XDWU.DE vs. VGWL.DE
XDWU.DE (Xtrackers MSCI World Utilities UCITS ETF 1C) and VGWL.DE (Vanguard FTSE All-World UCITS ETF Distributing) are both exchange-traded funds - XDWU.DE is a Utilities Equities fund tracking the MSCI World/Utilities NR USD, while VGWL.DE is a Global Equities fund tracking the FTSE All-World. Both are passively managed. Over the past 5 years, XDWU.DE returned 9.86%/yr vs 12.28%/yr for VGWL.DE. At a 0.46 correlation, their price movements are largely independent. XDWU.DE charges 0.25%/yr vs 0.22%/yr for VGWL.DE.
Performance
XDWU.DE vs. VGWL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWU.DE achieves a 5.92% return, which is significantly lower than VGWL.DE's 12.63% return.
XDWU.DE
- 1D
- -1.48%
- 1M
- -3.92%
- YTD
- 5.92%
- 6M
- 5.19%
- 1Y
- 13.84%
- 3Y*
- 11.70%
- 5Y*
- 9.86%
- 10Y*
- 8.32%
VGWL.DE
- 1D
- -0.24%
- 1M
- 3.64%
- YTD
- 12.63%
- 6M
- 12.78%
- 1Y
- 26.26%
- 3Y*
- 17.85%
- 5Y*
- 12.28%
- 10Y*
- —
XDWU.DE vs. VGWL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWU.DE Xtrackers MSCI World Utilities UCITS ETF 1C | 5.92% | 11.38% | 19.82% | -3.19% | 2.23% | 19.80% | -4.88% | 25.27% | 6.79% | -4.95% |
VGWL.DE Vanguard FTSE All-World UCITS ETF Distributing | 12.63% | 9.18% | 24.40% | 18.17% | -13.48% | 28.60% | 5.38% | 30.12% | -6.03% | 2.20% |
Correlation
The correlation between XDWU.DE and VGWL.DE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2017 | 0.46 |
The correlation between XDWU.DE and VGWL.DE shifts across timeframes, from 0.27 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDWU.DE vs. VGWL.DE — Risk / Return Rank
XDWU.DE
VGWL.DE
XDWU.DE vs. VGWL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.DE) and Vanguard FTSE All-World UCITS ETF Distributing (VGWL.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.
| XDWU.DE | VGWL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.26 | ||
| Sortino ratioReturn per unit of downside risk | -1.72 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.44 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.77 | 3.99 | -2.23 |
| Martin ratioReturn relative to average drawdown | 4.77 | 16.38 | -11.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XDWU.DE | VGWL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 2.32 | -1.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.88 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.77 | -0.22 |
Drawdowns
XDWU.DE vs. VGWL.DE - Drawdown Comparison
The maximum XDWU.DE drawdown since its inception was -33.61%, roughly equal to the maximum VGWL.DE drawdown of -33.40%. Use the drawdown chart below to compare losses from any high point for XDWU.DE and VGWL.DE.
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Drawdown Indicators
| XDWU.DE | VGWL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.61% | -33.40% | -0.21% |
Max Drawdown (1Y)Largest decline over 1 year | -7.30% | -6.57% | -0.73% |
Max Drawdown (3Y)Largest decline over 3 years | -12.68% | -21.04% | +8.36% |
Max Drawdown (5Y)Largest decline over 5 years | -23.26% | -21.04% | -2.22% |
Max Drawdown (10Y)Largest decline over 10 years | -33.61% | — | — |
Current DrawdownCurrent decline from peak | -7.22% | -0.64% | -6.58% |
Average DrawdownAverage peak-to-trough decline | -6.99% | -4.34% | -2.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 1.61% | +1.10% |
Volatility
XDWU.DE vs. VGWL.DE - Volatility Comparison
Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.DE) has a higher volatility of 4.08% compared to Vanguard FTSE All-World UCITS ETF Distributing (VGWL.DE) at 3.02%. This indicates that XDWU.DE's price experiences larger fluctuations and is considered to be riskier than VGWL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDWU.DE | VGWL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | 3.02% | +1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 10.09% | 8.13% | +1.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.09% | 11.29% | +0.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.12% | 13.76% | +0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.16% | 15.51% | -0.35% |
XDWU.DE vs. VGWL.DE - Expense Ratio Comparison
XDWU.DE has a 0.25% expense ratio, which is higher than VGWL.DE's 0.22% 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
XDWU.DE vs. VGWL.DE - Dividend Comparison
XDWU.DE has not paid dividends to shareholders, while VGWL.DE's dividend yield for the trailing twelve months is around 1.24%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
VGWL.DE Vanguard FTSE All-World UCITS ETF Distributing | 1.24% | 1.42% | 1.48% | 1.73% | 2.09% | 1.43% | 1.56% | 1.87% | 2.26% | 0.37% |
XDWU.DE Xtrackers MSCI World Utilities UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XDWU.DE and VGWL.DE have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VGWL.DE is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VGWL.DE is cheaper with a 0.22% expense ratio, compared with 0.25% for XDWU.DE.
XDWU.DE is categorized as Utilities Equities, while VGWL.DE is Global Equities. XDWU.DE tracks MSCI World/Utilities NR USD, while VGWL.DE tracks FTSE All-World. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.25% for XDWU.DE and 0.22% for VGWL.DE.
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