V3AA.DE vs. XDEV.DE
V3AA.DE (Vanguard ESG Global All Cap UCITS ETF (USD) Acc) and XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) are both Global Equities funds - V3AA.DE tracks the FTSE Global All Cap Choice Index while XDEV.DE tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past 5 years, V3AA.DE returned 11.33%/yr vs 17.35%/yr for XDEV.DE. A 0.80 correlation means they provide meaningful diversification when combined. V3AA.DE charges 0.24%/yr vs 0.25%/yr for XDEV.DE.
Performance
V3AA.DE vs. XDEV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, V3AA.DE achieves a 12.77% return, which is significantly lower than XDEV.DE's 35.07% return.
V3AA.DE
- 1D
- -0.11%
- 1M
- 4.35%
- YTD
- 12.77%
- 6M
- 13.07%
- 1Y
- 26.49%
- 3Y*
- 17.62%
- 5Y*
- 11.33%
- 10Y*
- —
XDEV.DE
- 1D
- -0.89%
- 1M
- 11.02%
- YTD
- 35.07%
- 6M
- 38.05%
- 1Y
- 63.16%
- 3Y*
- 26.76%
- 5Y*
- 17.35%
- 10Y*
- 12.35%
V3AA.DE vs. XDEV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
V3AA.DE Vanguard ESG Global All Cap UCITS ETF (USD) Acc | 12.77% | 7.60% | 24.41% | 20.63% | -18.04% | 20.19% |
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 35.07% | 24.76% | 11.62% | 15.67% | -4.96% | 11.38% |
Correlation
The correlation between V3AA.DE and XDEV.DE is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2021 | 0.80 |
The correlation between V3AA.DE and XDEV.DE has been stable across timeframes, ranging from 0.76 to 0.80 - a consistent structural relationship.
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Return for Risk
V3AA.DE vs. XDEV.DE — Risk / Return Rank
V3AA.DE
XDEV.DE
V3AA.DE vs. XDEV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG Global All Cap UCITS ETF (USD) Acc (V3AA.DE) and Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.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.
| V3AA.DE | XDEV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.35 | ||
| Sortino ratioReturn per unit of downside risk | -3.09 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.81 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | 3.30 | 10.38 | -7.08 |
| Martin ratioReturn relative to average drawdown | 13.32 | 39.12 | -25.80 |
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
| V3AA.DE | XDEV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 4.52 | -2.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 1.23 | -0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.71 | +0.12 |
Drawdowns
V3AA.DE vs. XDEV.DE - Drawdown Comparison
The maximum V3AA.DE drawdown since its inception was -22.30%, smaller than the maximum XDEV.DE drawdown of -35.28%. Use the drawdown chart below to compare losses from any high point for V3AA.DE and XDEV.DE.
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Drawdown Indicators
| V3AA.DE | XDEV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.30% | -35.28% | +12.98% |
Max Drawdown (1Y)Largest decline over 1 year | -8.16% | -6.05% | -2.11% |
Max Drawdown (3Y)Largest decline over 3 years | -22.30% | -18.02% | -4.28% |
Max Drawdown (5Y)Largest decline over 5 years | -22.30% | -18.02% | -4.28% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.28% | — |
Current DrawdownCurrent decline from peak | -0.75% | -1.07% | +0.32% |
Average DrawdownAverage peak-to-trough decline | -5.91% | -5.56% | -0.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | 1.61% | +0.42% |
Volatility
V3AA.DE vs. XDEV.DE - Volatility Comparison
The current volatility for Vanguard ESG Global All Cap UCITS ETF (USD) Acc (V3AA.DE) is 3.38%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a volatility of 5.77%. This indicates that V3AA.DE experiences smaller price fluctuations and is considered to be less risky than XDEV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| V3AA.DE | XDEV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.38% | 5.77% | -2.39% |
Volatility (6M)Calculated over the trailing 6-month period | 9.13% | 11.20% | -2.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.42% | 13.89% | -1.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.42% | 13.96% | +0.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.33% | 15.90% | -1.57% |
V3AA.DE vs. XDEV.DE - Expense Ratio Comparison
V3AA.DE has a 0.24% expense ratio, which is lower than XDEV.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
V3AA.DE vs. XDEV.DE - Dividend Comparison
Neither V3AA.DE nor XDEV.DE has paid dividends to shareholders.
Frequently Asked Questions
V3AA.DE and XDEV.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, V3AA.DE is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.
V3AA.DE is cheaper with a 0.24% expense ratio, compared with 0.25% for XDEV.DE.
V3AA.DE tracks FTSE Global All Cap Choice Index, while XDEV.DE tracks MSCI ACWI Value NR USD. They also come from different issuers: Vanguard and DWS. Their fees differ too: 0.24% for V3AA.DE and 0.25% for XDEV.DE.
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