XS7R.L vs. VWCE.DE
Compare and contrast key facts about Xtrackers MSCI Europe Financials ESG Screened UCITS ETF 1C (XS7R.L) and Vanguard FTSE All-World UCITS ETF (VWCE.DE).
XS7R.L and VWCE.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XS7R.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI World/Financials NR USD. It was launched on Jun 26, 2007. VWCE.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World Index. It was launched on Jul 23, 2019. Both XS7R.L and VWCE.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
XS7R.L vs. VWCE.DE - Performance Comparison
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XS7R.L vs. VWCE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XS7R.L Xtrackers MSCI Europe Financials ESG Screened UCITS ETF 1C | -3.20% | 47.44% | 18.33% | 20.38% | 3.19% | 27.29% | -19.81% | 2.04% |
VWCE.DE Vanguard FTSE All-World UCITS ETF | -0.06% | 14.84% | 18.99% | 15.82% | -8.73% | 19.54% | 11.30% | 3.08% |
Different Trading Currencies
XS7R.L is traded in GBp, while VWCE.DE is traded in EUR. To make them comparable, the VWCE.DE values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, XS7R.L achieves a -3.20% return, which is significantly lower than VWCE.DE's -0.06% return.
XS7R.L
- 1D
- 3.27%
- 1M
- -2.36%
- YTD
- -3.20%
- 6M
- 5.83%
- 1Y
- 22.29%
- 3Y*
- 24.90%
- 5Y*
- 18.57%
- 10Y*
- 10.28%
VWCE.DE
- 1D
- 2.31%
- 1M
- -3.11%
- YTD
- -0.06%
- 6M
- 3.66%
- 1Y
- 19.02%
- 3Y*
- 14.79%
- 5Y*
- 10.59%
- 10Y*
- —
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XS7R.L vs. VWCE.DE - Expense Ratio Comparison
XS7R.L 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
XS7R.L vs. VWCE.DE — Risk / Return Rank
XS7R.L
VWCE.DE
XS7R.L vs. VWCE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Financials ESG Screened UCITS ETF 1C (XS7R.L) 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.
| XS7R.L | VWCE.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.20 | 1.27 | -0.06 |
Sortino ratioReturn per unit of downside risk | 1.62 | 1.76 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.27 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.98 | 2.48 | -0.50 |
Martin ratioReturn relative to average drawdown | 6.73 | 10.20 | -3.47 |
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
| XS7R.L | VWCE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.20 | 1.27 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.05 | 0.78 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.68 | -0.60 |
Correlation
The correlation between XS7R.L and VWCE.DE is 0.55, 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
XS7R.L vs. VWCE.DE - Dividend Comparison
Neither XS7R.L nor VWCE.DE has paid dividends to shareholders.
Drawdowns
XS7R.L vs. VWCE.DE - Drawdown Comparison
The maximum XS7R.L drawdown since its inception was -66.04%, which is greater than VWCE.DE's maximum drawdown of -25.99%. Use the drawdown chart below to compare losses from any high point for XS7R.L and VWCE.DE.
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Drawdown Indicators
| XS7R.L | VWCE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.04% | -33.43% | -32.61% |
Max Drawdown (1Y)Largest decline over 1 year | -13.27% | -13.20% | -0.07% |
Max Drawdown (5Y)Largest decline over 5 years | -23.60% | -21.07% | -2.53% |
Max Drawdown (10Y)Largest decline over 10 years | -55.42% | — | — |
Current DrawdownCurrent decline from peak | -5.48% | -3.95% | -1.53% |
Average DrawdownAverage peak-to-trough decline | -26.66% | -4.80% | -21.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.33% | 1.94% | +1.39% |
Volatility
XS7R.L vs. VWCE.DE - Volatility Comparison
Xtrackers MSCI Europe Financials ESG Screened UCITS ETF 1C (XS7R.L) has a higher volatility of 7.22% compared to Vanguard FTSE All-World UCITS ETF (VWCE.DE) at 4.62%. This indicates that XS7R.L's price experiences larger fluctuations and is considered to be riskier 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
| XS7R.L | VWCE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.22% | 4.62% | +2.60% |
Volatility (6M)Calculated over the trailing 6-month period | 12.74% | 8.58% | +4.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.54% | 14.98% | +3.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.91% | 13.34% | +5.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.63% | 15.60% | +7.03% |