VWRD.L vs. DEUS

Last updated Jun 5, 2026

VWRD.L (Vanguard FTSE All-World UCITS ETF) and DEUS (Xtrackers Russell US Multifactor ETF) are both exchange-traded funds - VWRD.L is a Global Equities fund tracking the FTSE All-World Index, while DEUS is a Mid Cap Blend Equities fund tracking the Russell 1000 Comprehensive Factor Index. Both are passively managed. Over the past 10 years, VWRD.L returned 12.64%/yr vs 11.33%/yr for DEUS. A 0.54 correlation means they provide meaningful diversification when combined. VWRD.L charges 0.22%/yr vs 0.17%/yr for DEUS.

Performance

VWRD.L vs. DEUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE All-World UCITS ETF (VWRD.L) and Xtrackers Russell US Multifactor ETF (DEUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with VWRD.L having a 11.63% return and DEUS slightly lower at 11.46%. Over the past 10 years, VWRD.L has outperformed DEUS with an annualized return of 12.64%, while DEUS has yielded a comparatively lower 11.33% annualized return.

VWRD.L

• 1D: -0.10%
• 1M: 4.28%
• YTD: 11.63%
• 6M: 13.01%
• 1Y: 28.61%
• 3Y*: 21.10%
• 5Y*: 11.25%
• 10Y*: 12.64%

DEUS

• 1D: 0.31%
• 1M: 2.70%
• YTD: 11.46%
• 6M: 11.99%
• 1Y: 19.36%
• 3Y*: 16.86%
• 5Y*: 9.46%
• 10Y*: 11.33%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VWRD.L vs. DEUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VWRD.L Vanguard FTSE All-World UCITS ETF	11.63%	22.38%	17.65%	22.31%	-18.19%	18.52%	16.13%	25.67%	-9.70%	24.36%
DEUS Xtrackers Russell US Multifactor ETF	11.46%	10.41%	14.33%	14.73%	-11.18%	26.31%	8.81%	28.80%	-9.16%	20.20%

Correlation

The correlation between VWRD.L and DEUS is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.44
Correlation (3Y) Calculated over the trailing 3-year period	0.47
Correlation (5Y) Calculated over the trailing 5-year period	0.52
Correlation (10Y) Calculated over the trailing 10-year period	0.55
Correlation (All Time) Calculated using the full available price history since Nov 25, 2015	0.54

The correlation between VWRD.L and DEUS shifts across timeframes, from 0.44 (1 year) to 0.55 (10 years), reflecting how their relationship changes across market environments.

VWRD.L vs. DEUS - Sectors Allocation Comparison

Sectors	VWRD.L	DEUS
Technology	30.2%	15.5%
Financial Services	16.1%	12.1%
Industrials	10.2%	17.6%
Consumer Cyclical	9.1%	10.6%
Communication Services	8.9%	3.8%
Healthcare	8.1%	11.4%
Consumer Defensive	4.9%	7.5%
Energy	4.3%	5.5%
Basic Materials	3.6%	4.5%
Utilities	2.9%	7.3%
Real Estate	1.6%	4.3%

Return for Risk

VWRD.L vs. DEUS — Risk / Return Rank

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

VWRD.L

VWRD.L Risk / Return Rank: 72
VWRD.L Sharpe Ratio Rank: 72
VWRD.L Sortino Ratio Rank: 77
VWRD.L Omega Ratio Rank: 73
VWRD.L Calmar Ratio Rank: 66
VWRD.L Martin Ratio Rank: 73

DEUS

DEUS Risk / Return Rank: 55
DEUS Sharpe Ratio Rank: 52
DEUS Sortino Ratio Rank: 55
DEUS Omega Ratio Rank: 50
DEUS Calmar Ratio Rank: 58
DEUS Martin Ratio Rank: 61

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.

VWRD.L vs. DEUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF (VWRD.L) and Xtrackers Russell US Multifactor ETF (DEUS). 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.

