XD3E.L vs. VUSA.L
Compare and contrast key facts about Xtrackers EURO STOXX Quality Dividend UCITS ETF 1D (XD3E.L) and Vanguard S&P 500 UCITS ETF (VUSA.L).
XD3E.L and VUSA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XD3E.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI EMU NR EUR. It was launched on Jun 1, 2007. VUSA.L is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 TR USD. It was launched on May 22, 2012. Both XD3E.L and VUSA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XD3E.L or VUSA.L.
Key characteristics
| XD3E.L | VUSA.L | |
|---|---|---|
| YTD Return | 7.67% | 14.30% |
| 1Y Return | 9.85% | 20.75% |
| 3Y Return (Ann) | 7.11% | 11.36% |
| 5Y Return (Ann) | 7.89% | 13.95% |
| 10Y Return (Ann) | 11.25% | 15.42% |
| Sharpe Ratio | 0.98 | 1.79 |
| Daily Std Dev | 13.25% | 11.26% |
| Max Drawdown | -60.56% | -25.47% |
| Current Drawdown | -3.79% | -2.40% |
Correlation
The correlation between XD3E.L and VUSA.L is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
XD3E.L vs. VUSA.L - Performance Comparison
In the year-to-date period, XD3E.L achieves a 7.67% return, which is significantly lower than VUSA.L's 14.30% return. Over the past 10 years, XD3E.L has underperformed VUSA.L with an annualized return of 11.25%, while VUSA.L has yielded a comparatively higher 15.42% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XD3E.L vs. VUSA.L - Expense Ratio Comparison
XD3E.L has a 0.30% expense ratio, which is higher than VUSA.L's 0.07% expense ratio.
Risk-Adjusted Performance
XD3E.L vs. VUSA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers EURO STOXX Quality Dividend UCITS ETF 1D (XD3E.L) and Vanguard S&P 500 UCITS ETF (VUSA.L). 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.
Dividends
XD3E.L vs. VUSA.L - Dividend Comparison
XD3E.L's dividend yield for the trailing twelve months is around 5.07%, more than VUSA.L's 0.82% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XD3E.L Xtrackers EURO STOXX Quality Dividend UCITS ETF 1D | 5.07% | 4.28% | 4.41% | 5.88% | 5.81% | 2.39% | 4.49% | 2.86% | 2.73% | 0.14% | 4.39% | 4.26% |
VUSA.L Vanguard S&P 500 UCITS ETF | 0.82% | 1.25% | 1.41% | 1.05% | 1.46% | 1.48% | 1.70% | 1.60% | 1.55% | 1.73% | 1.50% | 1.62% |
Drawdowns
XD3E.L vs. VUSA.L - Drawdown Comparison
The maximum XD3E.L drawdown since its inception was -60.56%, which is greater than VUSA.L's maximum drawdown of -25.47%. Use the drawdown chart below to compare losses from any high point for XD3E.L and VUSA.L. For additional features, visit the drawdowns tool.
Volatility
XD3E.L vs. VUSA.L - Volatility Comparison
Xtrackers EURO STOXX Quality Dividend UCITS ETF 1D (XD3E.L) and Vanguard S&P 500 UCITS ETF (VUSA.L) have volatilities of 4.37% and 4.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.