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VWCG.DE vs. XDEW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VWCG.DE vs. XDEW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.DE) and Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VWCG.DE achieves a 8.96% return, which is significantly lower than XDEW.DE's 11.42% return.


VWCG.DE

1D
1.89%
1M
5.02%
YTD
8.96%
6M
11.76%
1Y
19.41%
3Y*
14.33%
5Y*
10.01%
10Y*

XDEW.DE

1D
1.44%
1M
5.26%
YTD
11.42%
6M
11.62%
1Y
20.08%
3Y*
11.73%
5Y*
9.29%
10Y*
11.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWCG.DE vs. XDEW.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VWCG.DE
Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating
8.96%20.44%8.96%16.07%-9.83%24.91%-2.57%7.53%
XDEW.DE
Xtrackers S&P 500 Equal Weight UCITS ETF 1C
11.42%-0.46%18.66%10.08%-6.94%41.59%1.18%7.67%

Correlation

The correlation between VWCG.DE and XDEW.DE is 0.64, 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

0.64

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

0.59

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

0.67

Correlation (All Time)
Calculated using the full available price history since Jul 23, 2019

0.71

The correlation between VWCG.DE and XDEW.DE shifts across timeframes, from 0.59 (3 years) to 0.71 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VWCG.DE vs. XDEW.DE — Risk / Return Rank

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

VWCG.DE
VWCG.DE Risk / Return Rank: 4646
Overall Rank
VWCG.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
VWCG.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
VWCG.DE Omega Ratio Rank: 4646
Omega Ratio Rank
VWCG.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
VWCG.DE Martin Ratio Rank: 4949
Martin Ratio Rank

XDEW.DE
XDEW.DE Risk / Return Rank: 6969
Overall Rank
XDEW.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
XDEW.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
XDEW.DE Omega Ratio Rank: 6363
Omega Ratio Rank
XDEW.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
XDEW.DE Martin Ratio Rank: 7373
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.

VWCG.DE vs. XDEW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.DE) and Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.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.


VWCG.DEXDEW.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.44

Sortino ratioReturn per unit of downside risk

-0.54

Omega ratioGain probability vs. loss probability

1.26

1.33

-0.07

Calmar ratioReturn relative to maximum drawdown

1.91

3.92

-2.01

Martin ratioReturn relative to average drawdown

7.33

11.96

-4.64

VWCG.DE vs. XDEW.DE - Sharpe Ratio Comparison

The current VWCG.DE Sharpe Ratio is 1.41, which is comparable to the XDEW.DE Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of VWCG.DE and XDEW.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

VWCG.DE vs. XDEW.DE - Drawdown Comparison

The maximum VWCG.DE drawdown since its inception was -35.70%, smaller than the maximum XDEW.DE drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for VWCG.DE and XDEW.DE.


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Drawdown Indicators


VWCG.DEXDEW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.70%

-38.79%

+3.09%

Max Drawdown (1Y)

Largest decline over 1 year

-9.58%

-5.06%

-4.52%

Max Drawdown (3Y)

Largest decline over 3 years

-16.07%

-22.70%

+6.63%

Max Drawdown (5Y)

Largest decline over 5 years

-20.09%

-22.70%

+2.61%

Max Drawdown (10Y)

Largest decline over 10 years

-38.79%

Current Drawdown

Current decline from peak

-0.03%

0.00%

-0.03%

Average Drawdown

Average peak-to-trough decline

-4.98%

-5.37%

+0.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

1.66%

+0.85%

Volatility

VWCG.DE vs. XDEW.DE - Volatility Comparison

Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.DE) has a higher volatility of 4.24% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.32%. This indicates that VWCG.DE's price experiences larger fluctuations and is considered to be riskier than XDEW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWCG.DEXDEW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

2.32%

+1.92%

Volatility (6M)

Calculated over the trailing 6-month period

10.80%

6.82%

+3.98%

Volatility (1Y)

Calculated over the trailing 1-year period

13.05%

10.80%

+2.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.31%

14.90%

-0.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.85%

16.84%

+0.01%

VWCG.DE vs. XDEW.DE - Expense Ratio Comparison

VWCG.DE has a 0.10% expense ratio, which is lower than XDEW.DE's 0.20% 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

VWCG.DE vs. XDEW.DE - Dividend Comparison

Neither VWCG.DE nor XDEW.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


VWCG.DE and XDEW.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VWCG.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VWCG.DE is cheaper with a 0.10% expense ratio, compared with 0.20% for XDEW.DE.

VWCG.DE is categorized as Europe Equities, while XDEW.DE is S&P 500. VWCG.DE tracks FTSE Developed Europe, while XDEW.DE tracks S&P 500 Equal Weight Index. They also come from different issuers: Vanguard and Xtrackers. Their fees differ too: 0.10% for VWCG.DE and 0.20% for XDEW.DE.

Portfolio Optimizer

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