VLEU.DE vs. XDEB.DE
VLEU.DE (BNP Paribas Easy ESG Low Volatility Europe UCITS ETF) and XDEB.DE (Xtrackers MSCI World Minimum Volatility UCITS ETF 1C) are both exchange-traded funds - VLEU.DE is a Europe Equities fund tracking the BNP Paribas Low Vol Europe ESG, while XDEB.DE is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 5 years, VLEU.DE returned 7.63%/yr vs 6.21%/yr for XDEB.DE. At a 0.49 correlation, their price movements are largely independent. VLEU.DE charges 0.30%/yr vs 0.25%/yr for XDEB.DE.
Performance
VLEU.DE vs. XDEB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VLEU.DE achieves a 4.90% return, which is significantly higher than XDEB.DE's 1.74% return.
VLEU.DE
- 1D
- 0.81%
- 1M
- 0.97%
- YTD
- 4.90%
- 6M
- 6.83%
- 1Y
- 6.35%
- 3Y*
- 10.05%
- 5Y*
- 7.63%
- 10Y*
- —
XDEB.DE
- 1D
- -0.04%
- 1M
- 1.52%
- YTD
- 1.74%
- 6M
- 1.86%
- 1Y
- -0.08%
- 3Y*
- 6.45%
- 5Y*
- 6.21%
- 10Y*
- 6.88%
VLEU.DE vs. XDEB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VLEU.DE BNP Paribas Easy ESG Low Volatility Europe UCITS ETF | 4.90% | 12.78% | 10.91% | 11.65% | -13.54% | 27.36% | -5.16% | 25.67% | -3.52% | 14.10% |
XDEB.DE Xtrackers MSCI World Minimum Volatility UCITS ETF 1C | 1.74% | -1.27% | 17.83% | 3.66% | -4.06% | 24.01% | -6.66% | 26.17% | 1.99% | 3.04% |
Correlation
The correlation between VLEU.DE and XDEB.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2016 | 0.49 |
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Return for Risk
VLEU.DE vs. XDEB.DE — Risk / Return Rank
VLEU.DE
XDEB.DE
VLEU.DE vs. XDEB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy ESG Low Volatility Europe UCITS ETF (VLEU.DE) and Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.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.
| VLEU.DE | XDEB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.56 | ||
| Sortino ratioReturn per unit of downside risk | +0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.00 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.62 | -0.02 | +0.64 |
| Martin ratioReturn relative to average drawdown | 1.83 | -0.03 | +1.87 |
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
| VLEU.DE | XDEB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.55 | -0.01 | +0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.61 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.62 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.70 | +0.06 |
Drawdowns
VLEU.DE vs. XDEB.DE - Drawdown Comparison
The maximum VLEU.DE drawdown since its inception was -32.22%, which is greater than XDEB.DE's maximum drawdown of -28.57%. Use the drawdown chart below to compare losses from any high point for VLEU.DE and XDEB.DE.
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Drawdown Indicators
| VLEU.DE | XDEB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.22% | -28.57% | -3.65% |
Max Drawdown (1Y)Largest decline over 1 year | -10.14% | -5.31% | -4.83% |
Max Drawdown (3Y)Largest decline over 3 years | -12.56% | -13.02% | +0.46% |
Max Drawdown (5Y)Largest decline over 5 years | -19.89% | -13.02% | -6.87% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.57% | — |
Current DrawdownCurrent decline from peak | -4.49% | -6.53% | +2.04% |
Average DrawdownAverage peak-to-trough decline | -5.37% | -5.03% | -0.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.46% | 2.37% | +1.09% |
Volatility
VLEU.DE vs. XDEB.DE - Volatility Comparison
BNP Paribas Easy ESG Low Volatility Europe UCITS ETF (VLEU.DE) has a higher volatility of 3.76% compared to Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.DE) at 2.63%. This indicates that VLEU.DE's price experiences larger fluctuations and is considered to be riskier than XDEB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VLEU.DE | XDEB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.76% | 2.63% | +1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 9.58% | 5.56% | +4.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.54% | 7.86% | +3.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.47% | 10.16% | +4.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.57% | 12.03% | +4.54% |
VLEU.DE vs. XDEB.DE - Expense Ratio Comparison
VLEU.DE has a 0.30% expense ratio, which is higher than XDEB.DE's 0.25% expense ratio.
Dividends
VLEU.DE vs. XDEB.DE - Dividend Comparison
Neither VLEU.DE nor XDEB.DE has paid dividends to shareholders.
Frequently Asked Questions
VLEU.DE and XDEB.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEB.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEB.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for VLEU.DE.
VLEU.DE is categorized as Europe Equities, while XDEB.DE is Global Equities. VLEU.DE tracks BNP Paribas Low Vol Europe ESG, while XDEB.DE tracks MSCI ACWI NR USD. They also come from different issuers: BNP Paribas and DWS. Their fees differ too: 0.30% for VLEU.DE and 0.25% for XDEB.DE.
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