VGWE.DE vs. XDND.DE
VGWE.DE (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulating) and XDND.DE (Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc)) are both Dividend funds - VGWE.DE tracks the FTSE All-World High Dividend Yield Index while XDND.DE tracks the MSCI North America High Dividend Yield Index. Both are passively managed. Over the past 5 years, VGWE.DE returned 12.25%/yr vs 9.35%/yr for XDND.DE. A 0.79 correlation means they provide meaningful diversification when combined. VGWE.DE charges 0.29%/yr vs 0.39%/yr for XDND.DE.
Performance
VGWE.DE vs. XDND.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VGWE.DE achieves a 16.24% return, which is significantly higher than XDND.DE's 14.96% return.
VGWE.DE
- 1D
- 0.00%
- 1M
- 1.91%
- 6M
- 12.22%
- YTD
- 16.24%
- 1Y
- 28.52%
- 3Y*
- 17.50%
- 5Y*
- 12.25%
- 10Y*
- —
XDND.DE
- 1D
- -0.33%
- 1M
- 1.31%
- 6M
- 10.56%
- YTD
- 14.96%
- 1Y
- 21.22%
- 3Y*
- 13.05%
- 5Y*
- 9.35%
- 10Y*
- 9.19%
VGWE.DE vs. XDND.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VGWE.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulating | 16.24% | 12.81% | 15.59% | 7.89% | 0.02% | 27.81% | 7.83% |
XDND.DE Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc) | 14.96% | 0.21% | 17.37% | 2.26% | 0.85% | 33.35% | 2.17% |
Correlation
The correlation between VGWE.DE and XDND.DE is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 2020 | 0.79 |
The correlation between VGWE.DE and XDND.DE shifts across timeframes, from 0.67 (1 year) to 0.79 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VGWE.DE vs. XDND.DE — Risk / Return Rank
VGWE.DE
XDND.DE
VGWE.DE vs. XDND.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 Accumulating (VGWE.DE) and Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc) (XDND.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VGWE.DE | XDND.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.82 | ||
| Sortino ratioReturn per unit of downside risk | +1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.56 | 1.38 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 4.73 | 4.29 | +0.44 |
| Martin ratioReturn relative to average drawdown | 18.75 | 13.12 | +5.63 |
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Drawdowns
VGWE.DE vs. XDND.DE - Drawdown Comparison
The maximum VGWE.DE drawdown since its inception was -16.43%, smaller than the maximum XDND.DE drawdown of -32.18%. Use the drawdown chart below to compare losses from any high point for VGWE.DE and XDND.DE.
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Drawdown Indicators
| VGWE.DE | XDND.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.43% | -32.18% | +15.75% |
Max Drawdown (1Y)Largest decline over 1 year | -6.00% | -4.92% | -1.08% |
Max Drawdown (3Y)Largest decline over 3 years | -16.43% | -18.13% | +1.70% |
Max Drawdown (5Y)Largest decline over 5 years | -16.43% | -18.13% | +1.70% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.18% | — |
Current DrawdownCurrent decline from peak | -0.16% | -1.63% | +1.47% |
Average DrawdownAverage peak-to-trough decline | -2.33% | -6.83% | +4.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.52% | 1.61% | -0.09% |
Volatility
VGWE.DE vs. XDND.DE - Volatility Comparison
The current volatility for Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulating (VGWE.DE) is 1.82%, while Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc) (XDND.DE) has a volatility of 2.76%. This indicates that VGWE.DE experiences smaller price fluctuations and is considered to be less risky than XDND.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGWE.DE | XDND.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.82% | 2.76% | -0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 7.11% | 7.04% | +0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.37% | 9.57% | -0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.49% | 12.52% | -1.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.18% | 16.08% | -3.90% |
VGWE.DE vs. XDND.DE - Expense Ratio Comparison
VGWE.DE has a 0.29% expense ratio, which is lower than XDND.DE's 0.39% expense ratio.
Dividends
VGWE.DE vs. XDND.DE - Dividend Comparison
Neither VGWE.DE nor XDND.DE has paid dividends to shareholders.
Frequently Asked Questions
VGWE.DE and XDND.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VGWE.DE is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VGWE.DE is cheaper with a 0.29% expense ratio, compared with 0.39% for XDND.DE.
VGWE.DE tracks FTSE All-World High Dividend Yield Index, while XDND.DE tracks MSCI North America High Dividend Yield Index. They also come from different issuers: Vanguard and Xtrackers. Their fees differ too: 0.29% for VGWE.DE and 0.39% for XDND.DE.
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