V3AA.DE vs. XG12.DE
V3AA.DE (Vanguard ESG Global All Cap UCITS ETF (USD) Acc) and XG12.DE (Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C) are both Global Equities funds - V3AA.DE tracks the FTSE Global All Cap Choice Index while XG12.DE tracks the MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select. Both are passively managed. Over the past 3 years, V3AA.DE returned 17.62%/yr vs 12.73%/yr for XG12.DE. A 0.76 correlation means they provide meaningful diversification when combined. V3AA.DE charges 0.24%/yr vs 0.35%/yr for XG12.DE.
Performance
V3AA.DE vs. XG12.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 XG12.DE's 39.92% 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*
- —
XG12.DE
- 1D
- -0.39%
- 1M
- 8.41%
- YTD
- 39.92%
- 6M
- 37.25%
- 1Y
- 53.56%
- 3Y*
- 12.73%
- 5Y*
- —
- 10Y*
- —
V3AA.DE vs. XG12.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
V3AA.DE Vanguard ESG Global All Cap UCITS ETF (USD) Acc | 12.77% | 7.60% | 24.41% | 20.63% | -5.15% |
XG12.DE Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C | 39.92% | 8.69% | -4.44% | -8.34% | -5.33% |
Correlation
The correlation between V3AA.DE and XG12.DE is 0.80, 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 | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2022 | 0.76 |
The correlation between V3AA.DE and XG12.DE has been stable across timeframes, ranging from 0.75 to 0.80 - a consistent structural relationship.
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Return for Risk
V3AA.DE vs. XG12.DE — Risk / Return Rank
V3AA.DE
XG12.DE
V3AA.DE vs. XG12.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 Global SDG 12 Circular Economy UCITS ETF 1C (XG12.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 | XG12.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.16 | ||
| Sortino ratioReturn per unit of downside risk | -1.54 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.59 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 3.30 | 7.95 | -4.65 |
| Martin ratioReturn relative to average drawdown | 13.32 | 25.46 | -12.13 |
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 | XG12.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 3.33 | -1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.39 | +0.43 |
Drawdowns
V3AA.DE vs. XG12.DE - Drawdown Comparison
The maximum V3AA.DE drawdown since its inception was -22.30%, smaller than the maximum XG12.DE drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for V3AA.DE and XG12.DE.
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Drawdown Indicators
| V3AA.DE | XG12.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.30% | -32.01% | +9.71% |
Max Drawdown (1Y)Largest decline over 1 year | -8.16% | -6.77% | -1.39% |
Max Drawdown (3Y)Largest decline over 3 years | -22.30% | -24.98% | +2.68% |
Max Drawdown (5Y)Largest decline over 5 years | -22.30% | — | — |
Current DrawdownCurrent decline from peak | -0.75% | -1.67% | +0.92% |
Average DrawdownAverage peak-to-trough decline | -5.91% | -14.28% | +8.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | 2.12% | -0.09% |
Volatility
V3AA.DE vs. XG12.DE - Volatility Comparison
The current volatility for Vanguard ESG Global All Cap UCITS ETF (USD) Acc (V3AA.DE) is 3.38%, while Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C (XG12.DE) has a volatility of 6.86%. This indicates that V3AA.DE experiences smaller price fluctuations and is considered to be less risky than XG12.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 | XG12.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.38% | 6.86% | -3.48% |
Volatility (6M)Calculated over the trailing 6-month period | 9.13% | 12.62% | -3.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.42% | 16.18% | -3.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.42% | 17.44% | -3.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.33% | 17.44% | -3.11% |
V3AA.DE vs. XG12.DE - Expense Ratio Comparison
V3AA.DE has a 0.24% expense ratio, which is lower than XG12.DE's 0.35% expense ratio.
Dividends
V3AA.DE vs. XG12.DE - Dividend Comparison
Neither V3AA.DE nor XG12.DE has paid dividends to shareholders.
Frequently Asked Questions
V3AA.DE and XG12.DE have a correlation of 0.80, 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 0.35% for XG12.DE.
V3AA.DE tracks FTSE Global All Cap Choice Index, while XG12.DE tracks MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select. They also come from different issuers: Vanguard and Xtrackers. Their fees differ too: 0.24% for V3AA.DE and 0.35% for XG12.DE.
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