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VEVE.L vs. XXTW.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VEVE.L vs. XXTW.L - 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 Information Technology UCITS ETF (XXTW.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VEVE.L achieves a 10.77% return, which is significantly lower than XXTW.L's 16.34% return. Over the past 10 years, VEVE.L has underperformed XXTW.L with an annualized return of 14.06%, while XXTW.L has yielded a comparatively higher 20.12% annualized return.


VEVE.L

1D
1.79%
1M
0.63%
YTD
10.77%
6M
11.37%
1Y
28.30%
3Y*
17.81%
5Y*
12.89%
10Y*
14.06%

XXTW.L

1D
0.00%
1M
-1.39%
YTD
16.34%
6M
16.79%
1Y
42.34%
3Y*
17.00%
5Y*
12.50%
10Y*
20.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEVE.L vs. XXTW.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VEVE.L
Vanguard FTSE Developed World UCITS ETF Distributing
10.77%13.81%20.22%17.46%-8.34%22.68%12.44%22.89%-4.39%12.62%
XXTW.L
Xtrackers MSCI World Information Technology UCITS ETF
16.34%13.82%36.21%21.01%-30.86%29.69%43.59%48.72%-4.08%38.72%

Correlation

The correlation between VEVE.L and XXTW.L is 0.79, 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

0.79

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

0.78

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

0.66

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

0.55

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2014

0.55

Over the past year, VEVE.L and XXTW.L have become more correlated (0.79) than their long-term average of 0.55, meaning their price movements have been converging.

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Return for Risk

VEVE.L vs. XXTW.L — 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: 8787
Overall Rank
VEVE.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
VEVE.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
VEVE.L Omega Ratio Rank: 8989
Omega Ratio Rank
VEVE.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
VEVE.L Martin Ratio Rank: 8787
Martin Ratio Rank

XXTW.L
XXTW.L Risk / Return Rank: 3535
Overall Rank
XXTW.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XXTW.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
XXTW.L Omega Ratio Rank: 6666
Omega Ratio Rank
XXTW.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
XXTW.L Martin Ratio Rank: 2020
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. XXTW.L - 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 Information Technology UCITS ETF (XXTW.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.


VEVE.LXXTW.LDifference
Sharpe ratioReturn per unit of total volatility

+1.71

Sortino ratioReturn per unit of downside risk

+1.93

Omega ratioGain probability vs. loss probability

1.49

1.35

+0.15

Calmar ratioReturn relative to maximum drawdown

3.96

1.20

+2.77

Martin ratioReturn relative to average drawdown

15.94

2.03

+13.91

VEVE.L vs. XXTW.L - Sharpe Ratio Comparison

The current VEVE.L Sharpe Ratio is 2.59, which is higher than the XXTW.L Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of VEVE.L and XXTW.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.


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Drawdowns

VEVE.L vs. XXTW.L - Drawdown Comparison

The maximum VEVE.L drawdown since its inception was -25.53%, smaller than the maximum XXTW.L drawdown of -36.07%. Use the drawdown chart below to compare losses from any high point for VEVE.L and XXTW.L.


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Drawdown Indicators


VEVE.LXXTW.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.53%

-36.07%

+10.54%

Max Drawdown (1Y)

Largest decline over 1 year

-6.94%

-34.41%

+27.47%

Max Drawdown (3Y)

Largest decline over 3 years

-18.34%

-34.41%

+16.07%

Max Drawdown (5Y)

Largest decline over 5 years

-18.34%

-36.07%

+17.73%

Max Drawdown (10Y)

Largest decline over 10 years

-25.53%

-36.07%

+10.54%

Current Drawdown

Current decline from peak

-1.32%

-14.68%

+13.36%

Average Drawdown

Average peak-to-trough decline

-3.41%

-7.17%

+3.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.73%

20.34%

-18.61%

Volatility

VEVE.L vs. XXTW.L - Volatility Comparison

The current volatility for Vanguard FTSE Developed World UCITS ETF Distributing (VEVE.L) is 3.53%, while Xtrackers MSCI World Information Technology UCITS ETF (XXTW.L) has a volatility of 8.23%. This indicates that VEVE.L experiences smaller price fluctuations and is considered to be less risky than XXTW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEVE.LXXTW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.53%

8.23%

-4.70%

Volatility (6M)

Calculated over the trailing 6-month period

7.96%

15.26%

-7.30%

Volatility (1Y)

Calculated over the trailing 1-year period

10.64%

47.00%

-36.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.14%

31.51%

-18.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.35%

27.33%

-12.98%

VEVE.L vs. XXTW.L - Expense Ratio Comparison

VEVE.L has a 0.12% expense ratio, which is lower than XXTW.L'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. XXTW.L - Dividend Comparison

VEVE.L's dividend yield for the trailing twelve months is around 1.24%, while XXTW.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
VEVE.L
Vanguard FTSE Developed World UCITS ETF Distributing
1.24%1.38%1.48%1.71%1.98%1.46%1.62%1.95%2.24%1.93%1.88%2.03%
XXTW.L
Xtrackers MSCI World Information Technology UCITS ETF
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 XXTW.L have a correlation of 0.79, 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 XXTW.L.

VEVE.L is categorized as Global Equities, while XXTW.L is Technology Equities. VEVE.L tracks MSCI ACWI NR USD, while XXTW.L tracks MSCI World Information Technology 20/35 Custom index. They also come from different issuers: Vanguard and Xtrackers. Their fees differ too: 0.12% for VEVE.L and 0.25% for XXTW.L.

Portfolio Optimizer

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