XDND.DE vs. VGWE.DE
XDND.DE (Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc)) and VGWE.DE (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc) are both Dividend funds - XDND.DE tracks the MSCI North America High Dividend Yield Index while VGWE.DE tracks the FTSE All-World High Dividend Yield Index. Both are passively managed. Over the past 5 years, XDND.DE returned 9.67%/yr vs 12.13%/yr for VGWE.DE. A 0.79 correlation means they provide meaningful diversification when combined. XDND.DE charges 0.39%/yr vs 0.29%/yr for VGWE.DE.
Performance
XDND.DE vs. VGWE.DE - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both investments are quite close, with XDND.DE having a 15.70% return and VGWE.DE slightly higher at 16.19%.
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%
VGWE.DE
- 1D
- 0.59%
- 1M
- 3.58%
- 6M
- 15.25%
- YTD
- 16.19%
- 1Y
- 27.98%
- 3Y*
- 16.67%
- 5Y*
- 12.13%
- 10Y*
- —
XDND.DE vs. VGWE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XDND.DE Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc) | 15.70% | 0.21% | 17.37% | 2.26% | 0.85% | 33.35% | 2.17% |
VGWE.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc | 16.19% | 12.81% | 15.59% | 7.89% | 0.02% | 27.81% | 7.83% |
Correlation
The correlation between XDND.DE and VGWE.DE is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 2020 | 0.79 |
The correlation between XDND.DE and VGWE.DE shifts across timeframes, from 0.68 (1 year) to 0.79 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XDND.DE vs. VGWE.DE — Risk / Return Rank
XDND.DE
VGWE.DE
XDND.DE vs. VGWE.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 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.
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.DE | VGWE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.66 | ||
| Sortino ratioReturn per unit of downside risk | -0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.54 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 4.44 | 4.64 | -0.20 |
| Martin ratioReturn relative to average drawdown | 13.43 | 18.29 | -4.86 |
Loading charts...
Drawdowns
XDND.DE vs. VGWE.DE - Drawdown Comparison
The maximum XDND.DE drawdown since its inception was -32.18%, 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 XDND.DE and VGWE.DE.
Loading charts...
Drawdown Indicators
| XDND.DE | VGWE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.18% | -16.43% | -15.75% |
Max Drawdown (1Y)Largest decline over 1 year | -4.92% | -6.00% | +1.08% |
Max Drawdown (3Y)Largest decline over 3 years | -18.13% | -16.43% | -1.70% |
Max Drawdown (5Y)Largest decline over 5 years | -18.13% | -16.43% | -1.70% |
Max Drawdown (10Y)Largest decline over 10 years | -32.18% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -6.84% | -2.35% | -4.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 1.53% | +0.10% |
Volatility
XDND.DE vs. VGWE.DE - Volatility Comparison
Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc) (XDND.DE) has a higher volatility of 2.40% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc (VGWE.DE) at 2.19%. This indicates that XDND.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.
Loading charts...
Volatility by Period
| XDND.DE | VGWE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.40% | 2.19% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 6.96% | 7.24% | -0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.57% | 9.48% | +0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.51% | 11.52% | +0.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.07% | 12.20% | +3.87% |
XDND.DE vs. VGWE.DE - Expense Ratio Comparison
XDND.DE has a 0.39% expense ratio, which is higher than VGWE.DE's 0.29% expense ratio.
Dividends
XDND.DE vs. VGWE.DE - Dividend Comparison
Neither XDND.DE nor VGWE.DE has paid dividends to shareholders.
Frequently Asked Questions
XDND.DE and VGWE.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VGWE.DE is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VGWE.DE is cheaper with a 0.29% expense ratio, compared with 0.39% for XDND.DE.
XDND.DE tracks MSCI North America High Dividend Yield Index, while VGWE.DE tracks FTSE All-World High Dividend Yield Index. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.39% for XDND.DE and 0.29% for VGWE.DE.
Find the right allocation for XDND.DE and VGWE.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer