XDEQ.DE vs. VXUS
Compare and contrast key facts about Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) and Vanguard Total International Stock ETF (VXUS).
XDEQ.DE and VXUS 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. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011. Both XDEQ.DE and VXUS 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 VXUS.
Key characteristics
| XDEQ.DE | VXUS | |
|---|---|---|
| YTD Return | 25.04% | 8.64% |
| 1Y Return | 32.02% | 19.18% |
| 3Y Return (Ann) | 9.53% | 1.08% |
| 5Y Return (Ann) | 13.42% | 5.91% |
| 10Y Return (Ann) | 14.34% | 5.10% |
| Sharpe Ratio | 2.69 | 1.54 |
| Sortino Ratio | 3.65 | 2.19 |
| Omega Ratio | 1.52 | 1.27 |
| Calmar Ratio | 3.86 | 1.40 |
| Martin Ratio | 16.70 | 9.02 |
| Ulcer Index | 1.82% | 2.19% |
| Daily Std Dev | 11.27% | 12.86% |
| Max Drawdown | -32.16% | -35.97% |
| Current Drawdown | 0.00% | -5.20% |
Correlation
The correlation between XDEQ.DE and VXUS is 0.59, 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
XDEQ.DE vs. VXUS - Performance Comparison
In the year-to-date period, XDEQ.DE achieves a 25.04% return, which is significantly higher than VXUS's 8.64% return. Over the past 10 years, XDEQ.DE has outperformed VXUS with an annualized return of 14.34%, while VXUS has yielded a comparatively lower 5.10% 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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XDEQ.DE vs. VXUS - Expense Ratio Comparison
XDEQ.DE has a 0.25% expense ratio, which is higher than VXUS's 0.07% 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. VXUS - 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 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.
Dividends
XDEQ.DE vs. VXUS - Dividend Comparison
XDEQ.DE has not paid dividends to shareholders, while VXUS's dividend yield for the trailing twelve months is around 2.95%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
VXUS Vanguard Total International Stock ETF | 2.95% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
Drawdowns
XDEQ.DE vs. VXUS - Drawdown Comparison
The maximum XDEQ.DE drawdown since its inception was -32.16%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for XDEQ.DE and VXUS. For additional features, visit the drawdowns tool.
Volatility
XDEQ.DE vs. VXUS - Volatility Comparison
The current volatility for Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) is 2.87%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 3.94%. This indicates that XDEQ.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.