VGWD.DE vs. XEON.DE
VGWD.DE (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing) and XEON.DE (Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C) are both exchange-traded funds - VGWD.DE is a Global Equities fund tracking the FTSE All-World High Dividend Yield index, while XEON.DE is a Bank Loan fund tracking the Solactive €STR +8.5 Daily Index. Both are passively managed. Over the past 5 years, VGWD.DE returned 11.49%/yr vs 1.94%/yr for XEON.DE. At a 0.00 correlation, their price movements are largely independent. VGWD.DE charges 0.29%/yr vs 0.10%/yr for XEON.DE.
Performance
VGWD.DE vs. XEON.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 higher than XEON.DE's 0.80% 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*
- —
XEON.DE
- 1D
- -0.01%
- 1M
- 0.15%
- YTD
- 0.80%
- 6M
- 0.97%
- 1Y
- 1.97%
- 3Y*
- 2.99%
- 5Y*
- 1.94%
- 10Y*
- 0.70%
VGWD.DE vs. XEON.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% |
XEON.DE Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C | 0.80% | 2.25% | 3.78% | 3.30% | -0.04% | -0.58% | -0.57% | -0.49% | -0.47% | -0.09% |
Correlation
The correlation between VGWD.DE and XEON.DE is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.00 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2017 | 0.00 |
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Return for Risk
VGWD.DE vs. XEON.DE — Risk / Return Rank
VGWD.DE
XEON.DE
VGWD.DE vs. XEON.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 II EUR Overnight Rate Swap UCITS ETF 1C (XEON.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 | XEON.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -6.23 | ||
| Sortino ratioReturn per unit of downside risk | -17.45 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 4.27 | -2.77 |
| Calmar ratioReturn relative to maximum drawdown | 4.28 | 69.36 | -65.08 |
| Martin ratioReturn relative to average drawdown | 16.37 | 316.53 | -300.17 |
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 | XEON.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.70 | 8.94 | -6.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.99 | 7.54 | -6.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.74 | -0.09 |
Drawdowns
VGWD.DE vs. XEON.DE - Drawdown Comparison
The maximum VGWD.DE drawdown since its inception was -34.57%, which is greater than XEON.DE's maximum drawdown of -3.71%. Use the drawdown chart below to compare losses from any high point for VGWD.DE and XEON.DE.
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Drawdown Indicators
| VGWD.DE | XEON.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.57% | -3.71% | -30.86% |
Max Drawdown (1Y)Largest decline over 1 year | -5.82% | -0.03% | -5.79% |
Max Drawdown (3Y)Largest decline over 3 years | -16.86% | -0.08% | -16.78% |
Max Drawdown (5Y)Largest decline over 5 years | -16.86% | -0.71% | -16.15% |
Max Drawdown (10Y)Largest decline over 10 years | — | -3.25% | — |
Current DrawdownCurrent decline from peak | -0.32% | -0.01% | -0.31% |
Average DrawdownAverage peak-to-trough decline | -4.05% | -0.92% | -3.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.52% | 0.01% | +1.51% |
Volatility
VGWD.DE vs. XEON.DE - Volatility Comparison
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) has a higher volatility of 2.33% compared to Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE) at 0.04%. This indicates that VGWD.DE's price experiences larger fluctuations and is considered to be riskier than XEON.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 | XEON.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.33% | 0.04% | +2.29% |
Volatility (6M)Calculated over the trailing 6-month period | 6.95% | 0.16% | +6.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.21% | 0.22% | +8.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.52% | 0.25% | +11.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.23% | 0.39% | +13.84% |
VGWD.DE vs. XEON.DE - Expense Ratio Comparison
VGWD.DE has a 0.29% expense ratio, which is higher than XEON.DE's 0.10% expense ratio.
Dividends
VGWD.DE vs. XEON.DE - Dividend Comparison
VGWD.DE's dividend yield for the trailing twelve months is around 2.49%, while XEON.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% |
XEON.DE Xtrackers II EUR Overnight Rate Swap 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 XEON.DE have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XEON.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XEON.DE is cheaper with a 0.10% expense ratio, compared with 0.29% for VGWD.DE.
VGWD.DE is categorized as Global Equities, while XEON.DE is Bank Loan. VGWD.DE tracks FTSE All-World High Dividend Yield index, while XEON.DE tracks Solactive €STR +8.5 Daily Index. They also come from different issuers: Vanguard and Xtrackers. Their fees differ too: 0.29% for VGWD.DE and 0.10% for XEON.DE.
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