XGSI.L vs. VAGF.DE
Compare and contrast key facts about Xtrackers Global Government Bond UCITS ETF 3C USD hedged (XGSI.L) and Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (VAGF.DE).
XGSI.L and VAGF.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XGSI.L is a passively managed fund by DWS Investment S.A. (ETF) that tracks the performance of the Bloomberg Global Aggregate TR Hdg USD. It was launched on Apr 18, 2017. VAGF.DE is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Global Aggregate Float Adjusted and Scaled (EUR Hedged). It was launched on Jun 18, 2019. Both XGSI.L and VAGF.DE 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: XGSI.L or VAGF.DE.
Key characteristics
| XGSI.L | VAGF.DE | |
|---|---|---|
| YTD Return | 3.25% | 2.90% |
| 1Y Return | 8.56% | 7.96% |
| 3Y Return (Ann) | -2.01% | -3.21% |
| 5Y Return (Ann) | -0.60% | -1.50% |
| Sharpe Ratio | 1.65 | 1.63 |
| Daily Std Dev | 5.06% | 4.93% |
| Max Drawdown | -17.29% | -19.57% |
| Current Drawdown | -7.96% | -11.12% |
Correlation
The correlation between XGSI.L and VAGF.DE is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
XGSI.L vs. VAGF.DE - Performance Comparison
In the year-to-date period, XGSI.L achieves a 3.25% return, which is significantly higher than VAGF.DE's 2.90% 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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XGSI.L vs. VAGF.DE - Expense Ratio Comparison
XGSI.L has a 0.25% expense ratio, which is higher than VAGF.DE'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
XGSI.L vs. VAGF.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Global Government Bond UCITS ETF 3C USD hedged (XGSI.L) and Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (VAGF.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.
Dividends
XGSI.L vs. VAGF.DE - Dividend Comparison
Neither XGSI.L nor VAGF.DE has paid dividends to shareholders.
Drawdowns
XGSI.L vs. VAGF.DE - Drawdown Comparison
The maximum XGSI.L drawdown since its inception was -17.29%, smaller than the maximum VAGF.DE drawdown of -19.57%. Use the drawdown chart below to compare losses from any high point for XGSI.L and VAGF.DE. For additional features, visit the drawdowns tool.
Volatility
XGSI.L vs. VAGF.DE - Volatility Comparison
The current volatility for Xtrackers Global Government Bond UCITS ETF 3C USD hedged (XGSI.L) is 1.03%, while Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (VAGF.DE) has a volatility of 2.11%. This indicates that XGSI.L experiences smaller price fluctuations and is considered to be less risky than VAGF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.