VGVF.DE vs. XDEV.DE
VGVF.DE (Vanguard FTSE Developed World UCITS ETF Acc) and XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) are both Global Equities funds - VGVF.DE tracks the FTSE Developed while XDEV.DE tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past 5 years, VGVF.DE returned 13.14%/yr vs 17.35%/yr for XDEV.DE. Their correlation of 0.82 suggests significant overlap in exposure. VGVF.DE charges 0.12%/yr vs 0.25%/yr for XDEV.DE.
Performance
VGVF.DE vs. XDEV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VGVF.DE achieves a 12.58% return, which is significantly lower than XDEV.DE's 35.07% return.
VGVF.DE
- 1D
- -0.15%
- 1M
- 5.21%
- YTD
- 12.58%
- 6M
- 13.33%
- 1Y
- 26.41%
- 3Y*
- 18.25%
- 5Y*
- 13.14%
- 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%
VGVF.DE vs. XDEV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VGVF.DE Vanguard FTSE Developed World UCITS ETF Acc | 12.58% | 8.99% | 24.73% | 20.35% | -13.58% | 31.62% | 3.27% |
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 35.07% | 24.76% | 11.62% | 15.67% | -4.96% | 30.90% | -11.74% |
Correlation
The correlation between VGVF.DE and XDEV.DE is 0.80, 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 | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2020 | 0.82 |
The correlation between VGVF.DE and XDEV.DE has been stable across timeframes, ranging from 0.76 to 0.82 - a consistent structural relationship.
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Return for Risk
VGVF.DE vs. XDEV.DE — Risk / Return Rank
VGVF.DE
XDEV.DE
VGVF.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 Acc (VGVF.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.
| VGVF.DE | XDEV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.18 | ||
| Sortino ratioReturn per unit of downside risk | -2.87 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.81 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 4.19 | 10.38 | -6.19 |
| Martin ratioReturn relative to average drawdown | 17.27 | 39.12 | -21.85 |
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
| VGVF.DE | XDEV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.34 | 4.52 | -2.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 1.23 | -0.30 |
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 | +0.08 |
Drawdowns
VGVF.DE vs. XDEV.DE - Drawdown Comparison
The maximum VGVF.DE drawdown since its inception was -33.54%, roughly equal to the maximum XDEV.DE drawdown of -35.28%. Use the drawdown chart below to compare losses from any high point for VGVF.DE and XDEV.DE.
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Drawdown Indicators
| VGVF.DE | XDEV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.54% | -35.28% | +1.74% |
Max Drawdown (1Y)Largest decline over 1 year | -6.28% | -6.05% | -0.23% |
Max Drawdown (3Y)Largest decline over 3 years | -21.17% | -18.02% | -3.15% |
Max Drawdown (5Y)Largest decline over 5 years | -21.17% | -18.02% | -3.15% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.28% | — |
Current DrawdownCurrent decline from peak | -0.55% | -1.07% | +0.52% |
Average DrawdownAverage peak-to-trough decline | -4.91% | -5.56% | +0.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.53% | 1.61% | -0.08% |
Volatility
VGVF.DE vs. XDEV.DE - Volatility Comparison
The current volatility for Vanguard FTSE Developed World UCITS ETF Acc (VGVF.DE) is 2.86%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a volatility of 5.77%. This indicates that VGVF.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
| VGVF.DE | XDEV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.86% | 5.77% | -2.91% |
Volatility (6M)Calculated over the trailing 6-month period | 8.02% | 11.20% | -3.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.22% | 13.89% | -2.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.96% | 13.96% | 0.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 15.90% | +0.33% |
VGVF.DE vs. XDEV.DE - Expense Ratio Comparison
VGVF.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
VGVF.DE vs. XDEV.DE - Dividend Comparison
Neither VGVF.DE nor XDEV.DE has paid dividends to shareholders.
Frequently Asked Questions
VGVF.DE and XDEV.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VGVF.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VGVF.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for XDEV.DE.
VGVF.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 VGVF.DE and 0.25% for XDEV.DE.
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