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XDGU.L vs. VDPA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XDGU.L vs. VDPA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers USD Corporate Bonds UCITS ETF 1D (XDGU.L) and Vanguard USD Corporate Bond UCITS ETF USD Accumulation (VDPA.L). The values are adjusted to include any dividend payments, if applicable.

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XDGU.L vs. VDPA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XDGU.L
Xtrackers USD Corporate Bonds UCITS ETF 1D
-0.61%7.97%1.52%9.07%-17.66%-1.76%10.73%14.44%
VDPA.L
Vanguard USD Corporate Bond UCITS ETF USD Accumulation
-0.50%7.78%2.83%8.05%-14.88%-1.21%9.15%11.79%

Returns By Period

In the year-to-date period, XDGU.L achieves a -0.61% return, which is significantly lower than VDPA.L's -0.50% return.


XDGU.L

1D
0.59%
1M
-1.27%
YTD
-0.61%
6M
0.03%
1Y
4.84%
3Y*
4.64%
5Y*
0.25%
10Y*
2.71%

VDPA.L

1D
0.55%
1M
-1.32%
YTD
-0.50%
6M
0.46%
1Y
5.01%
3Y*
5.02%
5Y*
0.80%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XDGU.L vs. VDPA.L - Expense Ratio Comparison

XDGU.L has a 0.12% expense ratio, which is higher than VDPA.L'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%.


Return for Risk

XDGU.L vs. VDPA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XDGU.L
XDGU.L Risk / Return Rank: 3232
Overall Rank
XDGU.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
XDGU.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
XDGU.L Omega Ratio Rank: 3131
Omega Ratio Rank
XDGU.L Calmar Ratio Rank: 3232
Calmar Ratio Rank
XDGU.L Martin Ratio Rank: 3535
Martin Ratio Rank

VDPA.L
VDPA.L Risk / Return Rank: 4242
Overall Rank
VDPA.L Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
VDPA.L Sortino Ratio Rank: 3939
Sortino Ratio Rank
VDPA.L Omega Ratio Rank: 4343
Omega Ratio Rank
VDPA.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
VDPA.L Martin Ratio Rank: 4848
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.

XDGU.L vs. VDPA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers USD Corporate Bonds UCITS ETF 1D (XDGU.L) and Vanguard USD Corporate Bond UCITS ETF USD Accumulation (VDPA.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.


XDGU.LVDPA.LDifference

Sharpe ratio

Return per unit of total volatility

0.68

0.86

-0.18

Sortino ratio

Return per unit of downside risk

0.96

1.19

-0.23

Omega ratio

Gain probability vs. loss probability

1.14

1.18

-0.04

Calmar ratio

Return relative to maximum drawdown

0.94

1.20

-0.25

Martin ratio

Return relative to average drawdown

3.64

5.34

-1.71

XDGU.L vs. VDPA.L - Sharpe Ratio Comparison

The current XDGU.L Sharpe Ratio is 0.68, which is comparable to the VDPA.L Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of XDGU.L and VDPA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XDGU.LVDPA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

0.86

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.12

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.32

+0.04

Correlation

The correlation between XDGU.L and VDPA.L is 0.91, 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.


Dividends

XDGU.L vs. VDPA.L - Dividend Comparison

XDGU.L's dividend yield for the trailing twelve months is around 4.70%, while VDPA.L has not paid dividends to shareholders.


TTM2025202420232022202120202019201820172016
XDGU.L
Xtrackers USD Corporate Bonds UCITS ETF 1D
4.70%4.59%5.63%4.06%4.07%5.93%3.74%2.98%2.97%3.09%0.29%
VDPA.L
Vanguard USD Corporate Bond UCITS ETF USD Accumulation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

XDGU.L vs. VDPA.L - Drawdown Comparison

The maximum XDGU.L drawdown since its inception was -25.18%, which is greater than VDPA.L's maximum drawdown of -21.43%. Use the drawdown chart below to compare losses from any high point for XDGU.L and VDPA.L.


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Drawdown Indicators


XDGU.LVDPA.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.18%

-21.43%

-3.75%

Max Drawdown (1Y)

Largest decline over 1 year

-5.11%

-4.16%

-0.95%

Max Drawdown (5Y)

Largest decline over 5 years

-25.12%

-21.43%

-3.69%

Max Drawdown (10Y)

Largest decline over 10 years

-25.18%

Current Drawdown

Current decline from peak

-3.89%

-1.71%

-2.18%

Average Drawdown

Average peak-to-trough decline

-6.11%

-6.09%

-0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.33%

0.93%

+0.40%

Volatility

XDGU.L vs. VDPA.L - Volatility Comparison

Xtrackers USD Corporate Bonds UCITS ETF 1D (XDGU.L) has a higher volatility of 2.21% compared to Vanguard USD Corporate Bond UCITS ETF USD Accumulation (VDPA.L) at 2.06%. This indicates that XDGU.L's price experiences larger fluctuations and is considered to be riskier than VDPA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDGU.LVDPA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.21%

2.06%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

3.67%

3.07%

+0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

7.05%

5.78%

+1.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.32%

6.80%

+1.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.04%

8.83%

-0.79%