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V80D.DE vs. XDWU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

V80D.DE vs. XDWU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard LifeStrategy 80% Equity UCITS ETF (EUR) Distributing (V80D.DE) and Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, V80D.DE achieves a 11.08% return, which is significantly lower than XDWU.DE's 12.57% return.


V80D.DE

1D
0.13%
1M
0.54%
6M
9.39%
YTD
11.08%
1Y
20.29%
3Y*
14.97%
5Y*
8.94%
10Y*

XDWU.DE

1D
-0.42%
1M
3.78%
6M
10.23%
YTD
12.57%
1Y
20.87%
3Y*
14.77%
5Y*
10.48%
10Y*
8.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

V80D.DE vs. XDWU.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
V80D.DE
Vanguard LifeStrategy 80% Equity UCITS ETF (EUR) Distributing
11.08%8.03%19.70%14.92%-13.65%21.38%1.20%
XDWU.DE
Xtrackers MSCI World Utilities UCITS ETF 1C
12.57%11.38%19.84%-3.21%2.24%19.80%0.12%

Correlation

The correlation between V80D.DE and XDWU.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2020

0.40

Over the past year, the correlation between V80D.DE and XDWU.DE has dropped to 0.20 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.

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Return for Risk

V80D.DE vs. XDWU.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

V80D.DE
V80D.DE Risk / Return Rank: 8686
Overall Rank
V80D.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
V80D.DE Sortino Ratio Rank: 8787
Sortino Ratio Rank
V80D.DE Omega Ratio Rank: 8686
Omega Ratio Rank
V80D.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
V80D.DE Martin Ratio Rank: 8787
Martin Ratio Rank

XDWU.DE
XDWU.DE Risk / Return Rank: 5757
Overall Rank
XDWU.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
XDWU.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
XDWU.DE Omega Ratio Rank: 5151
Omega Ratio Rank
XDWU.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
XDWU.DE Martin Ratio Rank: 5151
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

V80D.DE vs. XDWU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard LifeStrategy 80% Equity UCITS ETF (EUR) Distributing (V80D.DE) and Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


V80D.DEXDWU.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.64

Sortino ratioReturn per unit of downside risk

+1.02

Omega ratioGain probability vs. loss probability

1.42

1.26

+0.16

Calmar ratioReturn relative to maximum drawdown

3.61

2.85

+0.77

Martin ratioReturn relative to average drawdown

14.46

7.10

+7.36

V80D.DE vs. XDWU.DE - Sharpe Ratio Comparison

The current V80D.DE Sharpe Ratio is 2.23, which is higher than the XDWU.DE Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of V80D.DE and XDWU.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

V80D.DE vs. XDWU.DE - Drawdown Comparison

The maximum V80D.DE drawdown since its inception was -16.62%, smaller than the maximum XDWU.DE drawdown of -42.00%. Use the drawdown chart below to compare losses from any high point for V80D.DE and XDWU.DE.


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Drawdown Indicators


V80D.DEXDWU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.62%

-42.00%

+25.38%

Max Drawdown (1Y)

Largest decline over 1 year

-5.59%

-7.30%

+1.71%

Max Drawdown (3Y)

Largest decline over 3 years

-16.62%

-12.69%

-3.93%

Max Drawdown (5Y)

Largest decline over 5 years

-16.62%

-23.26%

+6.64%

Max Drawdown (10Y)

Largest decline over 10 years

-33.61%

Current Drawdown

Current decline from peak

-0.28%

-1.40%

+1.12%

Average Drawdown

Average peak-to-trough decline

-3.89%

-12.44%

+8.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.40%

2.93%

-1.53%

Volatility

V80D.DE vs. XDWU.DE - Volatility Comparison

The current volatility for Vanguard LifeStrategy 80% Equity UCITS ETF (EUR) Distributing (V80D.DE) is 2.23%, while Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.DE) has a volatility of 3.41%. This indicates that V80D.DE experiences smaller price fluctuations and is considered to be less risky than XDWU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


V80D.DEXDWU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.23%

3.41%

-1.18%

Volatility (6M)

Calculated over the trailing 6-month period

6.82%

10.22%

-3.40%

Volatility (1Y)

Calculated over the trailing 1-year period

9.08%

13.12%

-4.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.96%

14.27%

-3.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.76%

18.01%

-7.25%

V80D.DE vs. XDWU.DE - Expense Ratio Comparison

Both V80D.DE and XDWU.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

V80D.DE vs. XDWU.DE - Dividend Comparison

V80D.DE's dividend yield for the trailing twelve months is around 1.87%, while XDWU.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021
V80D.DE
Vanguard LifeStrategy 80% Equity UCITS ETF (EUR) Distributing
1.87%1.99%1.95%2.02%2.10%1.87%
XDWU.DE
Xtrackers MSCI World Utilities UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


V80D.DE and XDWU.DE have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

V80D.DE and XDWU.DE have the same expense ratio: 0.25% per year.

V80D.DE is categorized as Global Allocation, while XDWU.DE is Utilities Equities. They also come from different issuers: Vanguard and Xtrackers.

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