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XMWX.L vs. VEUD.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XMWX.L vs. VEUD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI World ex USA UCITS ETF 1C (XMWX.L) and Vanguard FTSE Developed Europe UCITS ETF (VEUD.L). The values are adjusted to include any dividend payments, if applicable.

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XMWX.L vs. VEUD.L - Yearly Performance Comparison


2026 (YTD)20252024
XMWX.L
Xtrackers MSCI World ex USA UCITS ETF 1C
3.39%23.16%-1.64%
VEUD.L
Vanguard FTSE Developed Europe UCITS ETF
0.28%35.25%-8.53%

Returns By Period

In the year-to-date period, XMWX.L achieves a 3.39% return, which is significantly higher than VEUD.L's 0.28% return.


XMWX.L

1D
2.66%
1M
-3.77%
YTD
3.39%
6M
8.68%
1Y
22.29%
3Y*
5Y*
10Y*

VEUD.L

1D
3.21%
1M
-4.57%
YTD
0.28%
6M
5.47%
1Y
22.11%
3Y*
15.03%
5Y*
9.53%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XMWX.L vs. VEUD.L - Expense Ratio Comparison

XMWX.L has a 0.15% expense ratio, which is higher than VEUD.L's 0.10% 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

XMWX.L vs. VEUD.L — Risk / Return Rank

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

XMWX.L
XMWX.L Risk / Return Rank: 8181
Overall Rank
XMWX.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
XMWX.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
XMWX.L Omega Ratio Rank: 8383
Omega Ratio Rank
XMWX.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
XMWX.L Martin Ratio Rank: 7878
Martin Ratio Rank

VEUD.L
VEUD.L Risk / Return Rank: 6565
Overall Rank
VEUD.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VEUD.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
VEUD.L Omega Ratio Rank: 6767
Omega Ratio Rank
VEUD.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
VEUD.L Martin Ratio Rank: 6161
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.

XMWX.L vs. VEUD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World ex USA UCITS ETF 1C (XMWX.L) and Vanguard FTSE Developed Europe UCITS ETF (VEUD.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.


XMWX.LVEUD.LDifference

Sharpe ratio

Return per unit of total volatility

1.67

1.30

+0.37

Sortino ratio

Return per unit of downside risk

2.21

1.75

+0.46

Omega ratio

Gain probability vs. loss probability

1.34

1.26

+0.08

Calmar ratio

Return relative to maximum drawdown

2.36

1.92

+0.44

Martin ratio

Return relative to average drawdown

9.26

7.03

+2.23

XMWX.L vs. VEUD.L - Sharpe Ratio Comparison

The current XMWX.L Sharpe Ratio is 1.67, which is comparable to the VEUD.L Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of XMWX.L and VEUD.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.


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Sharpe Ratios by Period


XMWX.LVEUD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

1.30

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

1.22

0.49

+0.73

Correlation

The correlation between XMWX.L and VEUD.L is 0.78, 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

XMWX.L vs. VEUD.L - Dividend Comparison

XMWX.L has not paid dividends to shareholders, while VEUD.L's dividend yield for the trailing twelve months is around 2.74%.


TTM2025202420232022202120202019201820172016
XMWX.L
Xtrackers MSCI World ex USA UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VEUD.L
Vanguard FTSE Developed Europe UCITS ETF
2.74%2.73%3.17%2.93%3.25%2.77%2.10%3.25%3.70%2.86%2.79%

Drawdowns

XMWX.L vs. VEUD.L - Drawdown Comparison

The maximum XMWX.L drawdown since its inception was -12.53%, smaller than the maximum VEUD.L drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for XMWX.L and VEUD.L.


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Drawdown Indicators


XMWX.LVEUD.LDifference

Max Drawdown

Largest peak-to-trough decline

-12.53%

-36.05%

+23.52%

Max Drawdown (1Y)

Largest decline over 1 year

-9.75%

-11.57%

+1.82%

Max Drawdown (5Y)

Largest decline over 5 years

-31.31%

Current Drawdown

Current decline from peak

-5.53%

-7.31%

+1.78%

Average Drawdown

Average peak-to-trough decline

-1.60%

-6.39%

+4.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

3.17%

-0.69%

Volatility

XMWX.L vs. VEUD.L - Volatility Comparison

The current volatility for Xtrackers MSCI World ex USA UCITS ETF 1C (XMWX.L) is 5.97%, while Vanguard FTSE Developed Europe UCITS ETF (VEUD.L) has a volatility of 6.98%. This indicates that XMWX.L experiences smaller price fluctuations and is considered to be less risky than VEUD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XMWX.LVEUD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.97%

6.98%

-1.01%

Volatility (6M)

Calculated over the trailing 6-month period

9.34%

10.93%

-1.59%

Volatility (1Y)

Calculated over the trailing 1-year period

13.29%

16.96%

-3.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.38%

17.60%

-5.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.38%

17.85%

-5.47%