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XDEB.DE vs. VXUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDEB.DE vs. VXUS - 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 Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XDEB.DE is traded in EUR, while VXUS is traded in USD. To make them comparable, the VXUS 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 1.74% return, which is significantly lower than VXUS's 15.62% return. Over the past 10 years, XDEB.DE has underperformed VXUS with an annualized return of 6.88%, while VXUS has yielded a comparatively higher 9.44% annualized return.


XDEB.DE

1D
-0.04%
1M
1.52%
YTD
1.74%
6M
1.86%
1Y
-0.08%
3Y*
6.45%
5Y*
6.21%
10Y*
6.88%

VXUS

1D
0.00%
1M
3.97%
YTD
15.62%
6M
17.05%
1Y
29.02%
3Y*
16.33%
5Y*
9.48%
10Y*
9.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDEB.DE vs. VXUS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDEB.DE
Xtrackers MSCI World Minimum Volatility UCITS ETF 1C
1.74%-1.27%17.83%3.66%-4.06%24.01%-6.66%26.17%1.99%3.04%
VXUS
Vanguard Total International Stock ETF
15.75%16.64%12.01%12.39%-10.88%17.14%1.54%24.50%-10.41%11.79%

Correlation

The correlation between XDEB.DE and VXUS is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.24

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

0.31

Correlation (10Y)
Calculated over the trailing 10-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2014

0.37

Over the past year, the correlation between XDEB.DE and VXUS has dropped to 0.13 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.

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Return for Risk

XDEB.DE vs. VXUS — 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

VXUS
VXUS Risk / Return Rank: 6262
Overall Rank
VXUS Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 6262
Sortino Ratio Rank
VXUS Omega Ratio Rank: 6464
Omega Ratio Rank
VXUS Calmar Ratio Rank: 5858
Calmar Ratio Rank
VXUS Martin Ratio Rank: 6262
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. VXUS - 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 Total International Stock ETF (VXUS). 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.DEVXUSDifference
Sharpe ratioReturn per unit of total volatility

-2.18

Sortino ratioReturn per unit of downside risk

-2.92

Omega ratioGain probability vs. loss probability

1.00

1.42

-0.41

Calmar ratioReturn relative to maximum drawdown

-0.02

3.12

-3.14

Martin ratioReturn relative to average drawdown

-0.03

13.12

-13.16

XDEB.DE vs. VXUS - Sharpe Ratio Comparison

The current XDEB.DE Sharpe Ratio is -0.01, which is lower than the VXUS Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of XDEB.DE and VXUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XDEB.DEVXUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.01

2.17

-2.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.69

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.59

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.48

+0.21

Drawdowns

XDEB.DE vs. VXUS - Drawdown Comparison

The maximum XDEB.DE drawdown since its inception was -28.57%, smaller than the maximum VXUS drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for XDEB.DE and VXUS.


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Drawdown Indicators


XDEB.DEVXUSDifference

Max Drawdown

Largest peak-to-trough decline

-28.57%

-33.67%

+5.10%

Max Drawdown (1Y)

Largest decline over 1 year

-5.31%

-9.33%

+4.02%

Max Drawdown (3Y)

Largest decline over 3 years

-13.02%

-16.06%

+3.04%

Max Drawdown (5Y)

Largest decline over 5 years

-13.02%

-16.80%

+3.78%

Max Drawdown (10Y)

Largest decline over 10 years

-28.57%

-33.67%

+5.10%

Current Drawdown

Current decline from peak

-6.53%

-0.77%

-5.76%

Average Drawdown

Average peak-to-trough decline

-5.03%

-5.65%

+0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

2.22%

+0.15%

Volatility

XDEB.DE vs. VXUS - Volatility Comparison

The current volatility for Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.DE) is 2.63%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 4.58%. This indicates that XDEB.DE experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDEB.DEVXUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.63%

4.58%

-1.95%

Volatility (6M)

Calculated over the trailing 6-month period

5.56%

11.29%

-5.73%

Volatility (1Y)

Calculated over the trailing 1-year period

7.86%

13.41%

-5.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.16%

13.70%

-3.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.03%

16.00%

-3.97%

XDEB.DE vs. VXUS - Expense Ratio Comparison

XDEB.DE has a 0.25% expense ratio, which is higher than VXUS's 0.05% 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. VXUS - Dividend Comparison

XDEB.DE has not paid dividends to shareholders, while VXUS's dividend yield for the trailing twelve months is around 2.65%.


PositionTTM20252024202320222021202020192018201720162015
VXUS
Vanguard Total International Stock ETF
2.65%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%
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


XDEB.DE and VXUS have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VXUS is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VXUS is cheaper with a 0.05% expense ratio, compared with 0.25% for XDEB.DE.

XDEB.DE tracks MSCI ACWI NR USD, while VXUS tracks FTSE Global All Cap ex US Index. They also come from different issuers: DWS and Vanguard. Their fees differ too: 0.25% for XDEB.DE and 0.05% for VXUS.

Portfolio Optimizer

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