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VDEA.L vs. XQUA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VDEA.L vs. XQUA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard USD Emerging Markets Government Bond UCITS ETF USD Accumulation (VDEA.L) and Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D (XQUA.L). The values are adjusted to include any dividend payments, if applicable.

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VDEA.L vs. XQUA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VDEA.L
Vanguard USD Emerging Markets Government Bond UCITS ETF USD Accumulation
-1.18%11.45%6.35%9.72%-15.28%-1.74%6.10%9.05%
XQUA.L
Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D
-1.10%10.82%-0.40%7.51%-17.76%-1.45%6.97%6.41%

Returns By Period

In the year-to-date period, VDEA.L achieves a -1.18% return, which is significantly lower than XQUA.L's -1.10% return.


VDEA.L

1D
0.78%
1M
-2.34%
YTD
-1.18%
6M
1.72%
1Y
7.68%
3Y*
7.86%
5Y*
2.22%
10Y*

XQUA.L

1D
0.73%
1M
-2.07%
YTD
-1.10%
6M
-0.10%
1Y
6.10%
3Y*
4.48%
5Y*
-0.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VDEA.L vs. XQUA.L - Expense Ratio Comparison

VDEA.L has a 0.23% expense ratio, which is lower than XQUA.L's 0.45% expense ratio.


Return for Risk

VDEA.L vs. XQUA.L — Risk / Return Rank

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

VDEA.L
VDEA.L Risk / Return Rank: 7171
Overall Rank
VDEA.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VDEA.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
VDEA.L Omega Ratio Rank: 6767
Omega Ratio Rank
VDEA.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
VDEA.L Martin Ratio Rank: 7171
Martin Ratio Rank

XQUA.L
XQUA.L Risk / Return Rank: 5757
Overall Rank
XQUA.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
XQUA.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
XQUA.L Omega Ratio Rank: 5656
Omega Ratio Rank
XQUA.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
XQUA.L Martin Ratio Rank: 5252
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.

VDEA.L vs. XQUA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Emerging Markets Government Bond UCITS ETF USD Accumulation (VDEA.L) and Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D (XQUA.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.


VDEA.LXQUA.LDifference

Sharpe ratio

Return per unit of total volatility

1.40

1.18

+0.22

Sortino ratio

Return per unit of downside risk

1.95

1.68

+0.27

Omega ratio

Gain probability vs. loss probability

1.27

1.22

+0.04

Calmar ratio

Return relative to maximum drawdown

2.11

1.52

+0.59

Martin ratio

Return relative to average drawdown

8.38

5.78

+2.59

VDEA.L vs. XQUA.L - Sharpe Ratio Comparison

The current VDEA.L Sharpe Ratio is 1.40, which is comparable to the XQUA.L Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of VDEA.L and XQUA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VDEA.LXQUA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

1.18

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

-0.00

+0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.09

+0.29

Correlation

The correlation between VDEA.L and XQUA.L is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VDEA.L vs. XQUA.L - Dividend Comparison

VDEA.L has not paid dividends to shareholders, while XQUA.L's dividend yield for the trailing twelve months is around 4.71%.


TTM202520242023202220212020
VDEA.L
Vanguard USD Emerging Markets Government Bond UCITS ETF USD Accumulation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XQUA.L
Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D
4.71%4.49%4.61%4.24%6.92%4.08%4.54%

Drawdowns

VDEA.L vs. XQUA.L - Drawdown Comparison

The maximum VDEA.L drawdown since its inception was -24.08%, smaller than the maximum XQUA.L drawdown of -26.27%. Use the drawdown chart below to compare losses from any high point for VDEA.L and XQUA.L.


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Drawdown Indicators


VDEA.LXQUA.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.08%

-26.27%

+2.19%

Max Drawdown (1Y)

Largest decline over 1 year

-3.88%

-4.02%

+0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-24.08%

-26.26%

+2.18%

Current Drawdown

Current decline from peak

-2.79%

-4.88%

+2.09%

Average Drawdown

Average peak-to-trough decline

-6.20%

-7.80%

+1.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

1.06%

-0.14%

Volatility

VDEA.L vs. XQUA.L - Volatility Comparison

Vanguard USD Emerging Markets Government Bond UCITS ETF USD Accumulation (VDEA.L) has a higher volatility of 2.31% compared to Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D (XQUA.L) at 2.05%. This indicates that VDEA.L's price experiences larger fluctuations and is considered to be riskier than XQUA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VDEA.LXQUA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.31%

2.05%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

3.27%

3.06%

+0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

5.53%

5.20%

+0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.19%

7.96%

-0.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.40%

8.67%

-0.27%