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XDND.DE vs. VDIV.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDND.DE vs. VDIV.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc) (XDND.DE) and VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XDND.DE achieves a 15.70% return, which is significantly higher than VDIV.DE's 12.05% return.


XDND.DE

1D
0.33%
1M
3.13%
6M
16.23%
YTD
15.70%
1Y
21.96%
3Y*
12.11%
5Y*
9.67%
10Y*
9.54%

VDIV.DE

1D
0.46%
1M
2.31%
6M
11.24%
YTD
12.05%
1Y
28.66%
3Y*
20.20%
5Y*
17.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDND.DE vs. VDIV.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
XDND.DE
Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc)
15.70%0.21%17.37%2.26%0.85%33.35%-8.47%25.76%-3.81%
VDIV.DE
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
12.05%24.58%15.66%11.45%15.47%27.94%-11.00%23.04%-2.35%

Correlation

The correlation between XDND.DE and VDIV.DE is 0.59, 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

0.59

Correlation (3Y)
Calculated over the trailing 3-year period

0.60

Correlation (5Y)
Calculated over the trailing 5-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Dec 11, 2018

0.74

The correlation between XDND.DE and VDIV.DE shifts across timeframes, from 0.59 (1 year) to 0.74 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XDND.DE vs. VDIV.DE — Risk / Return Rank

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

XDND.DE
XDND.DE Risk / Return Rank: 8686
Overall Rank
XDND.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
XDND.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
XDND.DE Omega Ratio Rank: 8282
Omega Ratio Rank
XDND.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
XDND.DE Martin Ratio Rank: 8383
Martin Ratio Rank

VDIV.DE
VDIV.DE Risk / Return Rank: 9595
Overall Rank
VDIV.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VDIV.DE Sortino Ratio Rank: 9595
Sortino Ratio Rank
VDIV.DE Omega Ratio Rank: 9494
Omega Ratio Rank
VDIV.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
VDIV.DE Martin Ratio Rank: 9595
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.

XDND.DE vs. VDIV.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc) (XDND.DE) and VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XDND.DEVDIV.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.71

Sortino ratioReturn per unit of downside risk

-0.89

Omega ratioGain probability vs. loss probability

1.40

1.56

-0.17

Calmar ratioReturn relative to maximum drawdown

4.44

7.75

-3.31

Martin ratioReturn relative to average drawdown

13.43

22.51

-9.08

XDND.DE vs. VDIV.DE - Sharpe Ratio Comparison

The current XDND.DE Sharpe Ratio is 2.29, which is comparable to the VDIV.DE Sharpe Ratio of 3.00. The chart below compares the historical Sharpe Ratios of XDND.DE and VDIV.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XDND.DE vs. VDIV.DE - Drawdown Comparison

The maximum XDND.DE drawdown since its inception was -32.18%, smaller than the maximum VDIV.DE drawdown of -36.13%. Use the drawdown chart below to compare losses from any high point for XDND.DE and VDIV.DE.


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Drawdown Indicators


XDND.DEVDIV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.18%

-36.13%

+3.95%

Max Drawdown (1Y)

Largest decline over 1 year

-4.92%

-3.68%

-1.24%

Max Drawdown (3Y)

Largest decline over 3 years

-18.13%

-15.13%

-3.00%

Max Drawdown (5Y)

Largest decline over 5 years

-18.13%

-15.13%

-3.00%

Max Drawdown (10Y)

Largest decline over 10 years

-32.18%

Current Drawdown

Current decline from peak

0.00%

-0.37%

+0.37%

Average Drawdown

Average peak-to-trough decline

-6.84%

-4.19%

-2.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

1.27%

+0.36%

Volatility

XDND.DE vs. VDIV.DE - Volatility Comparison

The current volatility for Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc) (XDND.DE) is 2.40%, while VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.DE) has a volatility of 2.56%. This indicates that XDND.DE experiences smaller price fluctuations and is considered to be less risky than VDIV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDND.DEVDIV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.40%

2.56%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

6.96%

7.18%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

9.57%

9.52%

+0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.51%

11.95%

+0.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.07%

15.32%

+0.75%

XDND.DE vs. VDIV.DE - Expense Ratio Comparison

XDND.DE has a 0.39% expense ratio, which is higher than VDIV.DE's 0.38% expense ratio.


Dividends

XDND.DE vs. VDIV.DE - Dividend Comparison

XDND.DE has not paid dividends to shareholders, while VDIV.DE's dividend yield for the trailing twelve months is around 3.13%.


PositionTTM20252024202320222021202020192018
VDIV.DE
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
3.13%3.58%4.19%4.97%4.56%3.97%4.11%4.35%0.91%
XDND.DE
Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XDND.DE and VDIV.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VDIV.DE is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VDIV.DE is cheaper with a 0.38% expense ratio, compared with 0.39% for XDND.DE.

XDND.DE is categorized as Dividend, while VDIV.DE is Global Equities. XDND.DE tracks MSCI North America High Dividend Yield Index, while VDIV.DE tracks Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index. They also come from different issuers: Xtrackers and VanEck. Their fees differ too: 0.39% for XDND.DE and 0.38% for VDIV.DE.

Portfolio Optimizer

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