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XG7S.DE vs. VWCE.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XG7S.DE vs. VWCE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Global Government Bond UCITS ETF 5C (XG7S.DE) and Vanguard FTSE All-World UCITS ETF (VWCE.DE). The values are adjusted to include any dividend payments, if applicable.

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XG7S.DE vs. VWCE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XG7S.DE
Xtrackers Global Government Bond UCITS ETF 5C
0.18%-4.70%2.17%1.03%-13.47%0.52%0.56%0.34%
VWCE.DE
Vanguard FTSE All-World UCITS ETF
-0.36%9.16%24.41%18.18%-13.47%28.62%5.36%8.01%

Returns By Period

In the year-to-date period, XG7S.DE achieves a 0.18% return, which is significantly higher than VWCE.DE's -0.36% return.


XG7S.DE

1D
-0.28%
1M
-1.50%
YTD
0.18%
6M
-0.31%
1Y
-4.07%
3Y*
-0.93%
5Y*
-2.78%
10Y*
-0.67%

VWCE.DE

1D
2.17%
1M
-3.41%
YTD
-0.36%
6M
3.13%
1Y
13.63%
3Y*
14.97%
5Y*
9.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XG7S.DE vs. VWCE.DE - Expense Ratio Comparison

XG7S.DE has a 0.20% expense ratio, which is lower than VWCE.DE's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

XG7S.DE vs. VWCE.DE — Risk / Return Rank

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

XG7S.DE
XG7S.DE Risk / Return Rank: 22
Overall Rank
XG7S.DE Sharpe Ratio Rank: 11
Sharpe Ratio Rank
XG7S.DE Sortino Ratio Rank: 22
Sortino Ratio Rank
XG7S.DE Omega Ratio Rank: 11
Omega Ratio Rank
XG7S.DE Calmar Ratio Rank: 22
Calmar Ratio Rank
XG7S.DE Martin Ratio Rank: 55
Martin Ratio Rank

VWCE.DE
VWCE.DE Risk / Return Rank: 5252
Overall Rank
VWCE.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
VWCE.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
VWCE.DE Omega Ratio Rank: 4646
Omega Ratio Rank
VWCE.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
VWCE.DE Martin Ratio Rank: 6868
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.

XG7S.DE vs. VWCE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Global Government Bond UCITS ETF 5C (XG7S.DE) and Vanguard FTSE All-World UCITS ETF (VWCE.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.


XG7S.DEVWCE.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.86

0.86

-1.72

Sortino ratio

Return per unit of downside risk

-1.09

1.23

-2.32

Omega ratio

Gain probability vs. loss probability

0.86

1.19

-0.32

Calmar ratio

Return relative to maximum drawdown

-0.67

1.55

-2.22

Martin ratio

Return relative to average drawdown

-0.93

7.13

-8.06

XG7S.DE vs. VWCE.DE - Sharpe Ratio Comparison

The current XG7S.DE Sharpe Ratio is -0.86, which is lower than the VWCE.DE Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of XG7S.DE and VWCE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XG7S.DEVWCE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.86

0.86

-1.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.43

0.72

-1.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.68

-0.52

Correlation

The correlation between XG7S.DE and VWCE.DE is 0.00, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

XG7S.DE vs. VWCE.DE - Dividend Comparison

Neither XG7S.DE nor VWCE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XG7S.DE vs. VWCE.DE - Drawdown Comparison

The maximum XG7S.DE drawdown since its inception was -21.08%, smaller than the maximum VWCE.DE drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for XG7S.DE and VWCE.DE.


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Drawdown Indicators


XG7S.DEVWCE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.08%

-33.43%

+12.35%

Max Drawdown (1Y)

Largest decline over 1 year

-5.45%

-13.20%

+7.75%

Max Drawdown (5Y)

Largest decline over 5 years

-18.20%

-21.07%

+2.87%

Max Drawdown (10Y)

Largest decline over 10 years

-21.08%

Current Drawdown

Current decline from peak

-19.14%

-3.95%

-15.19%

Average Drawdown

Average peak-to-trough decline

-8.62%

-4.80%

-3.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.94%

1.94%

+2.00%

Volatility

XG7S.DE vs. VWCE.DE - Volatility Comparison

The current volatility for Xtrackers Global Government Bond UCITS ETF 5C (XG7S.DE) is 1.58%, while Vanguard FTSE All-World UCITS ETF (VWCE.DE) has a volatility of 4.57%. This indicates that XG7S.DE experiences smaller price fluctuations and is considered to be less risky than VWCE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XG7S.DEVWCE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.58%

4.57%

-2.99%

Volatility (6M)

Calculated over the trailing 6-month period

2.73%

8.56%

-5.83%

Volatility (1Y)

Calculated over the trailing 1-year period

4.71%

15.81%

-11.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.38%

13.72%

-7.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.86%

16.25%

-10.39%