VWCG.DE vs. XDEW.DE
VWCG.DE (Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - VWCG.DE is a Europe Equities fund tracking the FTSE Developed Europe, while XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index. Both are passively managed. Over the past 5 years, VWCG.DE returned 10.01%/yr vs 9.29%/yr for XDEW.DE. A 0.71 correlation means they provide meaningful diversification when combined. VWCG.DE charges 0.10%/yr vs 0.20%/yr for XDEW.DE.
Performance
VWCG.DE vs. XDEW.DE - Performance Comparison
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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%
VWCG.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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
VWCG.DE
XDEW.DE
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.DE | XDEW.DE | Difference | |
|---|---|---|---|
| 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 |
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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.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.03% | 0.00% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -4.98% | -5.37% | +0.39% |
Ulcer IndexDepth 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.DE | XDEW.DE | Difference | |
|---|---|---|---|
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.
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.
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