6.80%-18.23%-3.63%4.76%6.62%0.78%-0.04%
VGOV.L
Vanguard UK Gilt UCITS ETF Distributing
-0.61%-0.68%0.32%5.50%-30.77%0.78%3.38%14.50%-0.89%-2.11%

Correlation

The correlation between XGLE.L and VGOV.L is 0.68, 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

0.68

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

0.73

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

0.73

Correlation (10Y)
Calculated over the trailing 10-year period

0.60

Correlation (All Time)
Calculated using the full available price history since May 25, 2012

0.55

The correlation between XGLE.L and VGOV.L shifts across timeframes, from 0.55 (all time) to 0.73 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

XGLE.L vs. VGOV.L — Risk / Return Rank

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

XGLE.L
XGLE.L Risk / Return Rank: 88
Overall Rank
XGLE.L Sharpe Ratio Rank: 88
Sharpe Ratio Rank
XGLE.L Sortino Ratio Rank: 77
Sortino Ratio Rank
XGLE.L Omega Ratio Rank: 77
Omega Ratio Rank
XGLE.L Calmar Ratio Rank: 88
Calmar Ratio Rank
XGLE.L Martin Ratio Rank: 88
Martin Ratio Rank

VGOV.L
VGOV.L Risk / Return Rank: 1212
Overall Rank
VGOV.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
VGOV.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
VGOV.L Omega Ratio Rank: 1212
Omega Ratio Rank
VGOV.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
VGOV.L Martin Ratio Rank: 1313
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.L vs. VGOV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Eurozone Government Bond UCITS ETF 1C (XGLE.L) and Vanguard UK Gilt UCITS ETF Distributing (VGOV.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.


XGLE.LVGOV.LDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.00

0.99

0.00

Calmar ratioReturn relative to maximum drawdown

-0.06

-0.12

+0.07

Martin ratioReturn relative to average drawdown

-0.15

-0.28

+0.14

XGLE.L vs. VGOV.L - Sharpe Ratio Comparison

The current XGLE.L Sharpe Ratio is -0.05, which is higher than the VGOV.L Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of XGLE.L and VGOV.L, 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.LVGOV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.05

-0.08

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

-0.42

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.07

-0.19

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

-0.02

+0.44

Drawdowns

XGLE.L vs. VGOV.L - Drawdown Comparison

The maximum XGLE.L drawdown since its inception was -22.56%, smaller than the maximum VGOV.L drawdown of -40.76%. Use the drawdown chart below to compare losses from any high point for XGLE.L and VGOV.L.


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Drawdown Indicators


XGLE.LVGOV.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.56%

-40.76%

+18.20%

Max Drawdown (1Y)

Largest decline over 1 year

-3.54%

-5.31%

+1.77%

Max Drawdown (3Y)

Largest decline over 3 years

-3.99%

-9.05%

+5.06%

Max Drawdown (5Y)

Largest decline over 5 years

-21.62%

-40.41%

+18.79%

Max Drawdown (10Y)

Largest decline over 10 years

-22.56%

-40.76%

+18.20%

Current Drawdown

Current decline from peak

-14.25%

-30.32%

+16.07%

Average Drawdown

Average peak-to-trough decline

-6.51%

-14.16%

+7.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.37%

2.31%

-0.94%

Volatility

XGLE.L vs. VGOV.L - Volatility Comparison

The current volatility for Xtrackers Eurozone Government Bond UCITS ETF 1C (XGLE.L) is 1.72%, while Vanguard UK Gilt UCITS ETF Distributing (VGOV.L) has a volatility of 3.11%. This indicates that XGLE.L experiences smaller price fluctuations and is considered to be less risky than VGOV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XGLE.LVGOV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.72%

3.11%

-1.39%

Volatility (6M)

Calculated over the trailing 6-month period

3.54%

6.06%

-2.52%

Volatility (1Y)

Calculated over the trailing 1-year period

4.22%

7.88%

-3.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.34%

12.99%

-6.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.34%

12.04%

-6.70%

XGLE.L vs. VGOV.L - Expense Ratio Comparison

XGLE.L has a 0.15% expense ratio, which is higher than VGOV.L'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.L vs. VGOV.L - Dividend Comparison

XGLE.L has not paid dividends to shareholders, while VGOV.L's dividend yield for the trailing twelve months is around 4.62%.


PositionTTM20252024202320222021202020192018201720162015
VGOV.L
Vanguard UK Gilt UCITS ETF Distributing
4.62%4.51%4.14%3.16%1.87%1.09%1.16%1.38%1.57%1.62%1.62%1.92%
XGLE.L
Xtrackers Eurozone Government Bond UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XGLE.L and VGOV.L have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

VGOV.L is cheaper with a 0.07% expense ratio, compared with 0.15% for XGLE.L.

XGLE.L tracks Bloomberg Euro Agg Govt TR EUR, while VGOV.L tracks FTSE Act UK Cnvt Gilts All Stocks TR GBP. They also come from different issuers: DWS and Vanguard. Their fees differ too: 0.15% for XGLE.L and 0.07% for VGOV.L.

Portfolio Optimizer

Find the right allocation for XGLE.L and VGOV.L

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