XD9U.DE vs. VGVF.DE
Compare and contrast key facts about Xtrackers MSCI USA UCITS ETF 1C (XD9U.DE) and Vanguard FTSE Developed World UCITS ETF Acc (VGVF.DE).
XD9U.DE and VGVF.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XD9U.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI USA. It was launched on May 9, 2014. VGVF.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed. It was launched on Sep 24, 2019. Both XD9U.DE and VGVF.DE 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: XD9U.DE or VGVF.DE.
Key characteristics
| XD9U.DE | VGVF.DE | |
|---|---|---|
| YTD Return | 30.25% | 23.48% |
| 1Y Return | 38.58% | 31.70% |
| 3Y Return (Ann) | 11.91% | 9.63% |
| Sharpe Ratio | 3.04 | 2.72 |
| Sortino Ratio | 4.13 | 3.61 |
| Omega Ratio | 1.63 | 1.58 |
| Calmar Ratio | 4.41 | 3.56 |
| Martin Ratio | 19.56 | 17.22 |
| Ulcer Index | 1.88% | 1.76% |
| Daily Std Dev | 12.02% | 11.08% |
| Max Drawdown | -34.11% | -33.54% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between XD9U.DE and VGVF.DE is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
XD9U.DE vs. VGVF.DE - Performance Comparison
In the year-to-date period, XD9U.DE achieves a 30.25% return, which is significantly higher than VGVF.DE's 23.48% 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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XD9U.DE vs. VGVF.DE - Expense Ratio Comparison
XD9U.DE has a 0.07% expense ratio, which is lower than VGVF.DE's 0.12% 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%.
Risk-Adjusted Performance
XD9U.DE vs. VGVF.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA UCITS ETF 1C (XD9U.DE) and Vanguard FTSE Developed World UCITS ETF Acc (VGVF.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.
Dividends
XD9U.DE vs. VGVF.DE - Dividend Comparison
Neither XD9U.DE nor VGVF.DE has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
XD9U.DE Xtrackers MSCI USA UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.23% |
VGVF.DE Vanguard FTSE Developed World UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XD9U.DE vs. VGVF.DE - Drawdown Comparison
The maximum XD9U.DE drawdown since its inception was -34.11%, roughly equal to the maximum VGVF.DE drawdown of -33.54%. Use the drawdown chart below to compare losses from any high point for XD9U.DE and VGVF.DE. For additional features, visit the drawdowns tool.
Volatility
XD9U.DE vs. VGVF.DE - Volatility Comparison
Xtrackers MSCI USA UCITS ETF 1C (XD9U.DE) has a higher volatility of 3.54% compared to Vanguard FTSE Developed World UCITS ETF Acc (VGVF.DE) at 2.91%. This indicates that XD9U.DE's price experiences larger fluctuations and is considered to be riskier than VGVF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.