XDEB.DE vs. VSMGX

Last updated Jun 26, 2026

XDEB.DE (Xtrackers MSCI World Minimum Volatility UCITS ETF 1C) and VSMGX (Vanguard LifeStrategy 60/40 Fund) are both funds - XDEB.DE is a Global Equities fund tracking the MSCI ACWI NR USD, while VSMGX is a Allocation--50% to 70% Equity fund managed by Vanguard. Over the past 10 years, XDEB.DE returned 7.15%/yr vs 8.72%/yr for VSMGX. A 0.55 correlation means they provide meaningful diversification when combined. XDEB.DE charges 0.25%/yr vs 0.10%/yr for VSMGX.

Performance

XDEB.DE vs. VSMGX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.DE) and Vanguard LifeStrategy 60/40 Fund (VSMGX). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

XDEB.DE is traded in EUR, while VSMGX is traded in USD. To make them comparable, the VSMGX values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XDEB.DE achieves a 3.07% return, which is significantly lower than VSMGX's 10.24% return. Over the past 10 years, XDEB.DE has underperformed VSMGX with an annualized return of 7.15%, while VSMGX has yielded a comparatively higher 8.72% annualized return.

XDEB.DE

• 1D: -0.28%
• 1M: 0.84%
• YTD: 3.07%
• 6M: 3.66%
• 1Y: 4.26%
• 3Y*: 7.61%
• 5Y*: 6.05%
• 10Y*: 7.15%

VSMGX

• 1D: 0.35%
• 1M: 1.73%
• YTD: 10.24%
• 6M: 9.96%
• 1Y: 19.37%
• 3Y*: 13.69%
• 5Y*: 8.42%
• 10Y*: 8.72%

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

XDEB.DE vs. VSMGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XDEB.DE Xtrackers MSCI World Minimum Volatility UCITS ETF 1C	3.07%	-1.27%	17.84%	3.65%	-4.26%	24.29%	-6.66%	26.15%	2.01%	3.04%
VSMGX Vanguard LifeStrategy 60/40 Fund	10.24%	2.46%	22.62%	12.23%	-10.81%	18.31%	4.23%	22.07%	-0.44%	-0.31%

Correlation

The correlation between XDEB.DE and VSMGX is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.21
Correlation (3Y) Calculated over the trailing 3-year period	0.35
Correlation (5Y) Calculated over the trailing 5-year period	0.42
Correlation (10Y) Calculated over the trailing 10-year period	0.52
Correlation (All Time) Calculated using the full available price history since Sep 5, 2014	0.55

Over the past year, the correlation between XDEB.DE and VSMGX has dropped to 0.21 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.

Return for Risk

XDEB.DE vs. VSMGX — Risk / Return Rank

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

XDEB.DE

XDEB.DE Risk / Return Rank: 18
XDEB.DE Sharpe Ratio Rank: 17
XDEB.DE Sortino Ratio Rank: 16
XDEB.DE Omega Ratio Rank: 15
XDEB.DE Calmar Ratio Rank: 20
XDEB.DE Martin Ratio Rank: 20

VSMGX

VSMGX Risk / Return Rank: 57
VSMGX Sharpe Ratio Rank: 57
VSMGX Sortino Ratio Rank: 57
VSMGX Omega Ratio Rank: 59
VSMGX Calmar Ratio Rank: 53
VSMGX Martin Ratio Rank: 62

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.

XDEB.DE vs. VSMGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.DE) and Vanguard LifeStrategy 60/40 Fund (VSMGX). 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.

	XDEB.DE	VSMGX	Difference
Sharpe ratio: Return per unit of total volatility	0.54	2.22	-1.68
Sortino ratio: Return per unit of downside risk	0.82	2.98	-2.16
Omega ratio: Gain probability vs. loss probability	1.09	1.43	-0.33
Calmar ratio: Return relative to maximum drawdown	0.80	4.25	-3.45
Martin ratio: Return relative to average drawdown	2.08	15.78	-13.70

XDEB.DE vs. VSMGX - Sharpe Ratio Comparison

The current XDEB.DE Sharpe Ratio is 0.54, which is lower than the VSMGX Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of XDEB.DE and VSMGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

XDEB.DE vs. VSMGX - Drawdown Comparison

The maximum XDEB.DE drawdown since its inception was -28.56%, smaller than the maximum VSMGX drawdown of -33.96%. Use the drawdown chart below to compare losses from any high point for XDEB.DE and VSMGX.

Drawdown Indicators

	XDEB.DE	VSMGX	Difference
Max Drawdown Largest peak-to-trough decline	-28.56%	-33.96%	+5.40%
Max Drawdown (1Y) Largest decline over 1 year	-5.31%	-4.45%	-0.86%
Max Drawdown (3Y) Largest decline over 3 years	-13.02%	-15.63%	+2.61%
Max Drawdown (5Y) Largest decline over 5 years	-13.02%	-15.63%	+2.61%
Max Drawdown (10Y) Largest decline over 10 years	-28.56%	-22.10%	-6.46%
Current Drawdown Current decline from peak	-5.29%	-0.49%	-4.80%
Average Drawdown Average peak-to-trough decline	-6.78%	-5.51%	-1.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.04%	1.20%	+0.84%

Volatility

XDEB.DE vs. VSMGX - Volatility Comparison

The current volatility for Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.DE) is 2.02%, while Vanguard LifeStrategy 60/40 Fund (VSMGX) has a volatility of 2.86%. This indicates that XDEB.DE experiences smaller price fluctuations and is considered to be less risky than VSMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XDEB.DE	VSMGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.02%	2.86%	-0.84%
Volatility (6M) Calculated over the trailing 6-month period	5.60%	6.55%	-0.95%
Volatility (1Y) Calculated over the trailing 1-year period	7.95%	8.54%	-0.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.16%	10.20%	-0.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.74%	11.10%	+1.64%

XDEB.DE vs. VSMGX - Expense Ratio Comparison

XDEB.DE has a 0.25% expense ratio, which is higher than VSMGX's 0.10% 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

XDEB.DE vs. VSMGX - Dividend Comparison

XDEB.DE has not paid dividends to shareholders, while VSMGX's dividend yield for the trailing twelve months is around 4.92%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VSMGX Vanguard LifeStrategy 60/40 Fund	4.92%	5.25%	11.49%	4.01%	2.66%	3.86%	3.46%	2.52%	4.11%	1.09%	2.26%	3.89%
XDEB.DE Xtrackers MSCI World Minimum Volatility UCITS ETF 1C	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XDEB.DE and VSMGX in my portfolio?

XDEB.DE and VSMGX have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.