VGWD.DE vs. XDEV.DE
VGWD.DE (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing) and XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) are both Global Equities funds - VGWD.DE tracks the FTSE All-World High Dividend Yield index while XDEV.DE tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past 5 years, VGWD.DE returned 11.49%/yr vs 17.35%/yr for XDEV.DE. Their correlation of 0.91 suggests significant overlap in exposure. VGWD.DE charges 0.29%/yr vs 0.25%/yr for XDEV.DE.
Performance
VGWD.DE vs. XDEV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VGWD.DE achieves a 12.49% return, which is significantly lower than XDEV.DE's 35.07% return.
VGWD.DE
- 1D
- 0.19%
- 1M
- 3.35%
- YTD
- 12.49%
- 6M
- 14.15%
- 1Y
- 25.00%
- 3Y*
- 15.87%
- 5Y*
- 11.49%
- 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%
VGWD.DE vs. XDEV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGWD.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 12.49% | 13.16% | 15.75% | 7.29% | 0.08% | 27.90% | -9.60% | 25.03% | -8.03% | 1.24% |
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 VGWD.DE and XDEV.DE 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 | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2017 | 0.91 |
The correlation between VGWD.DE and XDEV.DE shifts across timeframes, from 0.79 (1 year) to 0.91 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VGWD.DE vs. XDEV.DE — Risk / Return Rank
VGWD.DE
XDEV.DE
VGWD.DE vs. XDEV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.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.
| VGWD.DE | XDEV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.82 | ||
| Sortino ratioReturn per unit of downside risk | -2.35 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.81 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 4.28 | 10.38 | -6.10 |
| Martin ratioReturn relative to average drawdown | 16.37 | 39.12 | -22.76 |
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
| VGWD.DE | XDEV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.70 | 4.52 | -1.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.99 | 1.23 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.71 | -0.06 |
Drawdowns
VGWD.DE vs. XDEV.DE - Drawdown Comparison
The maximum VGWD.DE drawdown since its inception was -34.57%, roughly equal to the maximum XDEV.DE drawdown of -35.28%. Use the drawdown chart below to compare losses from any high point for VGWD.DE and XDEV.DE.
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Drawdown Indicators
| VGWD.DE | XDEV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.57% | -35.28% | +0.71% |
Max Drawdown (1Y)Largest decline over 1 year | -5.82% | -6.05% | +0.23% |
Max Drawdown (3Y)Largest decline over 3 years | -16.86% | -18.02% | +1.16% |
Max Drawdown (5Y)Largest decline over 5 years | -16.86% | -18.02% | +1.16% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.28% | — |
Current DrawdownCurrent decline from peak | -0.32% | -1.07% | +0.75% |
Average DrawdownAverage peak-to-trough decline | -4.05% | -5.56% | +1.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.52% | 1.61% | -0.09% |
Volatility
VGWD.DE vs. XDEV.DE - Volatility Comparison
The current volatility for Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) is 2.33%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a volatility of 5.77%. This indicates that VGWD.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
| VGWD.DE | XDEV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.33% | 5.77% | -3.44% |
Volatility (6M)Calculated over the trailing 6-month period | 6.95% | 11.20% | -4.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.21% | 13.89% | -4.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.52% | 13.96% | -2.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.23% | 15.90% | -1.67% |
VGWD.DE vs. XDEV.DE - Expense Ratio Comparison
VGWD.DE has a 0.29% expense ratio, which is higher than XDEV.DE's 0.25% expense ratio.
Dividends
VGWD.DE vs. XDEV.DE - Dividend Comparison
VGWD.DE's dividend yield for the trailing twelve months is around 2.49%, while XDEV.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
VGWD.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 2.49% | 2.84% | 3.05% | 3.39% | 3.78% | 3.03% | 3.08% | 3.21% | 3.70% | 0.58% |
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
VGWD.DE and XDEV.DE 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, XDEV.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEV.DE is cheaper with a 0.25% expense ratio, compared with 0.29% for VGWD.DE.
VGWD.DE tracks FTSE All-World High Dividend Yield index, while XDEV.DE tracks MSCI ACWI Value NR USD. They also come from different issuers: Vanguard and DWS. Their fees differ too: 0.29% for VGWD.DE and 0.25% for XDEV.DE.
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