	VWRD.L	DEUS	Difference
Sharpe ratio: Return per unit of total volatility	2.30	1.77	+0.53
Sortino ratio: Return per unit of downside risk	3.40	2.60	+0.80
Omega ratio: Gain probability vs. loss probability	1.43	1.31	+0.12
Calmar ratio: Return relative to maximum drawdown	3.24	2.85	+0.39
Martin ratio: Return relative to average drawdown	13.61	10.81	+2.80
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VWRD.L vs. DEUS - Sharpe Ratio Comparison

The current VWRD.L Sharpe Ratio is 2.30, which is higher than the DEUS Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of VWRD.L and DEUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VWRD.L	DEUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.30	1.77	+0.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.73	0.61	+0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.80	0.63	+0.17
Sharpe Ratio (All Time) Calculated using the full available price history	0.82	0.64	+0.18

Drawdowns

VWRD.L vs. DEUS - Drawdown Comparison

The maximum VWRD.L drawdown since its inception was -33.83%, smaller than the maximum DEUS drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for VWRD.L and DEUS.

Drawdown Indicators

	VWRD.L	DEUS	Difference
Max Drawdown Largest peak-to-trough decline	-33.83%	-40.47%	+6.64%
Max Drawdown (1Y) Largest decline over 1 year	-8.80%	-6.83%	-1.97%
Max Drawdown (3Y) Largest decline over 3 years	-16.25%	-16.69%	+0.44%
Max Drawdown (5Y) Largest decline over 5 years	-26.02%	-20.89%	-5.13%
Max Drawdown (10Y) Largest decline over 10 years	-33.83%	-40.47%	+6.64%
Current Drawdown Current decline from peak	-0.78%	0.00%	-0.78%
Average Drawdown Average peak-to-trough decline	-4.62%	-4.33%	-0.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.10%	1.80%	+0.30%

Volatility

VWRD.L vs. DEUS - Volatility Comparison

Vanguard FTSE All-World UCITS ETF (VWRD.L) has a higher volatility of 3.88% compared to Xtrackers Russell US Multifactor ETF (DEUS) at 2.68%. This indicates that VWRD.L's price experiences larger fluctuations and is considered to be riskier than DEUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VWRD.L	DEUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.88%	2.68%	+1.20%
Volatility (6M) Calculated over the trailing 6-month period	9.80%	8.12%	+1.68%
Volatility (1Y) Calculated over the trailing 1-year period	12.39%	11.01%	+1.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.32%	15.55%	-0.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.72%	17.98%	-2.26%

VWRD.L vs. DEUS - Expense Ratio Comparison

VWRD.L has a 0.22% expense ratio, which is higher than DEUS's 0.17% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

VWRD.L vs. DEUS - Dividend Comparison

VWRD.L's dividend yield for the trailing twelve months is around 1.24%, less than DEUS's 1.44% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DEUS Xtrackers Russell US Multifactor ETF	1.44%	1.59%	1.36%	1.49%	1.74%	1.14%	1.61%	1.65%	1.77%	1.31%	2.75%	0.00%
VWRD.L Vanguard FTSE All-World UCITS ETF	1.24%	1.38%	1.52%	1.69%	2.05%	1.48%	1.47%	1.88%	2.29%	1.82%	2.04%	2.07%

Frequently Asked Questions

Can I hold both VWRD.L and DEUS in my portfolio?

VWRD.L and DEUS have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, VWRD.L or DEUS?

On fees, DEUS is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, VWRD.L or DEUS?

DEUS is cheaper with a 0.17% expense ratio, compared with 0.22% for VWRD.L.

What is the main difference between VWRD.L and DEUS?

VWRD.L is categorized as Global Equities, while DEUS is Mid Cap Blend Equities. VWRD.L tracks FTSE All-World Index, while DEUS tracks Russell 1000 Comprehensive Factor Index. They also come from different issuers: Vanguard and Xtrackers. Their fees differ too: 0.22% for VWRD.L and 0.17% for DEUS.