VWCE.DE vs. XG12.DE
VWCE.DE (Vanguard FTSE All-World UCITS ETF) and XG12.DE (Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C) are both Global Equities funds - VWCE.DE tracks the FTSE All-World Index while XG12.DE tracks the MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select. Both are passively managed. Over the past 3 years, VWCE.DE returned 17.85%/yr vs 12.73%/yr for XG12.DE. A 0.77 correlation means they provide meaningful diversification when combined. VWCE.DE charges 0.19%/yr vs 0.35%/yr for XG12.DE.
Performance
VWCE.DE vs. XG12.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VWCE.DE achieves a 12.64% return, which is significantly lower than XG12.DE's 39.92% return.
VWCE.DE
- 1D
- -0.21%
- 1M
- 3.63%
- YTD
- 12.64%
- 6M
- 12.84%
- 1Y
- 26.31%
- 3Y*
- 17.85%
- 5Y*
- 12.28%
- 10Y*
- —
XG12.DE
- 1D
- -0.39%
- 1M
- 8.41%
- YTD
- 39.92%
- 6M
- 37.25%
- 1Y
- 53.56%
- 3Y*
- 12.73%
- 5Y*
- —
- 10Y*
- —
VWCE.DE vs. XG12.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
VWCE.DE Vanguard FTSE All-World UCITS ETF | 12.64% | 9.16% | 24.41% | 18.18% | -4.72% |
XG12.DE Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C | 39.92% | 8.69% | -4.44% | -8.34% | -5.33% |
Correlation
The correlation between VWCE.DE and XG12.DE is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2022 | 0.77 |
The correlation between VWCE.DE and XG12.DE has been stable across timeframes, ranging from 0.76 to 0.82 - 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
VWCE.DE vs. XG12.DE — Risk / Return Rank
VWCE.DE
XG12.DE
VWCE.DE vs. XG12.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF (VWCE.DE) and Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C (XG12.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.
| VWCE.DE | XG12.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.02 | ||
| Sortino ratioReturn per unit of downside risk | -1.33 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.59 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 4.01 | 7.95 | -3.94 |
| Martin ratioReturn relative to average drawdown | 16.55 | 25.46 | -8.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| VWCE.DE | XG12.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.31 | 3.33 | -1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.39 | +0.39 |
Drawdowns
VWCE.DE vs. XG12.DE - Drawdown Comparison
The maximum VWCE.DE drawdown since its inception was -33.43%, roughly equal to the maximum XG12.DE drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for VWCE.DE and XG12.DE.
Loading charts...
Drawdown Indicators
| VWCE.DE | XG12.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.43% | -32.01% | -1.42% |
Max Drawdown (1Y)Largest decline over 1 year | -6.55% | -6.77% | +0.22% |
Max Drawdown (3Y)Largest decline over 3 years | -21.07% | -24.98% | +3.91% |
Max Drawdown (5Y)Largest decline over 5 years | -21.07% | — | — |
Current DrawdownCurrent decline from peak | -0.66% | -1.67% | +1.01% |
Average DrawdownAverage peak-to-trough decline | -4.69% | -14.28% | +9.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.59% | 2.12% | -0.53% |
Volatility
VWCE.DE vs. XG12.DE - Volatility Comparison
The current volatility for Vanguard FTSE All-World UCITS ETF (VWCE.DE) is 3.06%, while Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C (XG12.DE) has a volatility of 6.86%. This indicates that VWCE.DE experiences smaller price fluctuations and is considered to be less risky than XG12.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VWCE.DE | XG12.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.06% | 6.86% | -3.80% |
Volatility (6M)Calculated over the trailing 6-month period | 8.18% | 12.62% | -4.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.37% | 16.18% | -4.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.75% | 17.44% | -3.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.16% | 17.44% | -1.28% |
VWCE.DE vs. XG12.DE - Expense Ratio Comparison
VWCE.DE has a 0.19% expense ratio, which is lower than XG12.DE's 0.35% expense ratio.
Dividends
VWCE.DE vs. XG12.DE - Dividend Comparison
Neither VWCE.DE nor XG12.DE has paid dividends to shareholders.
Frequently Asked Questions
VWCE.DE and XG12.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VWCE.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VWCE.DE is cheaper with a 0.19% expense ratio, compared with 0.35% for XG12.DE.
VWCE.DE tracks FTSE All-World Index, while XG12.DE tracks MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select. They also come from different issuers: Vanguard and Xtrackers. Their fees differ too: 0.19% for VWCE.DE and 0.35% for XG12.DE.
Find the right allocation for VWCE.DE and XG12.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