XM1D.DE vs. VUAA.DE
Compare and contrast key facts about Xtrackers MSCI Japan UCITS ETF (XM1D.DE) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE).
XM1D.DE and VUAA.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XM1D.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI Japan. It was launched on Mar 8, 2023. VUAA.DE is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 14, 2019. Both XM1D.DE and VUAA.DE 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
XM1D.DE vs. VUAA.DE - Performance Comparison
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XM1D.DE vs. VUAA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XM1D.DE Xtrackers MSCI Japan UCITS ETF | 8.85% | 12.60% | 13.72% | 13.20% |
VUAA.DE Vanguard S&P 500 UCITS USD Acc ETF | -2.79% | 4.68% | 32.33% | 18.02% |
Returns By Period
In the year-to-date period, XM1D.DE achieves a 8.85% return, which is significantly higher than VUAA.DE's -2.79% return.
XM1D.DE
- 1D
- 4.84%
- 1M
- -2.38%
- YTD
- 8.85%
- 6M
- 14.21%
- 1Y
- 24.90%
- 3Y*
- 15.37%
- 5Y*
- —
- 10Y*
- —
VUAA.DE
- 1D
- 0.19%
- 1M
- -2.53%
- YTD
- -2.79%
- 6M
- -0.12%
- 1Y
- 10.40%
- 3Y*
- 16.00%
- 5Y*
- 12.14%
- 10Y*
- —
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XM1D.DE vs. VUAA.DE - Expense Ratio Comparison
XM1D.DE has a 0.12% expense ratio, which is higher than VUAA.DE's 0.07% 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%.
Return for Risk
XM1D.DE vs. VUAA.DE — Risk / Return Rank
XM1D.DE
VUAA.DE
XM1D.DE vs. VUAA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan UCITS ETF (XM1D.DE) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.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.
| XM1D.DE | VUAA.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.20 | 0.61 | +0.59 |
Sortino ratioReturn per unit of downside risk | 1.75 | 0.92 | +0.83 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.14 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.57 | 2.36 | +0.22 |
Martin ratioReturn relative to average drawdown | 8.42 | 8.03 | +0.39 |
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
| XM1D.DE | VUAA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.20 | 0.61 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 0.69 | +0.23 |
Correlation
The correlation between XM1D.DE and VUAA.DE is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
XM1D.DE vs. VUAA.DE - Dividend Comparison
XM1D.DE's dividend yield for the trailing twelve months is around 1.58%, while VUAA.DE has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XM1D.DE Xtrackers MSCI Japan UCITS ETF | 1.58% | 1.71% | 2.68% | 1.64% |
VUAA.DE Vanguard S&P 500 UCITS USD Acc ETF | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XM1D.DE vs. VUAA.DE - Drawdown Comparison
The maximum XM1D.DE drawdown since its inception was -16.92%, smaller than the maximum VUAA.DE drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for XM1D.DE and VUAA.DE.
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Drawdown Indicators
| XM1D.DE | VUAA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.92% | -33.67% | +16.75% |
Max Drawdown (1Y)Largest decline over 1 year | -11.00% | -8.38% | -2.62% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.33% | — |
Current DrawdownCurrent decline from peak | -5.02% | -5.02% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -3.06% | -5.18% | +2.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.10% | 2.10% | +1.00% |
Volatility
XM1D.DE vs. VUAA.DE - Volatility Comparison
Xtrackers MSCI Japan UCITS ETF (XM1D.DE) has a higher volatility of 8.98% compared to Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) at 3.69%. This indicates that XM1D.DE's price experiences larger fluctuations and is considered to be riskier than VUAA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XM1D.DE | VUAA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.98% | 3.69% | +5.29% |
Volatility (6M)Calculated over the trailing 6-month period | 14.65% | 8.64% | +6.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.64% | 17.02% | +3.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.53% | 15.15% | +2.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.53% | 17.75% | -0.22% |