VGWL.DE vs. DXSA.DE
VGWL.DE (Vanguard FTSE All-World UCITS ETF Distributing) and DXSA.DE (Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D) are both exchange-traded funds - VGWL.DE is a Global Equities fund tracking the FTSE All-World, while DXSA.DE is a Europe Equities fund tracking the EURO STOXX® Quality Dividend 50. Both are passively managed. Over the past 5 years, VGWL.DE returned 12.28%/yr vs 12.02%/yr for DXSA.DE. A 0.67 correlation means they provide meaningful diversification when combined. VGWL.DE charges 0.22%/yr vs 0.30%/yr for DXSA.DE.
Performance
VGWL.DE vs. DXSA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VGWL.DE achieves a 12.63% return, which is significantly higher than DXSA.DE's 9.28% return.
VGWL.DE
- 1D
- -0.24%
- 1M
- 3.64%
- YTD
- 12.63%
- 6M
- 12.78%
- 1Y
- 26.26%
- 3Y*
- 17.85%
- 5Y*
- 12.28%
- 10Y*
- —
DXSA.DE
- 1D
- 0.23%
- 1M
- 1.51%
- YTD
- 9.28%
- 6M
- 11.75%
- 1Y
- 19.18%
- 3Y*
- 19.44%
- 5Y*
- 12.02%
- 10Y*
- 9.19%
VGWL.DE vs. DXSA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGWL.DE Vanguard FTSE All-World UCITS ETF Distributing | 12.63% | 9.18% | 24.40% | 18.17% | -13.48% | 28.60% | 5.38% | 30.12% | -6.03% | 2.20% |
DXSA.DE Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D | 9.28% | 33.40% | 10.36% | 17.93% | -9.82% | 18.67% | -9.07% | 22.54% | -13.01% | -2.46% |
Correlation
The correlation between VGWL.DE and DXSA.DE is 0.51, 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 | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2017 | 0.67 |
The correlation between VGWL.DE and DXSA.DE shifts across timeframes, from 0.49 (3 years) to 0.67 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VGWL.DE vs. DXSA.DE — Risk / Return Rank
VGWL.DE
DXSA.DE
VGWL.DE vs. DXSA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF Distributing (VGWL.DE) and Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.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.
| VGWL.DE | DXSA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.46 | ||
| Sortino ratioReturn per unit of downside risk | +0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.34 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.99 | 2.59 | +1.40 |
| Martin ratioReturn relative to average drawdown | 16.38 | 8.70 | +7.68 |
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
| VGWL.DE | DXSA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.32 | 1.87 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.85 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.16 | +0.61 |
Drawdowns
VGWL.DE vs. DXSA.DE - Drawdown Comparison
The maximum VGWL.DE drawdown since its inception was -33.40%, smaller than the maximum DXSA.DE drawdown of -71.31%. Use the drawdown chart below to compare losses from any high point for VGWL.DE and DXSA.DE.
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Drawdown Indicators
| VGWL.DE | DXSA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.40% | -71.31% | +37.91% |
Max Drawdown (1Y)Largest decline over 1 year | -6.57% | -7.57% | +1.00% |
Max Drawdown (3Y)Largest decline over 3 years | -21.04% | -15.08% | -5.96% |
Max Drawdown (5Y)Largest decline over 5 years | -21.04% | -23.14% | +2.10% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.15% | — |
Current DrawdownCurrent decline from peak | -0.64% | -0.96% | +0.32% |
Average DrawdownAverage peak-to-trough decline | -4.34% | -23.06% | +18.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 2.26% | -0.65% |
Volatility
VGWL.DE vs. DXSA.DE - Volatility Comparison
Vanguard FTSE All-World UCITS ETF Distributing (VGWL.DE) has a higher volatility of 3.02% compared to Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.DE) at 2.73%. This indicates that VGWL.DE's price experiences larger fluctuations and is considered to be riskier than DXSA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGWL.DE | DXSA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.02% | 2.73% | +0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 8.13% | 8.39% | -0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.29% | 10.51% | +0.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.76% | 14.03% | -0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.51% | 15.60% | -0.09% |
VGWL.DE vs. DXSA.DE - Expense Ratio Comparison
VGWL.DE has a 0.22% expense ratio, which is lower than DXSA.DE's 0.30% expense ratio.
Dividends
VGWL.DE vs. DXSA.DE - Dividend Comparison
VGWL.DE's dividend yield for the trailing twelve months is around 1.24%, less than DXSA.DE's 4.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DXSA.DE Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D | 4.51% | 4.96% | 5.39% | 4.32% | 4.62% | 5.73% | 5.96% | 2.34% | 4.64% | 3.00% | 2.93% | 0.14% |
VGWL.DE Vanguard FTSE All-World UCITS ETF Distributing | 1.24% | 1.42% | 1.48% | 1.73% | 2.09% | 1.43% | 1.56% | 1.87% | 2.26% | 0.37% | 0.00% | 0.00% |
Frequently Asked Questions
VGWL.DE and DXSA.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VGWL.DE is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VGWL.DE is cheaper with a 0.22% expense ratio, compared with 0.30% for DXSA.DE.
VGWL.DE is categorized as Global Equities, while DXSA.DE is Europe Equities. VGWL.DE tracks FTSE All-World, while DXSA.DE tracks EURO STOXX® Quality Dividend 50. They also come from different issuers: Vanguard and Xtrackers. Their fees differ too: 0.22% for VGWL.DE and 0.30% for DXSA.DE.
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