V80D.DE vs. XWIS.L

Last updated Jul 16, 2026

V80D.DE (Vanguard LifeStrategy 80% Equity UCITS ETF (EUR) Distributing) and XWIS.L (Xtrackers MSCI World Industrials UCITS ETF 1C GBP) are both exchange-traded funds - V80D.DE is a Global Allocation fund actively managed by Vanguard, while XWIS.L is a Industrials Equities fund tracking the MSCI World Index. V80D.DE is actively managed, while XWIS.L is passively managed. Over the past 5 years, V80D.DE returned 8.94%/yr vs 5.92%/yr for XWIS.L. A 0.68 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.

Performance

V80D.DE vs. XWIS.L - 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 Industrials UCITS ETF 1C GBP (XWIS.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

V80D.DE is traded in EUR, while XWIS.L is traded in GBP. To make them comparable, the XWIS.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, V80D.DE achieves a 11.08% return, which is significantly lower than XWIS.L's 15.53% 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*: —

XWIS.L

• 1D: 0.00%
• 1M: 2.03%
• 6M: 8.97%
• YTD: 15.53%
• 1Y: 21.50%
• 3Y*: 8.41%
• 5Y*: 5.92%
• 10Y*: 8.81%

*Multi-year figures are annualized to reflect compound growth (CAGR)

V80D.DE vs. XWIS.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
V80D.DE Vanguard LifeStrategy 80% Equity UCITS ETF (EUR) Distributing	11.08%	8.03%	19.70%	14.92%	-13.65%	21.38%	1.20%
XWIS.L Xtrackers MSCI World Industrials UCITS ETF 1C GBP	15.53%	10.89%	20.42%	-1.00%	-17.67%	24.13%	1.54%

Correlation

The correlation between V80D.DE and XWIS.L is 0.72, 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	0.72
Correlation (3Y) Calculated over the trailing 3-year period	0.76
Correlation (5Y) Calculated over the trailing 5-year period	0.70
Correlation (All Time) Calculated using the full available price history since Dec 10, 2020	0.68

The correlation between V80D.DE and XWIS.L has been stable across timeframes, ranging from 0.68 to 0.76 - a consistent structural relationship.

Return for Risk

V80D.DE vs. XWIS.L — 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: 86
V80D.DE Sharpe Ratio Rank: 86
V80D.DE Sortino Ratio Rank: 87
V80D.DE Omega Ratio Rank: 86
V80D.DE Calmar Ratio Rank: 83
V80D.DE Martin Ratio Rank: 87

XWIS.L

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. XWIS.L - 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 Industrials UCITS ETF 1C GBP (XWIS.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.

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.DE	XWIS.L	Difference
Sharpe ratio: Return per unit of total volatility	2.23	0.48	+1.74
Sortino ratio: Return per unit of downside risk	3.23	1.09	+2.14
Omega ratio: Gain probability vs. loss probability	1.42	1.28	+0.14
Calmar ratio: Return relative to maximum drawdown	3.61	0.77	+2.85
Martin ratio: Return relative to average drawdown	14.46	1.27	+13.19

V80D.DE vs. XWIS.L - Sharpe Ratio Comparison

The current V80D.DE Sharpe Ratio is 2.23, which is higher than the XWIS.L Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of V80D.DE and XWIS.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

V80D.DE vs. XWIS.L - Drawdown Comparison

The maximum V80D.DE drawdown since its inception was -16.62%, smaller than the maximum XWIS.L drawdown of -45.39%. Use the drawdown chart below to compare losses from any high point for V80D.DE and XWIS.L.

Drawdown Indicators

	V80D.DE	XWIS.L	Difference
Max Drawdown Largest peak-to-trough decline	-16.62%	-45.39%	+28.77%
Max Drawdown (1Y) Largest decline over 1 year	-5.59%	-27.99%	+22.40%
Max Drawdown (3Y) Largest decline over 3 years	-16.62%	-29.20%	+12.58%
Max Drawdown (5Y) Largest decline over 5 years	-16.62%	-31.97%	+15.35%
Max Drawdown (10Y) Largest decline over 10 years	—	-45.39%	—
Current Drawdown Current decline from peak	-0.28%	-13.24%	+12.96%
Average Drawdown Average peak-to-trough decline	-3.89%	-8.76%	+4.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.40%	16.90%	-15.50%

Volatility

V80D.DE vs. XWIS.L - Volatility Comparison

The current volatility for Vanguard LifeStrategy 80% Equity UCITS ETF (EUR) Distributing (V80D.DE) is 2.23%, while Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.L) has a volatility of 4.70%. This indicates that V80D.DE experiences smaller price fluctuations and is considered to be less risky than XWIS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	V80D.DE	XWIS.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.23%	4.70%	-2.47%
Volatility (6M) Calculated over the trailing 6-month period	6.82%	12.12%	-5.30%
Volatility (1Y) Calculated over the trailing 1-year period	9.08%	44.35%	-35.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.96%	26.66%	-15.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.76%	23.45%	-12.69%

V80D.DE vs. XWIS.L - Expense Ratio Comparison

Both V80D.DE and XWIS.L 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. XWIS.L - Dividend Comparison

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

Position	TTM	2025	2024	2023	2022	2021
V80D.DE Vanguard LifeStrategy 80% Equity UCITS ETF (EUR) Distributing	1.87%	1.99%	1.95%	2.02%	2.10%	1.87%
XWIS.L Xtrackers MSCI World Industrials UCITS ETF 1C GBP	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both V80D.DE and XWIS.L in my portfolio?

V80D.DE and XWIS.L have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, V80D.DE or XWIS.L?

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

Which ETF is cheaper, V80D.DE or XWIS.L?

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

What is the main difference between V80D.DE and XWIS.L?

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