DBEU vs. VUAA.L
Compare and contrast key facts about Xtrackers MSCI Europe Hedged Equity Fund (DBEU) and Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L).
DBEU and VUAA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DBEU is a passively managed fund by DWS that tracks the performance of the MSCI Europe US Dollar Hedged Index. It was launched on Oct 1, 2013. VUAA.L is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Net Total Return. It was launched on May 14, 2019. Both DBEU and VUAA.L 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
DBEU vs. VUAA.L - Performance Comparison
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DBEU vs. VUAA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DBEU Xtrackers MSCI Europe Hedged Equity Fund | 2.46% | 22.18% | 9.17% | 17.43% | -6.25% | 23.99% | -1.42% | 10.05% |
VUAA.L Vanguard S&P 500 UCITS ETF USD Accumulation | -4.06% | 17.37% | 25.27% | 26.68% | -18.63% | 29.34% | 17.66% | 12.72% |
Returns By Period
In the year-to-date period, DBEU achieves a 2.46% return, which is significantly higher than VUAA.L's -4.06% return.
DBEU
- 1D
- 0.94%
- 1M
- -3.71%
- YTD
- 2.46%
- 6M
- 7.14%
- 1Y
- 16.43%
- 3Y*
- 13.55%
- 5Y*
- 11.25%
- 10Y*
- 10.88%
VUAA.L
- 1D
- 2.50%
- 1M
- -3.64%
- YTD
- -4.06%
- 6M
- -0.94%
- 1Y
- 18.29%
- 3Y*
- 18.65%
- 5Y*
- 11.80%
- 10Y*
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DBEU vs. VUAA.L - Expense Ratio Comparison
DBEU has a 0.45% expense ratio, which is higher than VUAA.L's 0.07% expense ratio.
Return for Risk
DBEU vs. VUAA.L — Risk / Return Rank
DBEU
VUAA.L
DBEU vs. VUAA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Hedged Equity Fund (DBEU) and Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.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.
| DBEU | VUAA.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 1.14 | -0.17 |
Sortino ratioReturn per unit of downside risk | 1.44 | 1.65 | -0.21 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.24 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.38 | 2.13 | -0.74 |
Martin ratioReturn relative to average drawdown | 5.84 | 8.63 | -2.79 |
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
| DBEU | VUAA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.14 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.74 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.79 | -0.23 |
Correlation
The correlation between DBEU and VUAA.L is 0.49, 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.
Dividends
DBEU vs. VUAA.L - Dividend Comparison
DBEU's dividend yield for the trailing twelve months is around 4.44%, while VUAA.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBEU Xtrackers MSCI Europe Hedged Equity Fund | 4.44% | 4.55% | 0.07% | 3.64% | 1.96% | 1.87% | 2.44% | 2.77% | 3.55% | 2.28% | 9.92% | 5.50% |
VUAA.L Vanguard S&P 500 UCITS ETF USD Accumulation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DBEU vs. VUAA.L - Drawdown Comparison
The maximum DBEU drawdown since its inception was -34.50%, roughly equal to the maximum VUAA.L drawdown of -34.05%. Use the drawdown chart below to compare losses from any high point for DBEU and VUAA.L.
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Drawdown Indicators
| DBEU | VUAA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.50% | -34.05% | -0.45% |
Max Drawdown (1Y)Largest decline over 1 year | -12.05% | -11.75% | -0.30% |
Max Drawdown (5Y)Largest decline over 5 years | -17.67% | -24.36% | +6.69% |
Max Drawdown (10Y)Largest decline over 10 years | -34.50% | — | — |
Current DrawdownCurrent decline from peak | -5.11% | -5.41% | +0.30% |
Average DrawdownAverage peak-to-trough decline | -4.48% | -5.20% | +0.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 2.05% | +0.83% |
Volatility
DBEU vs. VUAA.L - Volatility Comparison
Xtrackers MSCI Europe Hedged Equity Fund (DBEU) has a higher volatility of 5.75% compared to Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L) at 4.87%. This indicates that DBEU's price experiences larger fluctuations and is considered to be riskier than VUAA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DBEU | VUAA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.75% | 4.87% | +0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 9.17% | 8.72% | +0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.00% | 16.07% | +0.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.15% | 15.97% | -1.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.43% | 17.88% | -1.45% |