DAXX.L vs. VWCG.DE
Compare and contrast key facts about Lyxor DAX (DR) UCITS ETF - Acc (DAXX.L) and Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.DE).
DAXX.L and VWCG.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DAXX.L is a passively managed fund by Amundi that tracks the performance of the FSE DAX TR EUR. It was launched on Jun 1, 2006. VWCG.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed Europe. It was launched on Jul 23, 2019. Both DAXX.L and VWCG.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
DAXX.L vs. VWCG.DE - Performance Comparison
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DAXX.L vs. VWCG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DAXX.L Lyxor DAX (DR) UCITS ETF - Acc | -5.80% | 28.48% | 13.18% | 17.11% | -7.69% | 7.55% | 9.67% | 2.33% |
VWCG.DE Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating | 1.37% | 26.72% | 4.20% | 13.76% | -4.76% | 15.94% | 2.91% | 4.15% |
Different Trading Currencies
DAXX.L is traded in GBp, while VWCG.DE is traded in EUR. To make them comparable, the VWCG.DE values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, DAXX.L achieves a -5.80% return, which is significantly lower than VWCG.DE's 1.37% return.
DAXX.L
- 1D
- -0.50%
- 1M
- -2.58%
- YTD
- -5.80%
- 6M
- -5.50%
- 1Y
- 7.07%
- 3Y*
- 13.22%
- 5Y*
- 8.84%
- 10Y*
- 9.36%
VWCG.DE
- 1D
- 0.08%
- 1M
- -0.60%
- YTD
- 1.37%
- 6M
- 6.16%
- 1Y
- 19.58%
- 3Y*
- 12.42%
- 5Y*
- 10.43%
- 10Y*
- —
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DAXX.L vs. VWCG.DE - Expense Ratio Comparison
DAXX.L has a 0.15% expense ratio, which is higher than VWCG.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%.
Return for Risk
DAXX.L vs. VWCG.DE — Risk / Return Rank
DAXX.L
VWCG.DE
DAXX.L vs. VWCG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor DAX (DR) UCITS ETF - Acc (DAXX.L) and Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.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.
| DAXX.L | VWCG.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.43 | 1.33 | -0.90 |
Sortino ratioReturn per unit of downside risk | 0.68 | 1.78 | -1.09 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.27 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 0.75 | 2.02 | -1.27 |
Martin ratioReturn relative to average drawdown | 2.79 | 8.17 | -5.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DAXX.L | VWCG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.43 | 1.33 | -0.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.73 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.57 | -0.13 |
Correlation
The correlation between DAXX.L and VWCG.DE is 0.83, 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
DAXX.L vs. VWCG.DE - Dividend Comparison
Neither DAXX.L nor VWCG.DE has paid dividends to shareholders.
Drawdowns
DAXX.L vs. VWCG.DE - Drawdown Comparison
The maximum DAXX.L drawdown since its inception was -35.41%, which is greater than VWCG.DE's maximum drawdown of -28.16%. Use the drawdown chart below to compare losses from any high point for DAXX.L and VWCG.DE.
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Drawdown Indicators
| DAXX.L | VWCG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.41% | -35.68% | +0.27% |
Max Drawdown (1Y)Largest decline over 1 year | -12.92% | -10.28% | -2.64% |
Max Drawdown (5Y)Largest decline over 5 years | -23.43% | -20.10% | -3.33% |
Max Drawdown (10Y)Largest decline over 10 years | -35.41% | — | — |
Current DrawdownCurrent decline from peak | -9.27% | -5.47% | -3.80% |
Average DrawdownAverage peak-to-trough decline | -6.85% | -5.17% | -1.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.48% | 2.41% | +1.07% |
Volatility
DAXX.L vs. VWCG.DE - Volatility Comparison
Lyxor DAX (DR) UCITS ETF - Acc (DAXX.L) has a higher volatility of 6.54% compared to Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.DE) at 5.57%. This indicates that DAXX.L's price experiences larger fluctuations and is considered to be riskier than VWCG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DAXX.L | VWCG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.54% | 5.57% | +0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 11.46% | 9.35% | +2.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.51% | 14.69% | +1.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.85% | 14.06% | +2.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.98% | 16.55% | +1.43% |