VVGM.DE vs. XDEV.DE
VVGM.DE (VanEck Morningstar Global Wide Moat UCITS ETF) and XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) are both Global Equities funds - VVGM.DE tracks the Morningstar Global Wide Moat Focus while XDEV.DE tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past 5 years, VVGM.DE returned 7.42%/yr vs 17.35%/yr for XDEV.DE. A 0.79 correlation means they provide meaningful diversification when combined. VVGM.DE charges 0.52%/yr vs 0.25%/yr for XDEV.DE.
Performance
VVGM.DE vs. XDEV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VVGM.DE achieves a 0.57% return, which is significantly lower than XDEV.DE's 35.07% return.
VVGM.DE
- 1D
- 0.63%
- 1M
- -0.91%
- YTD
- 0.57%
- 6M
- 0.63%
- 1Y
- 6.67%
- 3Y*
- 10.24%
- 5Y*
- 7.42%
- 10Y*
- —
XDEV.DE
- 1D
- -0.89%
- 1M
- 11.02%
- YTD
- 35.07%
- 6M
- 38.05%
- 1Y
- 63.16%
- 3Y*
- 26.76%
- 5Y*
- 17.35%
- 10Y*
- 12.35%
VVGM.DE vs. XDEV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VVGM.DE VanEck Morningstar Global Wide Moat UCITS ETF | 0.57% | 11.67% | 16.13% | 7.09% | -6.16% | 24.82% | 6.99% |
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 35.07% | 24.76% | 11.62% | 15.67% | -4.96% | 30.90% | 9.14% |
Correlation
The correlation between VVGM.DE and XDEV.DE is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2020 | 0.79 |
The correlation between VVGM.DE and XDEV.DE shifts across timeframes, from 0.61 (1 year) to 0.79 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VVGM.DE vs. XDEV.DE — Risk / Return Rank
VVGM.DE
XDEV.DE
VVGM.DE vs. XDEV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Morningstar Global Wide Moat UCITS ETF (VVGM.DE) and Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.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.
| VVGM.DE | XDEV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.93 | ||
| Sortino ratioReturn per unit of downside risk | -5.21 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.81 | -0.70 |
| Calmar ratioReturn relative to maximum drawdown | 0.68 | 10.38 | -9.70 |
| Martin ratioReturn relative to average drawdown | 2.16 | 39.12 | -36.96 |
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
| VVGM.DE | XDEV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 4.52 | -3.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 1.23 | -0.69 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.71 | +0.01 |
Drawdowns
VVGM.DE vs. XDEV.DE - Drawdown Comparison
The maximum VVGM.DE drawdown since its inception was -17.74%, smaller than the maximum XDEV.DE drawdown of -35.28%. Use the drawdown chart below to compare losses from any high point for VVGM.DE and XDEV.DE.
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Drawdown Indicators
| VVGM.DE | XDEV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.74% | -35.28% | +17.54% |
Max Drawdown (1Y)Largest decline over 1 year | -10.92% | -6.05% | -4.87% |
Max Drawdown (3Y)Largest decline over 3 years | -17.74% | -18.02% | +0.28% |
Max Drawdown (5Y)Largest decline over 5 years | -17.74% | -18.02% | +0.28% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.28% | — |
Current DrawdownCurrent decline from peak | -4.90% | -1.07% | -3.83% |
Average DrawdownAverage peak-to-trough decline | -3.80% | -5.56% | +1.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.46% | 1.61% | +1.85% |
Volatility
VVGM.DE vs. XDEV.DE - Volatility Comparison
The current volatility for VanEck Morningstar Global Wide Moat UCITS ETF (VVGM.DE) is 4.13%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a volatility of 5.77%. This indicates that VVGM.DE experiences smaller price fluctuations and is considered to be less risky than XDEV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VVGM.DE | XDEV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.13% | 5.77% | -1.64% |
Volatility (6M)Calculated over the trailing 6-month period | 10.21% | 11.20% | -0.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.66% | 13.89% | -1.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.62% | 13.96% | -0.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.72% | 15.90% | -2.18% |
VVGM.DE vs. XDEV.DE - Expense Ratio Comparison
VVGM.DE has a 0.52% expense ratio, which is higher than XDEV.DE's 0.25% expense ratio.
Dividends
VVGM.DE vs. XDEV.DE - Dividend Comparison
Neither VVGM.DE nor XDEV.DE has paid dividends to shareholders.
Frequently Asked Questions
VVGM.DE and XDEV.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEV.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEV.DE is cheaper with a 0.25% expense ratio, compared with 0.52% for VVGM.DE.
VVGM.DE tracks Morningstar Global Wide Moat Focus, while XDEV.DE tracks MSCI ACWI Value NR USD. They also come from different issuers: VanEck and DWS. Their fees differ too: 0.52% for VVGM.DE and 0.25% for XDEV.DE.
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