XDEW.DE vs. VWRA.L
XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) and VWRA.L (Vanguard FTSE All-World UCITS ETF USD Accumulating) are both exchange-traded funds - XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index, while VWRA.L is a Global Equities fund tracking the FTSE All-World Index. Both are passively managed. Over the past 5 years, XDEW.DE returned 9.22%/yr vs 12.29%/yr for VWRA.L. A 0.80 correlation means they provide meaningful diversification when combined. XDEW.DE charges 0.20%/yr vs 0.22%/yr for VWRA.L.
Performance
XDEW.DE vs. VWRA.L - Performance Comparison
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Different Trading Currencies
XDEW.DE is traded in EUR, while VWRA.L is traded in USD. To make them comparable, the VWRA.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XDEW.DE achieves a 10.39% return, which is significantly lower than VWRA.L's 12.88% return.
XDEW.DE
- 1D
- 0.30%
- 1M
- 3.90%
- YTD
- 10.39%
- 6M
- 10.29%
- 1Y
- 18.10%
- 3Y*
- 12.12%
- 5Y*
- 9.22%
- 10Y*
- 11.25%
VWRA.L
- 1D
- -0.21%
- 1M
- 3.68%
- YTD
- 12.88%
- 6M
- 13.02%
- 1Y
- 26.40%
- 3Y*
- 17.87%
- 5Y*
- 12.29%
- 10Y*
- —
XDEW.DE vs. VWRA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 10.39% | -0.46% | 18.66% | 10.08% | -6.94% | 41.59% | 1.18% | 5.42% |
VWRA.L Vanguard FTSE All-World UCITS ETF USD Accumulating | 12.88% | 7.92% | 25.41% | 18.61% | -13.03% | 27.32% | 6.62% | 6.72% |
Correlation
The correlation between XDEW.DE and VWRA.L is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Jul 29, 2019 | 0.80 |
The correlation between XDEW.DE and VWRA.L shifts across timeframes, from 0.69 (1 year) to 0.80 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDEW.DE vs. VWRA.L — Risk / Return Rank
XDEW.DE
VWRA.L
XDEW.DE vs. VWRA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) and Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L). 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.
| XDEW.DE | VWRA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.40 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.51 | 4.13 | -0.62 |
| Martin ratioReturn relative to average drawdown | 10.36 | 15.83 | -5.48 |
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
| XDEW.DE | VWRA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 2.14 | -0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.84 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.76 | -0.09 |
Drawdowns
XDEW.DE vs. VWRA.L - Drawdown Comparison
The maximum XDEW.DE drawdown since its inception was -38.79%, which is greater than VWRA.L's maximum drawdown of -33.09%. Use the drawdown chart below to compare losses from any high point for XDEW.DE and VWRA.L.
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Drawdown Indicators
| XDEW.DE | VWRA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.79% | -33.09% | -5.70% |
Max Drawdown (1Y)Largest decline over 1 year | -5.06% | -6.39% | +1.33% |
Max Drawdown (3Y)Largest decline over 3 years | -22.70% | -20.09% | -2.61% |
Max Drawdown (5Y)Largest decline over 5 years | -22.70% | -20.09% | -2.61% |
Max Drawdown (10Y)Largest decline over 10 years | -38.79% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.60% | +0.60% |
Average DrawdownAverage peak-to-trough decline | -5.39% | -4.68% | -0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.72% | 1.67% | +0.05% |
Volatility
XDEW.DE vs. VWRA.L - Volatility Comparison
The current volatility for Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) is 2.06%, while Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) has a volatility of 3.48%. This indicates that XDEW.DE experiences smaller price fluctuations and is considered to be less risky than VWRA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDEW.DE | VWRA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.06% | 3.48% | -1.42% |
Volatility (6M)Calculated over the trailing 6-month period | 6.75% | 9.28% | -2.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.70% | 12.31% | -1.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.89% | 14.58% | +0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.86% | 16.76% | +0.10% |
XDEW.DE vs. VWRA.L - Expense Ratio Comparison
XDEW.DE has a 0.20% expense ratio, which is lower than VWRA.L's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XDEW.DE vs. VWRA.L - Dividend Comparison
Neither XDEW.DE nor VWRA.L has paid dividends to shareholders.
Frequently Asked Questions
XDEW.DE and VWRA.L have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEW.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEW.DE is cheaper with a 0.20% expense ratio, compared with 0.22% for VWRA.L.
XDEW.DE is categorized as S&P 500, while VWRA.L is Global Equities. XDEW.DE tracks S&P 500 Equal Weight Index, while VWRA.L tracks FTSE All-World Index. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.20% for XDEW.DE and 0.22% for VWRA.L.
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