VGWL.DE vs. XDWU.DE
VGWL.DE (Vanguard FTSE All-World UCITS ETF Distributing) and XDWU.DE (Xtrackers MSCI World Utilities UCITS ETF 1C) are both exchange-traded funds - VGWL.DE is a Global Equities fund tracking the FTSE All-World, while XDWU.DE is a Utilities Equities fund tracking the MSCI World/Utilities NR USD. Both are passively managed. Over the past 5 years, VGWL.DE returned 11.41%/yr vs 10.54%/yr for XDWU.DE. At a 0.45 correlation, their price movements are largely independent. VGWL.DE charges 0.22%/yr vs 0.25%/yr for XDWU.DE.
Performance
VGWL.DE vs. XDWU.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with VGWL.DE having a 12.46% return and XDWU.DE slightly higher at 12.85%.
VGWL.DE
- 1D
- -1.19%
- 1M
- -0.67%
- 6M
- 8.99%
- YTD
- 12.46%
- 1Y
- 22.90%
- 3Y*
- 17.59%
- 5Y*
- 11.41%
- 10Y*
- —
XDWU.DE
- 1D
- 0.93%
- 1M
- 3.72%
- 6M
- 9.20%
- YTD
- 12.85%
- 1Y
- 20.77%
- 3Y*
- 15.20%
- 5Y*
- 10.54%
- 10Y*
- 8.35%
VGWL.DE vs. XDWU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGWL.DE Vanguard FTSE All-World UCITS ETF Distributing | 12.46% | 9.18% | 24.40% | 18.17% | -13.48% | 28.60% | 5.38% | 30.12% | -6.03% | 3.37% |
XDWU.DE Xtrackers MSCI World Utilities UCITS ETF 1C | 12.85% | 11.38% | 19.84% | -3.21% | 2.24% | 19.80% | -4.88% | 25.27% | 6.79% | -3.36% |
Correlation
The correlation between VGWL.DE and XDWU.DE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2017 | 0.45 |
Over the past year, the correlation between VGWL.DE and XDWU.DE has dropped to 0.18 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.
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Return for Risk
VGWL.DE vs. XDWU.DE — Risk / Return Rank
VGWL.DE
XDWU.DE
VGWL.DE vs. XDWU.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 MSCI World Utilities UCITS ETF 1C (XDWU.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.
| VGWL.DE | XDWU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.26 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.47 | 2.83 | +0.64 |
| Martin ratioReturn relative to average drawdown | 14.01 | 7.06 | +6.95 |
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Drawdowns
VGWL.DE vs. XDWU.DE - Drawdown Comparison
The maximum VGWL.DE drawdown since its inception was -33.40%, smaller than the maximum XDWU.DE drawdown of -42.00%. Use the drawdown chart below to compare losses from any high point for VGWL.DE and XDWU.DE.
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Drawdown Indicators
| VGWL.DE | XDWU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.40% | -42.00% | +8.60% |
Max Drawdown (1Y)Largest decline over 1 year | -6.57% | -7.30% | +0.73% |
Max Drawdown (3Y)Largest decline over 3 years | -21.04% | -12.69% | -8.35% |
Max Drawdown (5Y)Largest decline over 5 years | -21.04% | -23.26% | +2.22% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.61% | — |
Current DrawdownCurrent decline from peak | -1.87% | -1.14% | -0.73% |
Average DrawdownAverage peak-to-trough decline | -4.29% | -12.43% | +8.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 2.94% | -1.31% |
Volatility
VGWL.DE vs. XDWU.DE - Volatility Comparison
The current volatility for Vanguard FTSE All-World UCITS ETF Distributing (VGWL.DE) is 3.16%, while Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.DE) has a volatility of 3.48%. This indicates that VGWL.DE experiences smaller price fluctuations and is considered to be less risky than XDWU.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 | XDWU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | 3.48% | -0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 8.65% | 10.28% | -1.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.63% | 13.15% | -1.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.81% | 14.26% | -0.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.46% | 18.01% | -2.55% |
VGWL.DE vs. XDWU.DE - Expense Ratio Comparison
VGWL.DE has a 0.22% expense ratio, which is lower than XDWU.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
VGWL.DE vs. XDWU.DE - Dividend Comparison
VGWL.DE's dividend yield for the trailing twelve months is around 1.27%, while XDWU.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
VGWL.DE Vanguard FTSE All-World UCITS ETF Distributing | 1.27% | 1.42% | 1.48% | 1.73% | 2.09% | 1.43% | 1.56% | 1.87% | 2.26% | 0.37% |
XDWU.DE Xtrackers MSCI World Utilities 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
VGWL.DE and XDWU.DE have a correlation of 0.18, 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 0.25% for XDWU.DE.
VGWL.DE is categorized as Global Equities, while XDWU.DE is Utilities Equities. VGWL.DE tracks FTSE All-World, while XDWU.DE tracks MSCI World/Utilities NR USD. They also come from different issuers: Vanguard and Xtrackers. Their fees differ too: 0.22% for VGWL.DE and 0.25% for XDWU.DE.
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