VGEU.DE vs. XS7R.L
VGEU.DE (Vanguard FTSE Developed Europe UCITS ETF Distributing) and XS7R.L (Xtrackers MSCI Europe Financials ESG Screened UCITS ETF 1C) are both exchange-traded funds - VGEU.DE is a Europe Equities fund tracking the FTSE Developed Europe, while XS7R.L is a Financials Equities fund tracking the MSCI World/Financials NR USD. Both are passively managed. Over the past 10 years, VGEU.DE returned 9.61%/yr vs 9.53%/yr for XS7R.L. A 0.60 correlation means they provide meaningful diversification when combined. VGEU.DE charges 0.10%/yr vs 0.20%/yr for XS7R.L.
Performance
VGEU.DE vs. XS7R.L - Performance Comparison
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Different Trading Currencies
VGEU.DE is traded in EUR, while XS7R.L is traded in GBp. To make them comparable, the XS7R.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, VGEU.DE achieves a 7.29% return, which is significantly higher than XS7R.L's 3.51% return. Both investments have delivered pretty close results over the past 10 years, with VGEU.DE having a 9.61% annualized return and XS7R.L not far behind at 9.53%.
VGEU.DE
- 1D
- 0.50%
- 1M
- 0.90%
- YTD
- 7.29%
- 6M
- 9.88%
- 1Y
- 16.08%
- 3Y*
- 14.08%
- 5Y*
- 9.90%
- 10Y*
- 9.61%
XS7R.L
- 1D
- 0.34%
- 1M
- 0.24%
- YTD
- 3.51%
- 6M
- 10.12%
- 1Y
- 18.71%
- 3Y*
- 26.27%
- 5Y*
- 17.44%
- 10Y*
- 9.53%
VGEU.DE vs. XS7R.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGEU.DE Vanguard FTSE Developed Europe UCITS ETF Distributing | 7.29% | 20.52% | 8.94% | 16.01% | -9.86% | 24.89% | -2.75% | 27.89% | -11.15% | 11.49% |
XS7R.L Xtrackers MSCI Europe Financials ESG Screened UCITS ETF 1C | 3.51% | 40.06% | 23.76% | 22.93% | -2.26% | 35.76% | -24.17% | 14.81% | -25.51% | 11.90% |
Correlation
The correlation between VGEU.DE and XS7R.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 | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Feb 10, 2015 | 0.60 |
The correlation between VGEU.DE and XS7R.L shifts across timeframes, from 0.60 (all time) to 0.79 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VGEU.DE vs. XS7R.L — Risk / Return Rank
VGEU.DE
XS7R.L
VGEU.DE vs. XS7R.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Europe UCITS ETF Distributing (VGEU.DE) and Xtrackers MSCI Europe Financials ESG Screened UCITS ETF 1C (XS7R.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.
| VGEU.DE | XS7R.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.20 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.69 | 1.62 | +0.07 |
| Martin ratioReturn relative to average drawdown | 6.33 | 5.35 | +0.98 |
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
| VGEU.DE | XS7R.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 1.12 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.96 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.42 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.08 | +0.48 |
Drawdowns
VGEU.DE vs. XS7R.L - Drawdown Comparison
The maximum VGEU.DE drawdown since its inception was -35.59%, smaller than the maximum XS7R.L drawdown of -70.94%. Use the drawdown chart below to compare losses from any high point for VGEU.DE and XS7R.L.
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Drawdown Indicators
| VGEU.DE | XS7R.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.59% | -70.94% | +35.35% |
Max Drawdown (1Y)Largest decline over 1 year | -9.59% | -11.56% | +1.97% |
Max Drawdown (3Y)Largest decline over 3 years | -16.46% | -17.71% | +1.25% |
Max Drawdown (5Y)Largest decline over 5 years | -20.11% | -23.10% | +2.99% |
Max Drawdown (10Y)Largest decline over 10 years | -35.59% | -55.89% | +20.30% |
Current DrawdownCurrent decline from peak | -1.53% | -2.28% | +0.75% |
Average DrawdownAverage peak-to-trough decline | -5.03% | -31.48% | +26.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 3.50% | -0.94% |
Volatility
VGEU.DE vs. XS7R.L - Volatility Comparison
The current volatility for Vanguard FTSE Developed Europe UCITS ETF Distributing (VGEU.DE) is 4.29%, while Xtrackers MSCI Europe Financials ESG Screened UCITS ETF 1C (XS7R.L) has a volatility of 5.20%. This indicates that VGEU.DE experiences smaller price fluctuations and is considered to be less risky than XS7R.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGEU.DE | XS7R.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.29% | 5.20% | -0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 10.60% | 13.46% | -2.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.81% | 16.71% | -3.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.35% | 19.31% | -4.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.34% | 23.63% | -7.29% |
VGEU.DE vs. XS7R.L - Expense Ratio Comparison
VGEU.DE has a 0.10% expense ratio, which is lower than XS7R.L's 0.20% 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
VGEU.DE vs. XS7R.L - Dividend Comparison
VGEU.DE's dividend yield for the trailing twelve months is around 2.60%, while XS7R.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGEU.DE Vanguard FTSE Developed Europe UCITS ETF Distributing | 2.60% | 2.79% | 3.07% | 2.99% | 3.31% | 2.65% | 2.23% | 3.22% | 3.65% | 3.04% | 3.20% | 3.11% |
XS7R.L Xtrackers MSCI Europe Financials ESG Screened 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
VGEU.DE and XS7R.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, VGEU.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VGEU.DE is cheaper with a 0.10% expense ratio, compared with 0.20% for XS7R.L.
VGEU.DE is categorized as Europe Equities, while XS7R.L is Financials Equities. VGEU.DE tracks FTSE Developed Europe, while XS7R.L tracks MSCI World/Financials NR USD. They also come from different issuers: Vanguard and Xtrackers. Their fees differ too: 0.10% for VGEU.DE and 0.20% for XS7R.L.
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