PortfoliosLab logoPortfoliosLab logo
XFVT.L vs. XDEX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XFVT.L vs. XDEX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers Vietnam Swap UCITS ETF 1C (XFVT.L) and Xtrackers MSCI Emerging Markets ESG Screened UCITS ETF 1C (XDEX.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XFVT.L achieves a 5.81% return, which is significantly lower than XDEX.L's 40.17% return. Over the past 10 years, XFVT.L has underperformed XDEX.L with an annualized return of 6.44%, while XDEX.L has yielded a comparatively higher 13.95% annualized return.


XFVT.L

1D
2.80%
1M
3.84%
YTD
5.81%
6M
5.40%
1Y
55.07%
3Y*
12.82%
5Y*
0.52%
10Y*
6.44%

XDEX.L

1D
-1.33%
1M
2.05%
YTD
40.17%
6M
43.42%
1Y
69.05%
3Y*
24.06%
5Y*
13.16%
10Y*
13.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XFVT.L vs. XDEX.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XFVT.L
Xtrackers Vietnam Swap UCITS ETF 1C
5.81%57.38%-8.97%-0.07%-37.94%33.66%13.67%0.55%-6.19%36.66%
XDEX.L
Xtrackers MSCI Emerging Markets ESG Screened UCITS ETF 1C
40.17%28.16%2.86%2.89%-10.24%20.08%12.90%21.94%-4.60%14.14%

Correlation

The correlation between XFVT.L and XDEX.L is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (10Y)
Calculated over the trailing 10-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Feb 27, 2015

0.35

Over the past year, the correlation between XFVT.L and XDEX.L has dropped to 0.12 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XFVT.L vs. XDEX.L — Risk / Return Rank

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

XFVT.L
XFVT.L Risk / Return Rank: 6767
Overall Rank
XFVT.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XFVT.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
XFVT.L Omega Ratio Rank: 6565
Omega Ratio Rank
XFVT.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
XFVT.L Martin Ratio Rank: 5858
Martin Ratio Rank

XDEX.L
XDEX.L Risk / Return Rank: 9494
Overall Rank
XDEX.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
XDEX.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
XDEX.L Omega Ratio Rank: 9595
Omega Ratio Rank
XDEX.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
XDEX.L Martin Ratio Rank: 9292
Martin Ratio Rank
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.

XFVT.L vs. XDEX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Vietnam Swap UCITS ETF 1C (XFVT.L) and Xtrackers MSCI Emerging Markets ESG Screened UCITS ETF 1C (XDEX.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.

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.


XFVT.LXDEX.LDifference
Sharpe ratioReturn per unit of total volatility

-1.38

Sortino ratioReturn per unit of downside risk

-1.60

Omega ratioGain probability vs. loss probability

1.33

1.63

-0.29

Calmar ratioReturn relative to maximum drawdown

3.25

5.53

-2.28

Martin ratioReturn relative to average drawdown

8.84

19.50

-10.66

XFVT.L vs. XDEX.L - Sharpe Ratio Comparison

The current XFVT.L Sharpe Ratio is 2.03, which is lower than the XDEX.L Sharpe Ratio of 3.41. The chart below compares the historical Sharpe Ratios of XFVT.L and XDEX.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

XFVT.L vs. XDEX.L - Drawdown Comparison

The maximum XFVT.L drawdown since its inception was -87.46%, which is greater than XDEX.L's maximum drawdown of -24.54%. Use the drawdown chart below to compare losses from any high point for XFVT.L and XDEX.L.


Loading charts...

Drawdown Indicators


XFVT.LXDEX.LDifference

Max Drawdown

Largest peak-to-trough decline

-87.46%

-24.54%

-62.92%

Max Drawdown (1Y)

Largest decline over 1 year

-17.42%

-12.60%

-4.82%

Max Drawdown (3Y)

Largest decline over 3 years

-36.89%

-17.38%

-19.51%

Max Drawdown (5Y)

Largest decline over 5 years

-51.80%

-18.65%

-33.15%

Max Drawdown (10Y)

Largest decline over 10 years

-51.80%

-24.54%

-27.26%

Current Drawdown

Current decline from peak

-63.84%

-5.58%

-58.26%

Average Drawdown

Average peak-to-trough decline

-74.09%

-4.83%

-69.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.41%

3.58%

+2.83%

Volatility

XFVT.L vs. XDEX.L - Volatility Comparison

The current volatility for Xtrackers Vietnam Swap UCITS ETF 1C (XFVT.L) is 7.23%, while Xtrackers MSCI Emerging Markets ESG Screened UCITS ETF 1C (XDEX.L) has a volatility of 10.74%. This indicates that XFVT.L experiences smaller price fluctuations and is considered to be less risky than XDEX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XFVT.LXDEX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.23%

10.74%

-3.51%

Volatility (6M)

Calculated over the trailing 6-month period

19.63%

18.69%

+0.94%

Volatility (1Y)

Calculated over the trailing 1-year period

27.92%

20.41%

+7.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.01%

16.06%

+12.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.88%

15.85%

+10.03%

XFVT.L vs. XDEX.L - Expense Ratio Comparison

XFVT.L has a 0.85% expense ratio, which is higher than XDEX.L's 0.18% expense ratio.


Dividends

XFVT.L vs. XDEX.L - Dividend Comparison

Neither XFVT.L nor XDEX.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XFVT.L and XDEX.L have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDEX.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDEX.L is cheaper with a 0.18% expense ratio, compared with 0.85% for XFVT.L.

XFVT.L tracks STOXX Vietnam Total Market Liquid, while XDEX.L tracks MSCI EM NR USD. Their fees differ too: 0.85% for XFVT.L and 0.18% for XDEX.L.

Portfolio Optimizer

Find the right allocation for XFVT.L and XDEX.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer