PortfoliosLab logoPortfoliosLab logo
XDEB.DE vs. VWCE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDEB.DE vs. VWCE.DE - 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 FTSE All-World UCITS ETF (VWCE.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XDEB.DE achieves a 1.74% return, which is significantly lower than VWCE.DE's 12.64% return.


XDEB.DE

1D
-0.04%
1M
1.84%
YTD
1.74%
6M
1.64%
1Y
0.46%
3Y*
6.45%
5Y*
6.21%
10Y*
6.88%

VWCE.DE

1D
-0.21%
1M
3.63%
YTD
12.64%
6M
12.84%
1Y
26.31%
3Y*
17.85%
5Y*
12.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDEB.DE vs. VWCE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XDEB.DE
Xtrackers MSCI World Minimum Volatility UCITS ETF 1C
1.74%-1.27%17.83%3.66%-4.06%24.01%-6.66%4.87%
VWCE.DE
Vanguard FTSE All-World UCITS ETF
12.64%9.16%24.41%18.18%-13.47%28.62%5.36%8.01%

Correlation

The correlation between XDEB.DE and VWCE.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

Correlation (3Y)
Calculated over the trailing 3-year period

0.50

Correlation (5Y)
Calculated over the trailing 5-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2019

0.69

Over the past year, the correlation between XDEB.DE and VWCE.DE has dropped to 0.30 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XDEB.DE vs. VWCE.DE — 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: 99
Overall Rank
XDEB.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
XDEB.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
XDEB.DE Omega Ratio Rank: 88
Omega Ratio Rank
XDEB.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
XDEB.DE Martin Ratio Rank: 99
Martin Ratio Rank

VWCE.DE
VWCE.DE Risk / Return Rank: 7676
Overall Rank
VWCE.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VWCE.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
VWCE.DE Omega Ratio Rank: 7474
Omega Ratio Rank
VWCE.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
VWCE.DE Martin Ratio Rank: 8383
Martin Ratio Rank
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. VWCE.DE - 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 FTSE All-World UCITS ETF (VWCE.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.


XDEB.DEVWCE.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.32

Sortino ratioReturn per unit of downside risk

-3.20

Omega ratioGain probability vs. loss probability

1.00

1.43

-0.43

Calmar ratioReturn relative to maximum drawdown

-0.02

4.01

-4.03

Martin ratioReturn relative to average drawdown

-0.03

16.55

-16.58

XDEB.DE vs. VWCE.DE - Sharpe Ratio Comparison

The current XDEB.DE Sharpe Ratio is -0.01, which is lower than the VWCE.DE Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of XDEB.DE and VWCE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


XDEB.DEVWCE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.01

2.31

-2.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.88

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.79

-0.09

Drawdowns

XDEB.DE vs. VWCE.DE - Drawdown Comparison

The maximum XDEB.DE drawdown since its inception was -28.57%, smaller than the maximum VWCE.DE drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for XDEB.DE and VWCE.DE.


Loading charts...

Drawdown Indicators


XDEB.DEVWCE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.57%

-33.43%

+4.86%

Max Drawdown (1Y)

Largest decline over 1 year

-5.31%

-6.55%

+1.24%

Max Drawdown (3Y)

Largest decline over 3 years

-13.02%

-21.07%

+8.05%

Max Drawdown (5Y)

Largest decline over 5 years

-13.02%

-21.07%

+8.05%

Max Drawdown (10Y)

Largest decline over 10 years

-28.57%

Current Drawdown

Current decline from peak

-6.53%

-0.66%

-5.87%

Average Drawdown

Average peak-to-trough decline

-5.03%

-4.69%

-0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

1.59%

+0.78%

Volatility

XDEB.DE vs. VWCE.DE - Volatility Comparison

The current volatility for Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.DE) is 2.63%, while Vanguard FTSE All-World UCITS ETF (VWCE.DE) has a volatility of 3.06%. This indicates that XDEB.DE experiences smaller price fluctuations and is considered to be less risky than VWCE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XDEB.DEVWCE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.63%

3.06%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

5.56%

8.18%

-2.62%

Volatility (1Y)

Calculated over the trailing 1-year period

7.86%

11.37%

-3.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.16%

13.75%

-3.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.03%

16.16%

-4.13%

XDEB.DE vs. VWCE.DE - Expense Ratio Comparison

XDEB.DE has a 0.25% expense ratio, which is higher than VWCE.DE's 0.19% 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. VWCE.DE - Dividend Comparison

Neither XDEB.DE nor VWCE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XDEB.DE and VWCE.DE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VWCE.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VWCE.DE is cheaper with a 0.19% expense ratio, compared with 0.25% for XDEB.DE.

XDEB.DE tracks MSCI ACWI NR USD, while VWCE.DE tracks FTSE All-World Index. They also come from different issuers: DWS and Vanguard. Their fees differ too: 0.25% for XDEB.DE and 0.19% for VWCE.DE.

Portfolio Optimizer

Find the right allocation for XDEB.DE and VWCE.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer