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VUSA.L vs. XDEQ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VUSA.L vs. XDEQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard S&P 500 UCITS ETF (VUSA.L) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VUSA.L is traded in GBP, while XDEQ.DE is traded in EUR. To make them comparable, the XDEQ.DE values have been converted to GBP using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with VUSA.L having a 9.45% return and XDEQ.DE slightly higher at 9.65%. Over the past 10 years, VUSA.L has outperformed XDEQ.DE with an annualized return of 14.45%, while XDEQ.DE has yielded a comparatively lower 12.36% annualized return.


VUSA.L

1D
0.36%
1M
-1.56%
6M
9.55%
YTD
9.45%
1Y
20.18%
3Y*
17.62%
5Y*
13.22%
10Y*
14.45%
ALL TIME*
16.14%

XDEQ.DE

1D
0.09%
1M
-0.35%
6M
8.17%
YTD
9.65%
1Y
19.67%
3Y*
14.86%
5Y*
10.44%
10Y*
12.36%
ALL TIME*
10.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUSA.L vs. XDEQ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VUSA.L
Vanguard S&P 500 UCITS ETF
9.45%9.39%27.33%19.82%-9.02%30.97%13.65%26.53%-0.10%10.72%
XDEQ.DE
Xtrackers MSCI World Quality Factor UCITS ETF 1C
9.65%8.22%18.41%19.40%-10.13%24.91%10.38%27.20%-1.96%12.82%

Correlation

The correlation between VUSA.L and XDEQ.DE is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.85

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

0.89

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

0.90

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

0.89

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2014

0.89

The correlation between VUSA.L and XDEQ.DE has been stable across timeframes, ranging from 0.85 to 0.90 - a consistent structural relationship.

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Return for Risk

VUSA.L vs. XDEQ.DE — Risk / Return Rank

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

VUSA.L
VUSA.L Risk / Return Rank: 7676
Overall Rank
VUSA.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
VUSA.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
VUSA.L Omega Ratio Rank: 7777
Omega Ratio Rank
VUSA.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
VUSA.L Martin Ratio Rank: 7575
Martin Ratio Rank

XDEQ.DE
XDEQ.DE Risk / Return Rank: 8686
Overall Rank
XDEQ.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
XDEQ.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
XDEQ.DE Omega Ratio Rank: 8585
Omega Ratio Rank
XDEQ.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
XDEQ.DE Martin Ratio Rank: 9090
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.

VUSA.L vs. XDEQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 UCITS ETF (VUSA.L) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.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.


VUSA.LXDEQ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.34

1.35

-0.01

Calmar ratioReturn relative to maximum drawdown

2.83

2.91

-0.08

Martin ratioReturn relative to average drawdown

10.12

12.20

-2.08

VUSA.L vs. XDEQ.DE - Sharpe Ratio Comparison

The current VUSA.L Sharpe Ratio is 1.85, which is comparable to the XDEQ.DE Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of VUSA.L and XDEQ.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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Drawdowns

VUSA.L vs. XDEQ.DE - Drawdown Comparison

The maximum VUSA.L drawdown since its inception was -25.48%, smaller than the maximum XDEQ.DE drawdown of -29.03%. Use the drawdown chart below to compare losses from any high point for VUSA.L and XDEQ.DE.


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Drawdown Indicators


VUSA.LXDEQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.48%

-29.03%

+3.55%

Max Drawdown (1Y)

Largest decline over 1 year

-7.10%

-6.74%

-0.36%

Max Drawdown (3Y)

Largest decline over 3 years

-20.93%

-18.71%

-2.22%

Max Drawdown (5Y)

Largest decline over 5 years

-20.93%

-18.71%

-2.22%

Max Drawdown (10Y)

Largest decline over 10 years

-25.48%

-24.59%

-0.89%

Current Drawdown

Current decline from peak

-1.56%

-1.34%

-0.22%

Average Drawdown

Average peak-to-trough decline

-3.14%

-6.27%

+3.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

1.61%

+0.38%

Volatility

VUSA.L vs. XDEQ.DE - Volatility Comparison

Vanguard S&P 500 UCITS ETF (VUSA.L) has a higher volatility of 2.97% compared to Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) at 2.82%. This indicates that VUSA.L's price experiences larger fluctuations and is considered to be riskier than XDEQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VUSA.LXDEQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.97%

2.82%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

7.59%

7.32%

+0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

10.90%

10.31%

+0.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.35%

13.77%

+0.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.52%

15.58%

-0.06%

VUSA.L vs. XDEQ.DE - Expense Ratio Comparison

VUSA.L has a 0.07% expense ratio, which is lower than XDEQ.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

VUSA.L vs. XDEQ.DE - Dividend Comparison

VUSA.L's dividend yield for the trailing twelve months is around 0.89%, while XDEQ.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
VUSA.L
Vanguard S&P 500 UCITS ETF
0.89%0.95%1.00%1.24%1.41%1.04%1.44%1.50%1.72%1.61%1.58%1.74%
XDEQ.DE
Xtrackers MSCI World Quality Factor UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VUSA.L and XDEQ.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VUSA.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUSA.L is cheaper with a 0.07% expense ratio, compared with 0.25% for XDEQ.DE.

VUSA.L is categorized as S&P 500, while XDEQ.DE is Global Equities. VUSA.L tracks S&P 500 Index, while XDEQ.DE tracks MSCI ACWI NR USD. They also come from different issuers: Vanguard and Xtrackers. Their fees differ too: 0.07% for VUSA.L and 0.25% for XDEQ.DE.

Portfolio Optimizer

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