VGWL.DE vs. XYP1.DE
VGWL.DE (Vanguard FTSE All-World UCITS ETF Distributing) and XYP1.DE (Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF) are both exchange-traded funds - VGWL.DE is a Global Equities fund tracking the FTSE All-World, while XYP1.DE is a European Government Bonds fund tracking the iBoxx® EUR Sovereigns Eurozone Yield Plus 1-3. Both are passively managed. Over the past 5 years, VGWL.DE returned 12.28%/yr vs 0.86%/yr for XYP1.DE. At a 0.12 correlation, their price movements are largely independent. VGWL.DE charges 0.22%/yr vs 0.15%/yr for XYP1.DE.
Performance
VGWL.DE vs. XYP1.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 XYP1.DE's 0.03% 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*
- —
XYP1.DE
- 1D
- 0.05%
- 1M
- 0.03%
- YTD
- 0.03%
- 6M
- 0.15%
- 1Y
- 0.93%
- 3Y*
- 2.85%
- 5Y*
- 0.86%
- 10Y*
- 0.56%
VGWL.DE vs. XYP1.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% |
XYP1.DE Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF | 0.03% | 2.37% | 3.44% | 3.75% | -4.62% | -0.71% | 0.54% | 1.24% | -0.04% | -0.21% |
Correlation
The correlation between VGWL.DE and XYP1.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2017 | 0.12 |
The correlation between VGWL.DE and XYP1.DE shifts across timeframes, from 0.10 (5 years) to 0.23 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VGWL.DE vs. XYP1.DE — Risk / Return Rank
VGWL.DE
XYP1.DE
VGWL.DE vs. XYP1.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 Eurozone Government Bond Yield Plus 1-3 UCITS ETF (XYP1.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 | XYP1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.77 | ||
| Sortino ratioReturn per unit of downside risk | +2.46 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.11 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 3.99 | 0.55 | +3.44 |
| Martin ratioReturn relative to average drawdown | 16.38 | 1.75 | +14.63 |
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 | XYP1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.32 | 0.56 | +1.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.49 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.28 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.46 | +0.31 |
Drawdowns
VGWL.DE vs. XYP1.DE - Drawdown Comparison
The maximum VGWL.DE drawdown since its inception was -33.40%, which is greater than XYP1.DE's maximum drawdown of -5.77%. Use the drawdown chart below to compare losses from any high point for VGWL.DE and XYP1.DE.
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Drawdown Indicators
| VGWL.DE | XYP1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.40% | -5.77% | -27.63% |
Max Drawdown (1Y)Largest decline over 1 year | -6.57% | -1.39% | -5.18% |
Max Drawdown (3Y)Largest decline over 3 years | -21.04% | -1.39% | -19.65% |
Max Drawdown (5Y)Largest decline over 5 years | -21.04% | -5.53% | -15.51% |
Max Drawdown (10Y)Largest decline over 10 years | — | -5.77% | — |
Current DrawdownCurrent decline from peak | -0.64% | -0.61% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -4.34% | -0.93% | -3.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 0.44% | +1.17% |
Volatility
VGWL.DE vs. XYP1.DE - Volatility Comparison
Vanguard FTSE All-World UCITS ETF Distributing (VGWL.DE) has a higher volatility of 3.02% compared to Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF (XYP1.DE) at 0.49%. This indicates that VGWL.DE's price experiences larger fluctuations and is considered to be riskier than XYP1.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 | XYP1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.02% | 0.49% | +2.53% |
Volatility (6M)Calculated over the trailing 6-month period | 8.13% | 1.25% | +6.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.29% | 1.38% | +9.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.76% | 1.75% | +12.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.51% | 2.01% | +13.50% |
VGWL.DE vs. XYP1.DE - Expense Ratio Comparison
VGWL.DE has a 0.22% expense ratio, which is higher than XYP1.DE's 0.15% expense ratio. However, 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. XYP1.DE - Dividend Comparison
VGWL.DE's dividend yield for the trailing twelve months is around 1.24%, while XYP1.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 | 1.24% | 1.42% | 1.48% | 1.73% | 2.09% | 1.43% | 1.56% | 1.87% | 2.26% | 0.37% |
XYP1.DE Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF | 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 XYP1.DE have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XYP1.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XYP1.DE is cheaper with a 0.15% expense ratio, compared with 0.22% for VGWL.DE.
VGWL.DE is categorized as Global Equities, while XYP1.DE is European Government Bonds. VGWL.DE tracks FTSE All-World, while XYP1.DE tracks iBoxx® EUR Sovereigns Eurozone Yield Plus 1-3. They also come from different issuers: Vanguard and Xtrackers. Their fees differ too: 0.22% for VGWL.DE and 0.15% for XYP1.DE.
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