XDWC.L vs. VJPU.L

Last updated Apr 2, 2026

Compare and contrast key facts about Xtrackers MSCI World Consumer Discretionary UCITS ETF 1C (XDWC.L) and Vanguard FTSE Japan UCITS ETF USD Hedged Acc (VJPU.L).

XDWC.L and VJPU.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDWC.L is a passively managed fund by Xtrackers that tracks the performance of the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. It was launched on Mar 14, 2016. VJPU.L is a passively managed fund by Vanguard that tracks the performance of the FTSE Japan (USD Hedged). It was launched on Jan 31, 2020. Both XDWC.L and VJPU.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.

Performance

XDWC.L vs. VJPU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI World Consumer Discretionary UCITS ETF 1C (XDWC.L) and Vanguard FTSE Japan UCITS ETF USD Hedged Acc (VJPU.L). The values are adjusted to include any dividend payments, if applicable.

XDWC.L vs. VJPU.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
XDWC.L Xtrackers MSCI World Consumer Discretionary UCITS ETF 1C	-9.48%	7.36%	22.22%	35.93%	-4.62%
VJPU.L Vanguard FTSE Japan UCITS ETF USD Hedged Acc	8.27%	31.52%	23.80%	35.64%	1.68%

Returns By Period

In the year-to-date period, XDWC.L achieves a -9.48% return, which is significantly lower than VJPU.L's 8.27% return.

XDWC.L

• 1D: 2.94%
• 1M: -3.92%
• YTD: -9.48%
• 6M: -8.39%
• 1Y: 8.56%
• 3Y*: 11.66%
• 5Y*: 3.92%
• 10Y*: —

VJPU.L

• 1D: -1.22%
• 1M: 1.36%
• YTD: 8.27%
• 6M: 21.39%
• 1Y: 45.56%
• 3Y*: 29.79%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XDWC.L vs. VJPU.L - Expense Ratio Comparison

XDWC.L has a 0.25% expense ratio, which is higher than VJPU.L's 0.20% 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%.

XDWC.L

Xtrackers MSCI World Consumer Discretionary UCITS ETF 1C

VJPU.L

Vanguard FTSE Japan UCITS ETF USD Hedged Acc

Return for Risk

XDWC.L vs. VJPU.L — Risk / Return Rank

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

XDWC.L

XDWC.L Risk / Return Rank: 23
XDWC.L Sharpe Ratio Rank: 23
XDWC.L Sortino Ratio Rank: 24
XDWC.L Omega Ratio Rank: 22
XDWC.L Calmar Ratio Rank: 21
XDWC.L Martin Ratio Rank: 23

VJPU.L

VJPU.L Risk / Return Rank: 94
VJPU.L Sharpe Ratio Rank: 91
VJPU.L Sortino Ratio Rank: 92
VJPU.L Omega Ratio Rank: 91
VJPU.L Calmar Ratio Rank: 97
VJPU.L Martin Ratio Rank: 97

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.

XDWC.L vs. VJPU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Consumer Discretionary UCITS ETF 1C (XDWC.L) and Vanguard FTSE Japan UCITS ETF USD Hedged Acc (VJPU.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.

	XDWC.L	VJPU.L	Difference
Sharpe ratio Return per unit of total volatility	0.43	2.11	-1.67
Sortino ratio Return per unit of downside risk	0.75	2.80	-2.05
Omega ratio Gain probability vs. loss probability	1.09	1.41	-0.31
Calmar ratio Return relative to maximum drawdown	0.49	5.68	-5.19
Martin ratio Return relative to average drawdown	1.71	20.90	-19.20
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XDWC.L vs. VJPU.L - Sharpe Ratio Comparison

The current XDWC.L Sharpe Ratio is 0.43, which is lower than the VJPU.L Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of XDWC.L and VJPU.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.

Sharpe Ratios by Period

	XDWC.L	VJPU.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.43	2.11	-1.67
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.19	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	1.38	-0.84

Correlation

The correlation between XDWC.L and VJPU.L is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

XDWC.L vs. VJPU.L - Dividend Comparison

Neither XDWC.L nor VJPU.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

XDWC.L vs. VJPU.L - Drawdown Comparison

The maximum XDWC.L drawdown since its inception was -37.26%, which is greater than VJPU.L's maximum drawdown of -25.40%. Use the drawdown chart below to compare losses from any high point for XDWC.L and VJPU.L.

Drawdown Indicators

	XDWC.L	VJPU.L	Difference
Max Drawdown Largest peak-to-trough decline	-37.26%	-25.40%	-11.86%
Max Drawdown (1Y) Largest decline over 1 year	-16.08%	-9.57%	-6.51%
Max Drawdown (5Y) Largest decline over 5 years	-37.26%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-37.26%	—	—
Current Drawdown Current decline from peak	-12.57%	-5.89%	-6.68%
Average Drawdown Average peak-to-trough decline	-8.34%	-2.98%	-5.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.66%	2.60%	+2.06%

Volatility

XDWC.L vs. VJPU.L - Volatility Comparison

The current volatility for Xtrackers MSCI World Consumer Discretionary UCITS ETF 1C (XDWC.L) is 7.46%, while Vanguard FTSE Japan UCITS ETF USD Hedged Acc (VJPU.L) has a volatility of 8.10%. This indicates that XDWC.L experiences smaller price fluctuations and is considered to be less risky than VJPU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XDWC.L	VJPU.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.46%	8.10%	-0.64%
Volatility (6M) Calculated over the trailing 6-month period	12.64%	14.96%	-2.32%
Volatility (1Y) Calculated over the trailing 1-year period	19.82%	21.53%	-1.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.87%	19.49%	+1.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.51%	19.49%	+0.02%