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YCSH.DE vs. VAGU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YCSH.DE vs. VAGU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares € Cash UCITS ETF EUR Acc (YCSH.DE) and Vanguard Global Aggregate Bond UCITS ETF USD Hedged Accumulating (VAGU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

YCSH.DE is traded in EUR, while VAGU.L is traded in USD. To make them comparable, the VAGU.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, YCSH.DE achieves a 0.84% return, which is significantly lower than VAGU.L's 1.55% return.


YCSH.DE

1D
0.01%
1M
0.19%
YTD
0.84%
6M
1.00%
1Y
1.99%
3Y*
5Y*
10Y*

VAGU.L

1D
0.06%
1M
1.23%
YTD
1.55%
6M
0.86%
1Y
1.69%
3Y*
1.33%
5Y*
1.24%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

YCSH.DE vs. VAGU.L - Yearly Performance Comparison


Correlation

The correlation between YCSH.DE and VAGU.L is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.04

Correlation (All Time)
Calculated using the full available price history since Nov 28, 2024

0.01

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Return for Risk

YCSH.DE vs. VAGU.L — Risk / Return Rank

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

YCSH.DE
YCSH.DE Risk / Return Rank: 100100
Overall Rank
YCSH.DE Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
YCSH.DE Sortino Ratio Rank: 100100
Sortino Ratio Rank
YCSH.DE Omega Ratio Rank: 100100
Omega Ratio Rank
YCSH.DE Calmar Ratio Rank: 100100
Calmar Ratio Rank
YCSH.DE Martin Ratio Rank: 100100
Martin Ratio Rank

VAGU.L
VAGU.L Risk / Return Rank: 2727
Overall Rank
VAGU.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
VAGU.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
VAGU.L Omega Ratio Rank: 2626
Omega Ratio Rank
VAGU.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
VAGU.L Martin Ratio Rank: 2626
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.

YCSH.DE vs. VAGU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € Cash UCITS ETF EUR Acc (YCSH.DE) and Vanguard Global Aggregate Bond UCITS ETF USD Hedged Accumulating (VAGU.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.


YCSH.DEVAGU.LDifference
Sharpe ratioReturn per unit of total volatility

+17.13

Sortino ratioReturn per unit of downside risk

+47.69

Omega ratioGain probability vs. loss probability

13.76

1.05

+12.71

Calmar ratioReturn relative to maximum drawdown

87.60

0.40

+87.20

Martin ratioReturn relative to average drawdown

771.43

1.02

+770.41

YCSH.DE vs. VAGU.L - Sharpe Ratio Comparison

The current YCSH.DE Sharpe Ratio is 17.42, which is higher than the VAGU.L Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of YCSH.DE and VAGU.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


YCSH.DEVAGU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

17.42

0.28

+17.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

11.33

0.08

+11.25

Drawdowns

YCSH.DE vs. VAGU.L - Drawdown Comparison

The maximum YCSH.DE drawdown since its inception was -0.07%, smaller than the maximum VAGU.L drawdown of -12.93%. Use the drawdown chart below to compare losses from any high point for YCSH.DE and VAGU.L.


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Drawdown Indicators


YCSH.DEVAGU.LDifference

Max Drawdown

Largest peak-to-trough decline

-0.07%

-12.93%

+12.86%

Max Drawdown (1Y)

Largest decline over 1 year

-0.02%

-4.23%

+4.21%

Max Drawdown (3Y)

Largest decline over 3 years

-11.01%

Max Drawdown (5Y)

Largest decline over 5 years

-12.44%

Current Drawdown

Current decline from peak

0.00%

-7.13%

+7.13%

Average Drawdown

Average peak-to-trough decline

-0.00%

-6.11%

+6.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

1.65%

-1.65%

Volatility

YCSH.DE vs. VAGU.L - Volatility Comparison

The current volatility for iShares € Cash UCITS ETF EUR Acc (YCSH.DE) is 0.04%, while Vanguard Global Aggregate Bond UCITS ETF USD Hedged Accumulating (VAGU.L) has a volatility of 1.30%. This indicates that YCSH.DE experiences smaller price fluctuations and is considered to be less risky than VAGU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YCSH.DEVAGU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.04%

1.30%

-1.26%

Volatility (6M)

Calculated over the trailing 6-month period

0.09%

4.35%

-4.26%

Volatility (1Y)

Calculated over the trailing 1-year period

0.11%

5.94%

-5.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.20%

8.24%

-8.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.20%

8.05%

-7.85%

YCSH.DE vs. VAGU.L - Expense Ratio Comparison

Both YCSH.DE and VAGU.L have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

YCSH.DE vs. VAGU.L - Dividend Comparison

Neither YCSH.DE nor VAGU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


YCSH.DE and VAGU.L have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

YCSH.DE and VAGU.L have the same expense ratio: 0.10% per year.

YCSH.DE is categorized as Money Market, while VAGU.L is Global Bonds. They also come from different issuers: iShares and Vanguard.

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