DBZB.DE vs. VWRL.L
Compare and contrast key facts about Xtrackers II Global Government Bond UCITS ETF EUR Hedged (DBZB.DE) and Vanguard FTSE All-World UCITS ETF Distributing (VWRL.L).
DBZB.DE and VWRL.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DBZB.DE is a passively managed fund by Xtrackers that tracks the performance of the FTSE World Government Bond - Developed Markets (EUR Hedged). It was launched on Oct 20, 2008. VWRL.L is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on May 22, 2012. Both DBZB.DE and VWRL.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DBZB.DE or VWRL.L.
Key characteristics
| DBZB.DE | VWRL.L | |
|---|---|---|
| YTD Return | 2.04% | 8.25% |
| 1Y Return | 6.16% | 14.69% |
| 3Y Return (Ann) | -3.85% | 6.38% |
| 5Y Return (Ann) | -2.42% | 9.84% |
| 10Y Return (Ann) | -0.05% | 11.31% |
| Sharpe Ratio | 1.22 | 1.44 |
| Daily Std Dev | 5.24% | 9.88% |
| Max Drawdown | -21.88% | -24.98% |
| Current Drawdown | -14.86% | -4.32% |
Correlation
The correlation between DBZB.DE and VWRL.L is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
DBZB.DE vs. VWRL.L - Performance Comparison
In the year-to-date period, DBZB.DE achieves a 2.04% return, which is significantly lower than VWRL.L's 8.25% return. Over the past 10 years, DBZB.DE has underperformed VWRL.L with an annualized return of -0.05%, while VWRL.L has yielded a comparatively higher 11.31% annualized 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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DBZB.DE vs. VWRL.L - Expense Ratio Comparison
DBZB.DE has a 0.25% expense ratio, which is higher than VWRL.L's 0.22% 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
DBZB.DE vs. VWRL.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II Global Government Bond UCITS ETF EUR Hedged (DBZB.DE) and Vanguard FTSE All-World UCITS ETF Distributing (VWRL.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.
Dividends
DBZB.DE vs. VWRL.L - Dividend Comparison
DBZB.DE has not paid dividends to shareholders, while VWRL.L's dividend yield for the trailing twelve months is around 1.61%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBZB.DE Xtrackers II Global Government Bond UCITS ETF EUR Hedged | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VWRL.L Vanguard FTSE All-World UCITS ETF Distributing | 1.61% | 1.73% | 2.04% | 1.45% | 1.58% | 1.95% | 2.23% | 1.90% | 1.85% | 1.98% | 2.14% | 1.95% |
Drawdowns
DBZB.DE vs. VWRL.L - Drawdown Comparison
The maximum DBZB.DE drawdown since its inception was -21.88%, smaller than the maximum VWRL.L drawdown of -24.98%. Use the drawdown chart below to compare losses from any high point for DBZB.DE and VWRL.L. For additional features, visit the drawdowns tool.
Volatility
DBZB.DE vs. VWRL.L - Volatility Comparison
The current volatility for Xtrackers II Global Government Bond UCITS ETF EUR Hedged (DBZB.DE) is 2.36%, while Vanguard FTSE All-World UCITS ETF Distributing (VWRL.L) has a volatility of 3.50%. This indicates that DBZB.DE experiences smaller price fluctuations and is considered to be less risky than VWRL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.