XDPU.DE vs. VUAA.L
Compare and contrast key facts about Xtrackers S&P 500 UCITS ETF 4C (XDPU.DE) and Vanguard S&P 500 UCITS ETF (VUAA.L).
XDPU.DE and VUAA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDPU.DE is a passively managed fund by Xtrackers that tracks the performance of the S&P 500®. It was launched on Jun 8, 2022. VUAA.L is a passively managed fund by Vanguard Group (Ireland) Limited that tracks the performance of the S&P 500 Index. It was launched on May 14, 2019. Both XDPU.DE and VUAA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XDPU.DE or VUAA.L.
Key characteristics
XDPU.DE | VUAA.L | |
---|---|---|
YTD Return | 18.48% | 19.12% |
1Y Return | 23.42% | 28.37% |
Sharpe Ratio | 2.24 | 2.38 |
Daily Std Dev | 11.65% | 12.29% |
Max Drawdown | -14.84% | -34.05% |
Current Drawdown | -1.75% | 0.00% |
Correlation
The correlation between XDPU.DE and VUAA.L is 0.94, 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.
Performance
XDPU.DE vs. VUAA.L - Performance Comparison
The year-to-date returns for both investments are quite close, with XDPU.DE having a 18.48% return and VUAA.L slightly higher at 19.12%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XDPU.DE vs. VUAA.L - Expense Ratio Comparison
XDPU.DE has a 0.06% expense ratio, which is lower than VUAA.L's 0.07% 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%.
Risk-Adjusted Performance
XDPU.DE vs. VUAA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 UCITS ETF 4C (XDPU.DE) and Vanguard S&P 500 UCITS ETF (VUAA.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.
Dividends
XDPU.DE vs. VUAA.L - Dividend Comparison
Neither XDPU.DE nor VUAA.L has paid dividends to shareholders.
Drawdowns
XDPU.DE vs. VUAA.L - Drawdown Comparison
The maximum XDPU.DE drawdown since its inception was -14.84%, smaller than the maximum VUAA.L drawdown of -34.05%. Use the drawdown chart below to compare losses from any high point for XDPU.DE and VUAA.L. For additional features, visit the drawdowns tool.
Volatility
XDPU.DE vs. VUAA.L - Volatility Comparison
Xtrackers S&P 500 UCITS ETF 4C (XDPU.DE) has a higher volatility of 4.31% compared to Vanguard S&P 500 UCITS ETF (VUAA.L) at 3.98%. This indicates that XDPU.DE's price experiences larger fluctuations and is considered to be riskier than VUAA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.