VEUD.L vs. XMWX.L
Compare and contrast key facts about Vanguard FTSE Developed Europe UCITS ETF (VEUD.L) and Xtrackers MSCI World ex USA UCITS ETF 1C (XMWX.L).
VEUD.L and XMWX.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VEUD.L is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed Europe Index. It was launched on Jul 23, 2019. XMWX.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI World ex USA Index. It was launched on Jun 3, 2024. Both VEUD.L and XMWX.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
VEUD.L vs. XMWX.L - Performance Comparison
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VEUD.L vs. XMWX.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
VEUD.L Vanguard FTSE Developed Europe UCITS ETF | -2.84% | 35.25% | -8.53% |
XMWX.L Xtrackers MSCI World ex USA UCITS ETF 1C | 0.72% | 23.16% | -1.64% |
Returns By Period
In the year-to-date period, VEUD.L achieves a -2.84% return, which is significantly lower than XMWX.L's 0.72% return.
VEUD.L
- 1D
- 1.12%
- 1M
- -10.19%
- YTD
- -2.84%
- 6M
- 3.48%
- 1Y
- 19.41%
- 3Y*
- 13.83%
- 5Y*
- 8.84%
- 10Y*
- —
XMWX.L
- 1D
- 0.34%
- 1M
- -7.98%
- YTD
- 0.72%
- 6M
- 6.57%
- 1Y
- 20.38%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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VEUD.L vs. XMWX.L - Expense Ratio Comparison
VEUD.L has a 0.10% expense ratio, which is lower than XMWX.L's 0.15% 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%.
Return for Risk
VEUD.L vs. XMWX.L — Risk / Return Rank
VEUD.L
XMWX.L
VEUD.L vs. XMWX.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Europe UCITS ETF (VEUD.L) and Xtrackers MSCI World ex USA UCITS ETF 1C (XMWX.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.
| VEUD.L | XMWX.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.16 | 1.56 | -0.40 |
Sortino ratioReturn per unit of downside risk | 1.56 | 2.04 | -0.48 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.31 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.58 | 1.96 | -0.38 |
Martin ratioReturn relative to average drawdown | 5.77 | 7.26 | -1.49 |
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
| VEUD.L | XMWX.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 1.56 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 1.09 | -0.61 |
Correlation
The correlation between VEUD.L and XMWX.L is 0.77, 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
VEUD.L vs. XMWX.L - Dividend Comparison
VEUD.L's dividend yield for the trailing twelve months is around 2.83%, while XMWX.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
VEUD.L Vanguard FTSE Developed Europe UCITS ETF | 2.83% | 2.73% | 3.17% | 2.93% | 3.25% | 2.77% | 2.10% | 3.25% | 3.70% | 2.86% | 2.79% |
XMWX.L Xtrackers MSCI World ex USA UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VEUD.L vs. XMWX.L - Drawdown Comparison
The maximum VEUD.L drawdown since its inception was -36.05%, which is greater than XMWX.L's maximum drawdown of -12.53%. Use the drawdown chart below to compare losses from any high point for VEUD.L and XMWX.L.
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Drawdown Indicators
| VEUD.L | XMWX.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.05% | -12.53% | -23.52% |
Max Drawdown (1Y)Largest decline over 1 year | -11.57% | -9.75% | -1.82% |
Max Drawdown (5Y)Largest decline over 5 years | -31.31% | — | — |
Current DrawdownCurrent decline from peak | -10.19% | -7.98% | -2.21% |
Average DrawdownAverage peak-to-trough decline | -6.39% | -1.59% | -4.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 2.63% | +0.54% |
Volatility
VEUD.L vs. XMWX.L - Volatility Comparison
Vanguard FTSE Developed Europe UCITS ETF (VEUD.L) has a higher volatility of 7.23% compared to Xtrackers MSCI World ex USA UCITS ETF 1C (XMWX.L) at 6.20%. This indicates that VEUD.L's price experiences larger fluctuations and is considered to be riskier than XMWX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VEUD.L | XMWX.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.23% | 6.20% | +1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 10.47% | 8.99% | +1.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.75% | 13.10% | +3.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.55% | 12.22% | +5.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.82% | 12.22% | +5.60% |