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VUKE.L vs. XUKX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VUKE.L vs. XUKX.L

Last updated Jun 5, 2026

VUKE.L (Vanguard FTSE 100 UCITS ETF Distributing) and XUKX.L (Xtrackers FTSE 100 UCITS ETF Income 1D) are both Europe Equities funds tracking the FTSE AllSh TR GBP, from Vanguard and Xtrackers respectively. Both are passively managed. Over the past 10 years, VUKE.L returned 9.04%/yr vs 4.48%/yr for XUKX.L. With a 0.96 correlation, they move nearly in lockstep. Both charge a 0.09% expense ratio.

Performance

VUKE.L vs. XUKX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L) and Xtrackers FTSE 100 UCITS ETF Income 1D (XUKX.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VUKE.L is traded in GBP, while XUKX.L is traded in GBp. To make them comparable, the XUKX.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, VUKE.L achieves a 5.46% return, which is significantly higher than XUKX.L's 4.28% return. Over the past 10 years, VUKE.L has outperformed XUKX.L with an annualized return of 9.04%, while XUKX.L has yielded a comparatively lower 4.48% annualized return.

VUKE.L

1D
0.32%
1M
-0.35%
YTD
5.46%
6M
8.44%
1Y
20.89%
3Y*
14.71%
5Y*
11.72%
10Y*
9.04%

XUKX.L

1D
0.26%
1M
-1.32%
YTD
4.28%
6M
7.07%
1Y
17.22%
3Y*
10.30%
5Y*
7.35%
10Y*
4.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUKE.L vs. XUKX.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VUKE.L
Vanguard FTSE 100 UCITS ETF Distributing		5.46%26.19%9.55%7.05%5.29%17.69%-11.61%17.49%-8.79%11.87%
XUKX.L
Xtrackers FTSE 100 UCITS ETF Income 1D		4.28%22.37%4.09%3.60%-2.09%14.55%-17.78%12.73%-12.82%6.99%

Correlation

The correlation between VUKE.L and XUKX.L is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (10Y)
Calculated over the trailing 10-year period

0.96

Correlation (All Time)
Calculated using the full available price history since May 24, 2012

0.96

The correlation between VUKE.L and XUKX.L has been stable across timeframes, ranging from 0.96 to 0.96 - a consistent structural relationship.

VUKE.L vs. XUKX.L - Sectors Allocation Comparison

Sectors
VUKE.L
XUKX.L

Financial Services

24.5%
26.4%

Consumer Defensive

13.9%
13.6%

Industrials

13.7%
13.0%

Healthcare

13.6%
12.9%

Energy

11.7%
10.5%

Basic Materials

8.5%
8.6%

Utilities

5.3%
4.9%

Consumer Cyclical

4.7%
4.5%

Communication Services

2.6%
2.3%

Real Estate

0.9%
1.0%

Technology

0.8%
0.3%

Financial Services

VUKE.L
24.5%
XUKX.L
26.4%

Consumer Defensive

VUKE.L
13.9%
XUKX.L
13.6%

Industrials

VUKE.L
13.7%
XUKX.L
13.0%

Healthcare

VUKE.L
13.6%
XUKX.L
12.9%

Energy

VUKE.L
11.7%
XUKX.L
10.5%

Basic Materials

VUKE.L
8.5%
XUKX.L
8.6%

Utilities

VUKE.L
5.3%
XUKX.L
4.9%

Consumer Cyclical

VUKE.L
4.7%
XUKX.L
4.5%

Communication Services

VUKE.L
2.6%
XUKX.L
2.3%

Real Estate

VUKE.L
0.9%
XUKX.L
1.0%

Technology

VUKE.L
0.8%
XUKX.L
0.3%

Compare stocks, funds, or ETFs

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Vanguard FTSE 100 UCITS ETF Distributing

Xtrackers FTSE 100 UCITS ETF Income 1D

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Often compared with XUKX.L:
XUKX.L vs. DHSXUKX.L vs. CUKX.LXUKX.L vs. VUKG.LXUKX.L vs. DGRWXUKX.L vs. S100.LXUKX.L vs. VHYL.ASXUKX.L vs. LDUK.L

