XY4P.DE vs. VGEA.DE
Compare and contrast key facts about Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF (XY4P.DE) and Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VGEA.DE).
XY4P.DE and VGEA.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XY4P.DE is a passively managed fund by Xtrackers that tracks the performance of the iBoxx® EUR Sovereigns Eurozone Yield Plus. It was launched on Sep 22, 2010. VGEA.DE is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Euro Aggregate Treasury. It was launched on Feb 19, 2019. Both XY4P.DE and VGEA.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.
Performance
XY4P.DE vs. VGEA.DE - Performance Comparison
Loading graphics...
XY4P.DE vs. VGEA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XY4P.DE Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF | -0.67% | 1.69% | 3.52% | 8.01% | -17.35% | -2.95% | 5.93% | 8.87% |
VGEA.DE Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating | -0.35% | 0.67% | 1.54% | 6.93% | -18.30% | -3.32% | 4.81% | 5.94% |
Returns By Period
In the year-to-date period, XY4P.DE achieves a -0.67% return, which is significantly lower than VGEA.DE's -0.35% return.
XY4P.DE
- 1D
- -0.01%
- 1M
- -1.63%
- YTD
- -0.67%
- 6M
- -0.27%
- 1Y
- 1.57%
- 3Y*
- 3.10%
- 5Y*
- -1.70%
- 10Y*
- 0.46%
VGEA.DE
- 1D
- 0.18%
- 1M
- -1.49%
- YTD
- -0.35%
- 6M
- -0.18%
- 1Y
- 1.38%
- 3Y*
- 2.00%
- 5Y*
- -2.55%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
XY4P.DE vs. VGEA.DE - Expense Ratio Comparison
XY4P.DE has a 0.15% 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%.
Return for Risk
XY4P.DE vs. VGEA.DE — Risk / Return Rank
XY4P.DE
VGEA.DE
XY4P.DE vs. VGEA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF (XY4P.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.
| XY4P.DE | VGEA.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.39 | 0.35 | +0.05 |
Sortino ratioReturn per unit of downside risk | 0.56 | 0.50 | +0.05 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.06 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.33 | 0.27 | +0.06 |
Martin ratioReturn relative to average drawdown | 1.29 | 0.95 | +0.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| XY4P.DE | VGEA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.39 | 0.35 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.26 | -0.40 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.07 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | -0.11 | +0.50 |
Correlation
The correlation between XY4P.DE and VGEA.DE is 0.88, 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.
Dividends
XY4P.DE vs. VGEA.DE - Dividend Comparison
Neither XY4P.DE nor VGEA.DE has paid dividends to shareholders.
Drawdowns
XY4P.DE vs. VGEA.DE - Drawdown Comparison
The maximum XY4P.DE drawdown since its inception was -20.52%, smaller than the maximum VGEA.DE drawdown of -22.34%. Use the drawdown chart below to compare losses from any high point for XY4P.DE and VGEA.DE.
Loading graphics...
Drawdown Indicators
| XY4P.DE | VGEA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.52% | -22.34% | +1.82% |
Max Drawdown (1Y)Largest decline over 1 year | -3.95% | -3.44% | -0.51% |
Max Drawdown (5Y)Largest decline over 5 years | -20.11% | -21.47% | +1.36% |
Max Drawdown (10Y)Largest decline over 10 years | -20.52% | — | — |
Current DrawdownCurrent decline from peak | -9.77% | -14.31% | +4.54% |
Average DrawdownAverage peak-to-trough decline | -5.45% | -10.21% | +4.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.00% | 0.98% | +0.02% |
Volatility
XY4P.DE vs. VGEA.DE - Volatility Comparison
Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF (XY4P.DE) and Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VGEA.DE) have volatilities of 2.10% and 2.07%, 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.
Loading graphics...
Volatility by Period
| XY4P.DE | VGEA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.10% | 2.07% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 2.88% | 2.73% | +0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.99% | 3.98% | +0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.39% | 6.31% | +0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.44% | 5.85% | +0.59% |