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VEVE.L vs. XDEQ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VEVE.L vs. XDEQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard FTSE Developed World UCITS ETF Distributing (VEVE.L) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, VEVE.L achieves a 11.86% return, which is significantly higher than XDEQ.DE's 8.62% return. Both investments have delivered pretty close results over the past 10 years, with VEVE.L having a 14.04% annualized return and XDEQ.DE not far behind at 13.47%.


VEVE.L

1D
-0.07%
1M
5.51%
YTD
11.86%
6M
12.36%
1Y
29.91%
3Y*
18.36%
5Y*
13.29%
10Y*
14.04%

XDEQ.DE

1D
0.92%
1M
4.53%
YTD
8.62%
6M
9.12%
1Y
22.23%
3Y*
15.35%
5Y*
11.58%
10Y*
13.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEVE.L vs. XDEQ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VEVE.L
Vanguard FTSE Developed World UCITS ETF Distributing
11.86%13.81%20.22%17.45%-8.34%22.68%12.44%22.90%-4.39%12.62%
XDEQ.DE
Xtrackers MSCI World Quality Factor UCITS ETF 1C
8.62%8.22%18.41%19.40%-10.29%25.14%10.36%27.20%-1.96%11.69%

Correlation

The correlation between VEVE.L and XDEQ.DE is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.89

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

0.90

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

0.91

Correlation (10Y)
Calculated over the trailing 10-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2014

0.81

The correlation between VEVE.L and XDEQ.DE has been stable across timeframes, ranging from 0.81 to 0.91 - a consistent structural relationship.

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Return for Risk

VEVE.L vs. XDEQ.DE — Risk / Return Rank

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

VEVE.L
VEVE.L Risk / Return Rank: 8686
Overall Rank
VEVE.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VEVE.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
VEVE.L Omega Ratio Rank: 8989
Omega Ratio Rank
VEVE.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
VEVE.L Martin Ratio Rank: 8585
Martin Ratio Rank

XDEQ.DE
XDEQ.DE Risk / Return Rank: 5858
Overall Rank
XDEQ.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
XDEQ.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
XDEQ.DE Omega Ratio Rank: 5555
Omega Ratio Rank
XDEQ.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
XDEQ.DE Martin Ratio Rank: 6767
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.

VEVE.L vs. XDEQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed World UCITS ETF Distributing (VEVE.L) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.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.


VEVE.LXDEQ.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.72

Sortino ratioReturn per unit of downside risk

+0.88

Omega ratioGain probability vs. loss probability

1.55

1.40

+0.15

Calmar ratioReturn relative to maximum drawdown

4.29

3.28

+1.01

Martin ratioReturn relative to average drawdown

17.65

13.78

+3.87

VEVE.L vs. XDEQ.DE - Sharpe Ratio Comparison

The current VEVE.L Sharpe Ratio is 2.89, which is higher than the XDEQ.DE Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of VEVE.L and XDEQ.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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Sharpe Ratios by Period


VEVE.LXDEQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.89

2.17

+0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

0.83

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.98

0.94

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

0.92

0.00

Drawdowns

VEVE.L vs. XDEQ.DE - Drawdown Comparison

The maximum VEVE.L drawdown since its inception was -25.52%, roughly equal to the maximum XDEQ.DE drawdown of -24.58%. Use the drawdown chart below to compare losses from any high point for VEVE.L and XDEQ.DE.


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Drawdown Indicators


VEVE.LXDEQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.52%

-24.58%

-0.94%

Max Drawdown (1Y)

Largest decline over 1 year

-6.94%

-6.74%

-0.20%

Max Drawdown (3Y)

Largest decline over 3 years

-18.34%

-18.71%

+0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-18.34%

-18.71%

+0.37%

Max Drawdown (10Y)

Largest decline over 10 years

-25.52%

-24.58%

-0.94%

Current Drawdown

Current decline from peak

-0.35%

0.00%

-0.35%

Average Drawdown

Average peak-to-trough decline

-3.41%

-3.71%

+0.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

1.61%

+0.08%

Volatility

VEVE.L vs. XDEQ.DE - Volatility Comparison

Vanguard FTSE Developed World UCITS ETF Distributing (VEVE.L) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) have volatilities of 2.72% and 2.70%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEVE.LXDEQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.72%

2.70%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

7.55%

7.22%

+0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

10.31%

10.20%

+0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.09%

13.73%

-0.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.33%

15.18%

-0.85%

VEVE.L vs. XDEQ.DE - Expense Ratio Comparison

VEVE.L has a 0.12% expense ratio, which is lower than XDEQ.DE's 0.25% 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%.


Dividends

VEVE.L vs. XDEQ.DE - Dividend Comparison

VEVE.L's dividend yield for the trailing twelve months is around 1.23%, while XDEQ.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
VEVE.L
Vanguard FTSE Developed World UCITS ETF Distributing
1.23%1.38%1.48%1.71%1.98%1.46%1.62%1.95%2.24%1.93%1.88%2.03%
XDEQ.DE
Xtrackers MSCI World Quality Factor 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%0.00%

Frequently Asked Questions


VEVE.L and XDEQ.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VEVE.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VEVE.L is cheaper with a 0.12% expense ratio, compared with 0.25% for XDEQ.DE.

Both ETFs track MSCI ACWI NR USD. They also come from different issuers: Vanguard and Xtrackers. Their fees differ too: 0.12% for VEVE.L and 0.25% for XDEQ.DE.

Portfolio Optimizer

Find the right allocation for VEVE.L and XDEQ.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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