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VGWL.DE vs. XYP1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGWL.DE vs. XYP1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE All-World UCITS ETF Distributing (VGWL.DE) and Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF (XYP1.DE). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGWL.DE vs. XYP1.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VGWL.DE
VGWL.DE Risk / Return Rank: 7676
Overall Rank
VGWL.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VGWL.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
VGWL.DE Omega Ratio Rank: 7575
Omega Ratio Rank
VGWL.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
VGWL.DE Martin Ratio Rank: 8282
Martin Ratio Rank

XYP1.DE
XYP1.DE Risk / Return Rank: 1818
Overall Rank
XYP1.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
XYP1.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
XYP1.DE Omega Ratio Rank: 1818
Omega Ratio Rank
XYP1.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
XYP1.DE Martin Ratio Rank: 1818
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.DEXYP1.DEDifference
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

VGWL.DE vs. XYP1.DE - Sharpe Ratio Comparison

The current VGWL.DE Sharpe Ratio is 2.32, which is higher than the XYP1.DE Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of VGWL.DE and XYP1.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VGWL.DEXYP1.DEDifference

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.DEXYP1.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.64%

-0.61%

-0.03%

Average Drawdown

Average peak-to-trough decline

-4.34%

-0.93%

-3.41%

Ulcer Index

Depth 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.DEXYP1.DEDifference

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.


PositionTTM202520242023202220212020201920182017
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.

Portfolio Optimizer

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