XDEQ.DE vs. VWCE.DE
Compare and contrast key facts about Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) and Vanguard FTSE All-World UCITS ETF (VWCE.DE).
XDEQ.DE and VWCE.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDEQ.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 11, 2014. VWCE.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World Index. It was launched on Jul 23, 2019. Both XDEQ.DE and VWCE.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: XDEQ.DE or VWCE.DE.
Key characteristics
| XDEQ.DE | VWCE.DE | |
|---|---|---|
| YTD Return | 25.04% | 24.45% |
| 1Y Return | 32.02% | 32.12% |
| 3Y Return (Ann) | 9.53% | 8.69% |
| 5Y Return (Ann) | 13.42% | 12.10% |
| Sharpe Ratio | 2.69 | 2.85 |
| Sortino Ratio | 3.65 | 3.79 |
| Omega Ratio | 1.52 | 1.59 |
| Calmar Ratio | 3.86 | 3.70 |
| Martin Ratio | 16.70 | 18.04 |
| Ulcer Index | 1.82% | 1.66% |
| Daily Std Dev | 11.27% | 10.44% |
| Max Drawdown | -32.16% | -33.43% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between XDEQ.DE and VWCE.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
XDEQ.DE vs. VWCE.DE - Performance Comparison
The year-to-date returns for both stocks are quite close, with XDEQ.DE having a 25.04% return and VWCE.DE slightly lower at 24.45%. 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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XDEQ.DE vs. VWCE.DE - Expense Ratio Comparison
XDEQ.DE has a 0.25% expense ratio, which is higher than VWCE.DE's 0.22% 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
XDEQ.DE vs. VWCE.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.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.
Dividends
XDEQ.DE vs. VWCE.DE - Dividend Comparison
Neither XDEQ.DE nor VWCE.DE has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.51% |
VWCE.DE Vanguard FTSE All-World UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XDEQ.DE vs. VWCE.DE - Drawdown Comparison
The maximum XDEQ.DE drawdown since its inception was -32.16%, roughly equal to the maximum VWCE.DE drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for XDEQ.DE and VWCE.DE. For additional features, visit the drawdowns tool.
Volatility
XDEQ.DE vs. VWCE.DE - Volatility Comparison
Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) and Vanguard FTSE All-World UCITS ETF (VWCE.DE) have volatilities of 2.87% and 2.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.