VGVE.DE vs. XDEV.DE
VGVE.DE (Vanguard FTSE Developed World UCITS ETF Distributing) and XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) are both Global Equities funds - VGVE.DE tracks the FTSE Developed while XDEV.DE tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past 5 years, VGVE.DE returned 12.95%/yr vs 17.35%/yr for XDEV.DE. Their correlation of 0.85 suggests significant overlap in exposure. VGVE.DE charges 0.12%/yr vs 0.25%/yr for XDEV.DE.
Performance
VGVE.DE vs. XDEV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VGVE.DE achieves a 12.54% return, which is significantly lower than XDEV.DE's 35.07% return.
VGVE.DE
- 1D
- -0.18%
- 1M
- 5.25%
- YTD
- 12.54%
- 6M
- 13.19%
- 1Y
- 26.14%
- 3Y*
- 18.04%
- 5Y*
- 12.95%
- 10Y*
- —
XDEV.DE
- 1D
- -0.89%
- 1M
- 12.68%
- YTD
- 35.07%
- 6M
- 38.48%
- 1Y
- 63.09%
- 3Y*
- 26.76%
- 5Y*
- 17.35%
- 10Y*
- 12.35%
VGVE.DE vs. XDEV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGVE.DE Vanguard FTSE Developed World UCITS ETF Distributing | 12.54% | 8.78% | 24.92% | 19.91% | -13.71% | 31.39% | 5.44% | 30.68% | -5.85% | 2.00% |
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 35.07% | 24.76% | 11.62% | 15.67% | -4.96% | 30.90% | -12.53% | 22.09% | -10.42% | 2.37% |
Correlation
The correlation between VGVE.DE and XDEV.DE is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2017 | 0.85 |
The correlation between VGVE.DE and XDEV.DE has been stable across timeframes, ranging from 0.79 to 0.85 - a consistent structural relationship.
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Return for Risk
VGVE.DE vs. XDEV.DE — Risk / Return Rank
VGVE.DE
XDEV.DE
VGVE.DE vs. XDEV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed World UCITS ETF Distributing (VGVE.DE) and Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.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.
| VGVE.DE | XDEV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.20 | ||
| Sortino ratioReturn per unit of downside risk | -2.89 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.81 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 4.15 | 10.38 | -6.23 |
| Martin ratioReturn relative to average drawdown | 17.12 | 39.12 | -22.00 |
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
| VGVE.DE | XDEV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.32 | 4.52 | -2.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 1.23 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.71 | +0.09 |
Drawdowns
VGVE.DE vs. XDEV.DE - Drawdown Comparison
The maximum VGVE.DE drawdown since its inception was -33.63%, roughly equal to the maximum XDEV.DE drawdown of -35.28%. Use the drawdown chart below to compare losses from any high point for VGVE.DE and XDEV.DE.
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Drawdown Indicators
| VGVE.DE | XDEV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.63% | -35.28% | +1.65% |
Max Drawdown (1Y)Largest decline over 1 year | -6.27% | -6.05% | -0.22% |
Max Drawdown (3Y)Largest decline over 3 years | -21.26% | -18.02% | -3.24% |
Max Drawdown (5Y)Largest decline over 5 years | -21.26% | -18.02% | -3.24% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.28% | — |
Current DrawdownCurrent decline from peak | -0.58% | -1.07% | +0.49% |
Average DrawdownAverage peak-to-trough decline | -4.35% | -5.56% | +1.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.52% | 1.61% | -0.09% |
Volatility
VGVE.DE vs. XDEV.DE - Volatility Comparison
The current volatility for Vanguard FTSE Developed World UCITS ETF Distributing (VGVE.DE) is 2.88%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a volatility of 5.77%. This indicates that VGVE.DE experiences smaller price fluctuations and is considered to be less risky than XDEV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGVE.DE | XDEV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.88% | 5.77% | -2.89% |
Volatility (6M)Calculated over the trailing 6-month period | 7.93% | 11.20% | -3.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.23% | 13.89% | -2.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.00% | 13.96% | +0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.63% | 15.90% | -0.27% |
VGVE.DE vs. XDEV.DE - Expense Ratio Comparison
VGVE.DE has a 0.12% expense ratio, which is lower than XDEV.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
VGVE.DE vs. XDEV.DE - Dividend Comparison
VGVE.DE's dividend yield for the trailing twelve months is around 1.06%, while XDEV.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
VGVE.DE Vanguard FTSE Developed World UCITS ETF Distributing | 1.06% | 1.22% | 1.36% | 1.59% | 1.93% | 1.22% | 1.40% | 1.67% | 1.95% | 0.34% |
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VGVE.DE and XDEV.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VGVE.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VGVE.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for XDEV.DE.
VGVE.DE tracks FTSE Developed, while XDEV.DE tracks MSCI ACWI Value NR USD. They also come from different issuers: Vanguard and DWS. Their fees differ too: 0.12% for VGVE.DE and 0.25% for XDEV.DE.
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