XESX.L vs. VUKE.L

Last updated Apr 2, 2026

Compare and contrast key facts about Xtrackers EURO STOXX 50 UCITS ETF 1D (XESX.L) and Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L).

XESX.L and VUKE.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XESX.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI EMU NR EUR. It was launched on Jan 4, 2007. VUKE.L is a passively managed fund by Vanguard that tracks the performance of the FTSE AllSh TR GBP. It was launched on May 22, 2012. Both XESX.L and VUKE.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

XESX.L vs. VUKE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers EURO STOXX 50 UCITS ETF 1D (XESX.L) and Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L). The values are adjusted to include any dividend payments, if applicable.

XESX.L vs. VUKE.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XESX.L Xtrackers EURO STOXX 50 UCITS ETF 1D	-1.21%	24.66%	2.94%	16.40%	-8.32%	12.93%	0.07%	18.58%	-12.98%	10.98%
VUKE.L Vanguard FTSE 100 UCITS ETF Distributing	5.05%	26.19%	9.55%	7.05%	5.29%	17.69%	-11.61%	17.49%	-8.79%	11.87%

Different Trading Currencies

XESX.L is traded in GBp, while VUKE.L is traded in GBP. To make them comparable, the VUKE.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XESX.L achieves a -1.21% return, which is significantly lower than VUKE.L's 5.05% return. Over the past 10 years, XESX.L has underperformed VUKE.L with an annualized return of 7.63%, while VUKE.L has yielded a comparatively higher 9.32% annualized return.

XESX.L

• 1D: 3.01%
• 1M: -4.48%
• YTD: -1.21%
• 6M: 2.64%
• 1Y: 12.24%
• 3Y*: 9.56%
• 5Y*: 7.86%
• 10Y*: 7.63%

VUKE.L

• 1D: 1.78%
• 1M: -3.41%
• YTD: 5.05%
• 6M: 11.29%
• 1Y: 24.19%
• 3Y*: 14.69%
• 5Y*: 12.86%
• 10Y*: 9.32%

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

XESX.L vs. VUKE.L - Expense Ratio Comparison

Both XESX.L and VUKE.L have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

XESX.L

Xtrackers EURO STOXX 50 UCITS ETF 1D

VUKE.L

Vanguard FTSE 100 UCITS ETF Distributing

Return for Risk

XESX.L vs. VUKE.L — Risk / Return Rank

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

XESX.L

XESX.L Risk / Return Rank: 36
XESX.L Sharpe Ratio Rank: 36
XESX.L Sortino Ratio Rank: 35
XESX.L Omega Ratio Rank: 34
XESX.L Calmar Ratio Rank: 37
XESX.L Martin Ratio Rank: 38

VUKE.L

VUKE.L Risk / Return Rank: 86
VUKE.L Sharpe Ratio Rank: 87
VUKE.L Sortino Ratio Rank: 85
VUKE.L Omega Ratio Rank: 91
VUKE.L Calmar Ratio Rank: 85
VUKE.L Martin Ratio Rank: 86

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.

XESX.L vs. VUKE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers EURO STOXX 50 UCITS ETF 1D (XESX.L) and Vanguard FTSE 100 UCITS ETF Distributing (VUKE.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.

	XESX.L	VUKE.L	Difference
Sharpe ratio Return per unit of total volatility	0.75	1.85	-1.10
Sortino ratio Return per unit of downside risk	1.08	2.32	-1.24
Omega ratio Gain probability vs. loss probability	1.15	1.40	-0.25
Calmar ratio Return relative to maximum drawdown	1.10	2.63	-1.53
Martin ratio Return relative to average drawdown	3.85	10.44	-6.58
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XESX.L vs. VUKE.L - Sharpe Ratio Comparison

The current XESX.L Sharpe Ratio is 0.75, which is lower than the VUKE.L Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of XESX.L and VUKE.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

	XESX.L	VUKE.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.75	1.85	-1.10
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.46	1.02	-0.56
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.43	0.62	-0.19
Sharpe Ratio (All Time) Calculated using the full available price history	0.15	0.58	-0.44

Correlation

The correlation between XESX.L and VUKE.L is 0.75, 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.

Dividends

XESX.L vs. VUKE.L - Dividend Comparison

XESX.L's dividend yield for the trailing twelve months is around 0.03%, less than VUKE.L's 3.01% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
XESX.L Xtrackers EURO STOXX 50 UCITS ETF 1D	0.03%	0.03%	0.03%	0.03%	0.05%	0.02%	0.03%	0.02%	0.03%	0.03%	0.02%	0.00%
VUKE.L Vanguard FTSE 100 UCITS ETF Distributing	3.01%	3.12%	3.74%	3.82%	3.94%	3.90%	3.02%	4.65%	4.64%	3.99%	3.75%	4.25%

Drawdowns

XESX.L vs. VUKE.L - Drawdown Comparison

The maximum XESX.L drawdown since its inception was -47.16%, which is greater than VUKE.L's maximum drawdown of -34.27%. Use the drawdown chart below to compare losses from any high point for XESX.L and VUKE.L.

Drawdown Indicators

	XESX.L	VUKE.L	Difference
Max Drawdown Largest peak-to-trough decline	-47.16%	-34.27%	-12.89%
Max Drawdown (1Y) Largest decline over 1 year	-11.48%	-10.66%	-0.82%
Max Drawdown (5Y) Largest decline over 5 years	-23.79%	-12.83%	-10.96%
Max Drawdown (10Y) Largest decline over 10 years	-31.68%	-34.27%	+2.59%
Current Drawdown Current decline from peak	-7.33%	-4.56%	-2.77%
Average Drawdown Average peak-to-trough decline	-14.04%	-4.27%	-9.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.28%	2.35%	+0.93%

Volatility

XESX.L vs. VUKE.L - Volatility Comparison

Xtrackers EURO STOXX 50 UCITS ETF 1D (XESX.L) has a higher volatility of 6.42% compared to Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L) at 5.27%. This indicates that XESX.L's price experiences larger fluctuations and is considered to be riskier than VUKE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XESX.L	VUKE.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.42%	5.27%	+1.15%
Volatility (6M) Calculated over the trailing 6-month period	11.03%	8.34%	+2.69%
Volatility (1Y) Calculated over the trailing 1-year period	16.39%	13.06%	+3.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.37%	12.61%	+4.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.23%	14.99%	+3.24%