XDWS.DE vs. VUAA.DE
XDWS.DE (Xtrackers MSCI World Consumer Staples UCITS ETF 1C) and VUAA.DE (Vanguard S&P 500 UCITS USD Acc ETF) are both exchange-traded funds - XDWS.DE is a Consumer Staples Equities fund tracking the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while VUAA.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, XDWS.DE returned 5.82%/yr vs 13.47%/yr for VUAA.DE. A 0.50 correlation means they provide meaningful diversification when combined. XDWS.DE charges 0.25%/yr vs 0.07%/yr for VUAA.DE.
Performance
XDWS.DE vs. VUAA.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with XDWS.DE having a 12.00% return and VUAA.DE slightly lower at 11.83%.
XDWS.DE
- 1D
- 1.09%
- 1M
- 3.82%
- 6M
- 7.83%
- YTD
- 12.00%
- 1Y
- 11.32%
- 3Y*
- 6.51%
- 5Y*
- 5.82%
- 10Y*
- 5.57%
VUAA.DE
- 1D
- -1.21%
- 1M
- 0.80%
- 6M
- 9.46%
- YTD
- 11.83%
- 1Y
- 21.57%
- 3Y*
- 18.63%
- 5Y*
- 13.47%
- 10Y*
- —
XDWS.DE vs. VUAA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XDWS.DE Xtrackers MSCI World Consumer Staples UCITS ETF 1C | 12.00% | -3.35% | 12.59% | -1.54% | -0.07% | 22.38% | -2.59% |
VUAA.DE Vanguard S&P 500 UCITS USD Acc ETF | 11.83% | 4.69% | 32.34% | 22.51% | -14.29% | 40.75% | 4.36% |
Correlation
The correlation between XDWS.DE and VUAA.DE is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Feb 4, 2020 | 0.50 |
The correlation between XDWS.DE and VUAA.DE shifts across timeframes, from -0.10 (1 year) to 0.50 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDWS.DE vs. VUAA.DE — Risk / Return Rank
XDWS.DE
VUAA.DE
XDWS.DE vs. VUAA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.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.
| XDWS.DE | VUAA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.98 | ||
| Sortino ratioReturn per unit of downside risk | -1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.34 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.28 | 3.07 | -1.78 |
| Martin ratioReturn relative to average drawdown | 2.78 | 10.94 | -8.15 |
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Drawdowns
XDWS.DE vs. VUAA.DE - Drawdown Comparison
The maximum XDWS.DE drawdown since its inception was -36.24%, which is greater than VUAA.DE's maximum drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for XDWS.DE and VUAA.DE.
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Drawdown Indicators
| XDWS.DE | VUAA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.24% | -33.67% | -2.57% |
Max Drawdown (1Y)Largest decline over 1 year | -8.79% | -7.00% | -1.79% |
Max Drawdown (3Y)Largest decline over 3 years | -11.90% | -23.33% | +11.43% |
Max Drawdown (5Y)Largest decline over 5 years | -12.45% | -23.33% | +10.88% |
Max Drawdown (10Y)Largest decline over 10 years | -24.41% | — | — |
Current DrawdownCurrent decline from peak | -0.91% | -1.33% | +0.42% |
Average DrawdownAverage peak-to-trough decline | -8.03% | -4.98% | -3.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.06% | 1.97% | +2.09% |
Volatility
XDWS.DE vs. VUAA.DE - Volatility Comparison
Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) has a higher volatility of 4.76% compared to Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) at 2.99%. This indicates that XDWS.DE's price experiences larger fluctuations and is considered to be riskier than VUAA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDWS.DE | VUAA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.76% | 2.99% | +1.77% |
Volatility (6M)Calculated over the trailing 6-month period | 10.85% | 7.87% | +2.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.85% | 11.72% | +1.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.54% | 15.15% | -3.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.36% | 17.49% | -4.13% |
XDWS.DE vs. VUAA.DE - Expense Ratio Comparison
XDWS.DE has a 0.25% expense ratio, which is higher than VUAA.DE'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%.
Dividends
XDWS.DE vs. VUAA.DE - Dividend Comparison
Neither XDWS.DE nor VUAA.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWS.DE and VUAA.DE have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VUAA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUAA.DE is cheaper with a 0.07% expense ratio, compared with 0.25% for XDWS.DE.
XDWS.DE is categorized as Consumer Staples Equities, while VUAA.DE is S&P 500. XDWS.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while VUAA.DE tracks S&P 500 Index. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.25% for XDWS.DE and 0.07% for VUAA.DE.
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