Return for Risk

VUKE.L vs. XUKX.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VUKE.L
VUKE.L Risk / Return Rank: 5656
Overall Rank
VUKE.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VUKE.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
VUKE.L Omega Ratio Rank: 6262
Omega Ratio Rank
VUKE.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
VUKE.L Martin Ratio Rank: 4848
Martin Ratio Rank
XUKX.L
XUKX.L Risk / Return Rank: 4444
Overall Rank
XUKX.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
XUKX.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
XUKX.L Omega Ratio Rank: 4747
Omega Ratio Rank
XUKX.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
XUKX.L Martin Ratio Rank: 4040
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.

VUKE.L vs. XUKX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L) and Xtrackers FTSE 100 UCITS ETF Income 1D (XUKX.L). 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.

VUKE.LXUKX.LDifference
Sharpe ratioReturn per unit of total volatility
1.95
1.59

+0.37

Sortino ratioReturn per unit of downside risk
2.74
2.23

+0.52

Omega ratioGain probability vs. loss probability

1.37

1.29

+0.07

Calmar ratioReturn relative to maximum drawdown

2.40

1.97

+0.43

Martin ratioReturn relative to average drawdown

7.95

6.29

+1.66

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VUKE.L vs. XUKX.L - Sharpe Ratio Comparison

The current VUKE.L Sharpe Ratio is 1.95, which is comparable to the XUKX.L Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of VUKE.L and XUKX.L, 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

VUKE.LXUKX.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

1.59

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.57

+0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.29

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.12

+0.46

Drawdowns

VUKE.L vs. XUKX.L - Drawdown Comparison

The maximum VUKE.L drawdown since its inception was -34.27%, smaller than the maximum XUKX.L drawdown of -46.73%. Use the drawdown chart below to compare losses from any high point for VUKE.L and XUKX.L.

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Drawdown Indicators

VUKE.LXUKX.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.27%

-46.73%

+12.46%

Max Drawdown (1Y)

Largest decline over 1 year

-8.71%

-8.79%

+0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-12.83%

-13.13%

+0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-12.83%

-14.42%

+1.59%

Max Drawdown (10Y)

Largest decline over 10 years

-34.27%

-35.37%

+1.10%

Current Drawdown

Current decline from peak

-4.19%

-4.97%

+0.78%

Average Drawdown

Average peak-to-trough decline

-4.27%

-10.43%

+6.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

2.75%

-0.11%

Volatility

VUKE.L vs. XUKX.L - Volatility Comparison

Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L) and Xtrackers FTSE 100 UCITS ETF Income 1D (XUKX.L) have volatilities of 3.89% and 3.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VUKE.LXUKX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.89%

3.95%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

9.31%

9.45%

-0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

10.72%

10.93%

-0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.65%

13.11%

-0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.02%

15.60%

-0.58%

VUKE.L vs. XUKX.L - Expense Ratio Comparison

Both VUKE.L and XUKX.L have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

VUKE.L vs. XUKX.L - Dividend Comparison

VUKE.L's dividend yield for the trailing twelve months is around 3.00%, more than XUKX.L's 0.03% yield.

PositionTTM20252024202320222021202020192018201720162015
VUKE.L
Vanguard FTSE 100 UCITS ETF Distributing		3.00%3.12%3.74%3.82%3.94%3.90%3.02%4.65%4.64%3.99%3.75%4.25%
XUKX.L
Xtrackers FTSE 100 UCITS ETF Income 1D		0.03%0.03%0.05%0.04%0.07%0.03%0.06%0.04%0.05%0.04%0.03%0.00%

Frequently Asked Questions

With a correlation of 0.96, VUKE.L and XUKX.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.09% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

VUKE.L and XUKX.L have the same expense ratio: 0.09% per year.

Both ETFs track FTSE AllSh TR GBP. They also come from different issuers: Vanguard and Xtrackers.

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