VGWE.DE vs. XEON.DE
VGWE.DE (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc) and XEON.DE (Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C) are both exchange-traded funds - VGWE.DE is a Dividend 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, VGWE.DE returned 11.47%/yr vs 1.94%/yr for XEON.DE. At a correlation of -0.01, they often move in opposite directions. VGWE.DE charges 0.29%/yr vs 0.10%/yr for XEON.DE.
Performance
VGWE.DE vs. XEON.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VGWE.DE achieves a 12.43% return, which is significantly higher than XEON.DE's 0.80% return.
VGWE.DE
- 1D
- 0.23%
- 1M
- 3.30%
- YTD
- 12.43%
- 6M
- 14.13%
- 1Y
- 24.76%
- 3Y*
- 15.83%
- 5Y*
- 11.47%
- 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%
VGWE.DE vs. XEON.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VGWE.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc | 12.43% | 12.81% | 15.59% | 7.89% | 0.02% | 27.83% | 6.23% |
XEON.DE Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C | 0.80% | 2.25% | 3.78% | 3.30% | -0.04% | -0.58% | -0.27% |
Correlation
The correlation between VGWE.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 | -0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2020 | -0.01 |
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Return for Risk
VGWE.DE vs. XEON.DE — Risk / Return Rank
VGWE.DE
XEON.DE
VGWE.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 Acc (VGWE.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.
| VGWE.DE | XEON.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -6.33 | ||
| Sortino ratioReturn per unit of downside risk | -17.59 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 4.27 | -2.80 |
| Calmar ratioReturn relative to maximum drawdown | 4.11 | 69.36 | -65.25 |
| Martin ratioReturn relative to average drawdown | 15.82 | 316.53 | -300.71 |
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
| VGWE.DE | XEON.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.60 | 8.94 | -6.33 |
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 | 1.10 | 0.74 | +0.36 |
Drawdowns
VGWE.DE vs. XEON.DE - Drawdown Comparison
The maximum VGWE.DE drawdown since its inception was -16.43%, 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 VGWE.DE and XEON.DE.
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Drawdown Indicators
| VGWE.DE | XEON.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.43% | -3.71% | -12.72% |
Max Drawdown (1Y)Largest decline over 1 year | -6.00% | -0.03% | -5.97% |
Max Drawdown (3Y)Largest decline over 3 years | -16.43% | -0.08% | -16.35% |
Max Drawdown (5Y)Largest decline over 5 years | -16.43% | -0.71% | -15.72% |
Max Drawdown (10Y)Largest decline over 10 years | — | -3.25% | — |
Current DrawdownCurrent decline from peak | -0.37% | -0.01% | -0.36% |
Average DrawdownAverage peak-to-trough decline | -2.37% | -0.92% | -1.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 0.01% | +1.55% |
Volatility
VGWE.DE vs. XEON.DE - Volatility Comparison
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc (VGWE.DE) has a higher volatility of 2.38% compared to Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE) at 0.04%. This indicates that VGWE.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
| VGWE.DE | XEON.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.38% | 0.04% | +2.34% |
Volatility (6M)Calculated over the trailing 6-month period | 7.18% | 0.16% | +7.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.47% | 0.22% | +9.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.51% | 0.25% | +11.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.23% | 0.39% | +11.84% |
VGWE.DE vs. XEON.DE - Expense Ratio Comparison
VGWE.DE has a 0.29% expense ratio, which is higher than XEON.DE's 0.10% expense ratio.
Dividends
VGWE.DE vs. XEON.DE - Dividend Comparison
Neither VGWE.DE nor XEON.DE has paid dividends to shareholders.
Frequently Asked Questions
VGWE.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 VGWE.DE.
VGWE.DE is categorized as Dividend, while XEON.DE is Bank Loan. VGWE.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 VGWE.DE and 0.10% for XEON.DE.
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