VUSA.L vs. XDEQ.DE
VUSA.L (Vanguard S&P 500 UCITS ETF) and XDEQ.DE (Xtrackers MSCI World Quality Factor UCITS ETF 1C) are both exchange-traded funds - VUSA.L is a S&P 500 fund tracking the S&P 500 Index, while XDEQ.DE is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 10 years, VUSA.L returned 14.45%/yr vs 12.36%/yr for XDEQ.DE. Their correlation of 0.89 suggests significant overlap in exposure. VUSA.L charges 0.07%/yr vs 0.25%/yr for XDEQ.DE.
Performance
VUSA.L vs. XDEQ.DE - Performance Comparison
Loading charts...
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%
VUSA.L vs. XDEQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VUSA.L vs. XDEQ.DE — Risk / Return Rank
VUSA.L
XDEQ.DE
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.L | XDEQ.DE | Difference | |
|---|---|---|---|
| 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 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| VUSA.L | XDEQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.56% | -1.34% | -0.22% |
Average DrawdownAverage peak-to-trough decline | -3.14% | -6.27% | +3.13% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| VUSA.L | XDEQ.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Find the right allocation for VUSA.L and XDEQ.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer