XDEB.DE vs. VSMGX
Compare and contrast key facts about Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.DE) and Vanguard LifeStrategy Moderate Growth Fund (VSMGX).
XDEB.DE is a passively managed fund by DWS Investment S.A. (ETF) that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 5, 2014. VSMGX is managed by Vanguard. It was launched on Sep 30, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XDEB.DE or VSMGX.
Key characteristics
| XDEB.DE | VSMGX | |
|---|---|---|
| YTD Return | 20.00% | 11.33% |
| 1Y Return | 22.72% | 16.69% |
| 3Y Return (Ann) | 7.09% | 1.14% |
| 5Y Return (Ann) | 6.79% | 5.50% |
| 10Y Return (Ann) | 10.98% | 5.54% |
| Sharpe Ratio | 2.93 | 2.41 |
| Sortino Ratio | 4.29 | 3.49 |
| Omega Ratio | 1.57 | 1.45 |
| Calmar Ratio | 3.00 | 1.61 |
| Martin Ratio | 18.16 | 14.85 |
| Ulcer Index | 1.28% | 1.26% |
| Daily Std Dev | 7.87% | 7.77% |
| Max Drawdown | -28.57% | -41.18% |
| Current Drawdown | -0.36% | -0.92% |
Correlation
The correlation between XDEB.DE and VSMGX is 0.50, 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
XDEB.DE vs. VSMGX - Performance Comparison
In the year-to-date period, XDEB.DE achieves a 20.00% return, which is significantly higher than VSMGX's 11.33% return. Over the past 10 years, XDEB.DE has outperformed VSMGX with an annualized return of 10.98%, while VSMGX has yielded a comparatively lower 5.54% 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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XDEB.DE vs. VSMGX - Expense Ratio Comparison
XDEB.DE has a 0.25% expense ratio, which is higher than VSMGX's 0.13% 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%.
Risk-Adjusted Performance
XDEB.DE vs. VSMGX - Risk-Adjusted Performance 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 Moderate Growth 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.
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 2.59%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.72% | 0.00% |
VSMGX Vanguard LifeStrategy Moderate Growth Fund | 2.59% | 2.63% | 2.10% | 1.91% | 1.71% | 2.45% | 2.65% | 2.15% | 2.22% | 2.19% | 2.10% | 1.93% |
Drawdowns
XDEB.DE vs. VSMGX - Drawdown Comparison
The maximum XDEB.DE drawdown since its inception was -28.57%, smaller than the maximum VSMGX drawdown of -41.18%. Use the drawdown chart below to compare losses from any high point for XDEB.DE and VSMGX. For additional features, visit the drawdowns tool.
Volatility
XDEB.DE vs. VSMGX - Volatility Comparison
Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.DE) has a higher volatility of 2.27% compared to Vanguard LifeStrategy Moderate Growth Fund (VSMGX) at 2.05%. This indicates that XDEB.DE's price experiences larger fluctuations and is considered to be riskier than VSMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.