XDEV.DE vs. VGWE.DE
XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) and VGWE.DE (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc) are both exchange-traded funds - XDEV.DE is a Global Equities fund tracking the MSCI ACWI Value NR USD, while VGWE.DE is a Dividend fund tracking the FTSE All-World High Dividend Yield Index. Both are passively managed. Over the past 5 years, XDEV.DE returned 17.56%/yr vs 11.42%/yr for VGWE.DE. Their correlation of 0.88 suggests significant overlap in exposure. XDEV.DE charges 0.25%/yr vs 0.29%/yr for VGWE.DE.
Performance
XDEV.DE vs. VGWE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDEV.DE achieves a 36.28% return, which is significantly higher than VGWE.DE's 12.17% return.
XDEV.DE
- 1D
- -0.18%
- 1M
- 16.24%
- YTD
- 36.28%
- 6M
- 40.37%
- 1Y
- 64.43%
- 3Y*
- 27.19%
- 5Y*
- 17.56%
- 10Y*
- 12.54%
VGWE.DE
- 1D
- -0.11%
- 1M
- 3.73%
- YTD
- 12.17%
- 6M
- 14.40%
- 1Y
- 24.37%
- 3Y*
- 15.78%
- 5Y*
- 11.42%
- 10Y*
- —
XDEV.DE vs. VGWE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 36.28% | 24.76% | 11.62% | 15.67% | -4.96% | 30.90% | 3.94% |
VGWE.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc | 12.17% | 12.81% | 15.59% | 7.89% | 0.02% | 27.83% | 6.23% |
Correlation
The correlation between XDEV.DE and VGWE.DE is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2020 | 0.88 |
The correlation between XDEV.DE and VGWE.DE shifts across timeframes, from 0.76 (1 year) to 0.88 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDEV.DE vs. VGWE.DE — Risk / Return Rank
XDEV.DE
VGWE.DE
XDEV.DE vs. VGWE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) and Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc (VGWE.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.
| XDEV.DE | VGWE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.07 | ||
| Sortino ratioReturn per unit of downside risk | +2.67 | ||
| Omega ratioGain probability vs. loss probability | 1.83 | 1.46 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 10.60 | 4.05 | +6.55 |
| Martin ratioReturn relative to average drawdown | 39.99 | 15.58 | +24.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XDEV.DE | VGWE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.63 | 2.56 | +2.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.24 | 0.98 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 1.10 | -0.38 |
Drawdowns
XDEV.DE vs. VGWE.DE - Drawdown Comparison
The maximum XDEV.DE drawdown since its inception was -35.28%, which is greater than VGWE.DE's maximum drawdown of -16.43%. Use the drawdown chart below to compare losses from any high point for XDEV.DE and VGWE.DE.
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Drawdown Indicators
| XDEV.DE | VGWE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.28% | -16.43% | -18.85% |
Max Drawdown (1Y)Largest decline over 1 year | -6.05% | -6.00% | -0.05% |
Max Drawdown (3Y)Largest decline over 3 years | -18.02% | -16.43% | -1.59% |
Max Drawdown (5Y)Largest decline over 5 years | -18.02% | -16.43% | -1.59% |
Max Drawdown (10Y)Largest decline over 10 years | -35.28% | — | — |
Current DrawdownCurrent decline from peak | -0.18% | -0.59% | +0.41% |
Average DrawdownAverage peak-to-trough decline | -5.56% | -2.38% | -3.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 1.56% | +0.05% |
Volatility
XDEV.DE vs. VGWE.DE - Volatility Comparison
Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a higher volatility of 5.66% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc (VGWE.DE) at 2.54%. This indicates that XDEV.DE's price experiences larger fluctuations and is considered to be riskier than VGWE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDEV.DE | VGWE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.66% | 2.54% | +3.12% |
Volatility (6M)Calculated over the trailing 6-month period | 11.16% | 7.18% | +3.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.87% | 9.50% | +4.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.96% | 11.51% | +2.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.90% | 12.23% | +3.67% |
XDEV.DE vs. VGWE.DE - Expense Ratio Comparison
XDEV.DE has a 0.25% expense ratio, which is lower than VGWE.DE's 0.29% expense ratio.
Dividends
XDEV.DE vs. VGWE.DE - Dividend Comparison
Neither XDEV.DE nor VGWE.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEV.DE and VGWE.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEV.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEV.DE is cheaper with a 0.25% expense ratio, compared with 0.29% for VGWE.DE.
XDEV.DE is categorized as Global Equities, while VGWE.DE is Dividend. XDEV.DE tracks MSCI ACWI Value NR USD, while VGWE.DE tracks FTSE All-World High Dividend Yield Index. They also come from different issuers: DWS and Vanguard. Their fees differ too: 0.25% for XDEV.DE and 0.29% for VGWE.DE.
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