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

Performance

XGLE.DE vs. VWCE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II Eurozone Government Bond UCITS ETF (XGLE.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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Returns By Period

In the year-to-date period, XGLE.DE achieves a 0.07% return, which is significantly lower than VWCE.DE's 12.64% return.


XGLE.DE

1D
0.04%
1M
0.56%
YTD
0.07%
6M
0.02%
1Y
-0.07%
3Y*
2.36%
5Y*
-2.30%
10Y*
-0.35%

VWCE.DE

1D
-0.21%
1M
5.01%
YTD
12.64%
6M
13.33%
1Y
26.41%
3Y*
17.85%
5Y*
12.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
XGLE.DE
Xtrackers II Eurozone Government Bond UCITS ETF
0.07%0.67%1.55%6.76%-18.18%-3.62%4.64%-0.36%
VWCE.DE
Vanguard FTSE All-World UCITS ETF
12.64%9.16%24.41%18.18%-13.47%28.62%5.36%8.01%

Correlation

The correlation between XGLE.DE and VWCE.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.18

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

0.11

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2019

0.05

Over the past year, XGLE.DE and VWCE.DE have become more correlated (0.33) than their long-term average of 0.05, meaning their price movements have been converging.

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Return for Risk

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

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

XGLE.DE
XGLE.DE Risk / Return Rank: 99
Overall Rank
XGLE.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
XGLE.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
XGLE.DE Omega Ratio Rank: 88
Omega Ratio Rank
XGLE.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
XGLE.DE Martin Ratio Rank: 99
Martin Ratio Rank

VWCE.DE
VWCE.DE Risk / Return Rank: 7676
Overall Rank
VWCE.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VWCE.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
VWCE.DE Omega Ratio Rank: 7474
Omega Ratio Rank
VWCE.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
VWCE.DE Martin Ratio Rank: 8383
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II Eurozone Government Bond UCITS ETF (XGLE.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.


XGLE.DEVWCE.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.33

Sortino ratioReturn per unit of downside risk

-3.23

Omega ratioGain probability vs. loss probability

1.00

1.43

-0.43

Calmar ratioReturn relative to maximum drawdown

-0.02

4.01

-4.03

Martin ratioReturn relative to average drawdown

-0.05

16.55

-16.60

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

The current XGLE.DE Sharpe Ratio is -0.02, which is lower than the VWCE.DE Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of XGLE.DE and VWCE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XGLE.DEVWCE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

2.31

-2.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

0.88

-1.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.79

-0.32

Drawdowns

XGLE.DE vs. VWCE.DE - Drawdown Comparison

The maximum XGLE.DE drawdown since its inception was -22.59%, smaller than the maximum VWCE.DE drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for XGLE.DE and VWCE.DE.


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Drawdown Indicators


XGLE.DEVWCE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.59%

-33.43%

+10.84%

Max Drawdown (1Y)

Largest decline over 1 year

-3.47%

-6.55%

+3.08%

Max Drawdown (3Y)

Largest decline over 3 years

-4.02%

-21.07%

+17.05%

Max Drawdown (5Y)

Largest decline over 5 years

-21.71%

-21.07%

-0.64%

Max Drawdown (10Y)

Largest decline over 10 years

-22.59%

Current Drawdown

Current decline from peak

-14.18%

-0.66%

-13.52%

Average Drawdown

Average peak-to-trough decline

-5.22%

-4.69%

-0.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.38%

1.59%

-0.21%

Volatility

XGLE.DE vs. VWCE.DE - Volatility Comparison

The current volatility for Xtrackers II Eurozone Government Bond UCITS ETF (XGLE.DE) is 1.78%, while Vanguard FTSE All-World UCITS ETF (VWCE.DE) has a volatility of 3.06%. This indicates that XGLE.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


XGLE.DEVWCE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.78%

3.06%

-1.28%

Volatility (6M)

Calculated over the trailing 6-month period

3.66%

8.18%

-4.52%

Volatility (1Y)

Calculated over the trailing 1-year period

4.37%

11.37%

-7.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.31%

13.75%

-7.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.61%

16.16%

-10.55%

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

XGLE.DE has a 0.09% expense ratio, which is lower than VWCE.DE's 0.19% 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%.


Dividends

XGLE.DE vs. VWCE.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


XGLE.DE and VWCE.DE have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XGLE.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XGLE.DE is cheaper with a 0.09% expense ratio, compared with 0.19% for VWCE.DE.

XGLE.DE is categorized as European Government Bonds, while VWCE.DE is Global Equities. XGLE.DE tracks iBoxx® EUR Sovereigns Eurozone, while VWCE.DE tracks FTSE All-World Index. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.09% for XGLE.DE and 0.19% for VWCE.DE.

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