XSPR.L vs. VSGX

Last updated Jun 4, 2026

XSPR.L (Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C) and VSGX (Vanguard ESG International Stock ETF) are both exchange-traded funds - XSPR.L is a Industrials Equities fund tracking the MSCI World/Materials NR USD, while VSGX is a Foreign Large Cap Equities fund tracking the FTSE Global All Cap ex US Choice Index.. Both are passively managed. Over the past 5 years, XSPR.L returned 4.29%/yr vs 8.96%/yr for VSGX. At a 0.40 correlation, their price movements are largely independent. XSPR.L charges 0.20%/yr vs 0.12%/yr for VSGX.

Performance

XSPR.L vs. VSGX - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (XSPR.L) and Vanguard ESG International Stock ETF (VSGX). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

XSPR.L is traded in GBp, while VSGX is traded in USD. To make them comparable, the VSGX values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XSPR.L achieves a 8.65% return, which is significantly lower than VSGX's 16.25% return.

XSPR.L

• 1D: -1.20%
• 1M: 5.92%
• YTD: 8.65%
• 6M: 11.59%
• 1Y: 13.05%
• 3Y*: 10.38%
• 5Y*: 4.29%
• 10Y*: 13.87%

VSGX

• 1D: -0.67%
• 1M: 7.40%
• YTD: 16.25%
• 6M: 17.93%
• 1Y: 34.20%
• 3Y*: 16.60%
• 5Y*: 8.96%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XSPR.L vs. VSGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
XSPR.L Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C	8.65%	14.12%	-6.12%	16.07%	-7.66%	18.51%	17.88%	16.55%	-11.19%
VSGX Vanguard ESG International Stock ETF	16.25%	21.45%	7.57%	9.85%	-8.93%	8.26%	9.69%	18.36%	-9.35%

Correlation

The correlation between XSPR.L and VSGX is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.54
Correlation (3Y) Calculated over the trailing 3-year period	0.42
Correlation (5Y) Calculated over the trailing 5-year period	0.40
Correlation (All Time) Calculated using the full available price history since Sep 21, 2018	0.40

The correlation between XSPR.L and VSGX shifts across timeframes, from 0.40 (all time) to 0.54 (1 year), reflecting how their relationship changes across market environments.

XSPR.L vs. VSGX - Sectors Allocation Comparison

Sectors	XSPR.L	VSGX
Basic Materials	98.7%	6.1%
Consumer Cyclical	1.3%	9.5%
Communication Services	-	4.5%
Consumer Defensive	-	5.1%
Energy	-	0.0%
Financial Services	-	27.9%
Healthcare	-	9.4%
Industrials	-	9.8%
Real Estate	-	3.2%
Technology	-	23.9%
Utilities	-	0.7%

Return for Risk

XSPR.L vs. VSGX — Risk / Return Rank

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

XSPR.L

XSPR.L Risk / Return Rank: 18
XSPR.L Sharpe Ratio Rank: 17
XSPR.L Sortino Ratio Rank: 18
XSPR.L Omega Ratio Rank: 23
XSPR.L Calmar Ratio Rank: 18
XSPR.L Martin Ratio Rank: 16

VSGX

VSGX Risk / Return Rank: 57
VSGX Sharpe Ratio Rank: 59
VSGX Sortino Ratio Rank: 58
VSGX Omega Ratio Rank: 60
VSGX Calmar Ratio Rank: 52
VSGX Martin Ratio Rank: 57

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.

XSPR.L vs. VSGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (XSPR.L) and Vanguard ESG International Stock ETF (VSGX). 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.

	XSPR.L	VSGX	Difference
Sharpe ratio: Return per unit of total volatility	0.49	2.49	-2.00
Sortino ratio: Return per unit of downside risk	0.88	3.33	-2.45
Omega ratio: Gain probability vs. loss probability	1.14	1.47	-0.33
Calmar ratio: Return relative to maximum drawdown	0.69	3.06	-2.37
Martin ratio: Return relative to average drawdown	1.44	12.24	-10.81
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XSPR.L vs. VSGX - Sharpe Ratio Comparison

The current XSPR.L Sharpe Ratio is 0.49, which is lower than the VSGX Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of XSPR.L and VSGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XSPR.L	VSGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.49	2.49	-2.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.25	0.68	-0.43
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.70	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.15	0.56	-0.41

Drawdowns

XSPR.L vs. VSGX - Drawdown Comparison

The maximum XSPR.L drawdown since its inception was -68.41%, which is greater than VSGX's maximum drawdown of -26.96%. Use the drawdown chart below to compare losses from any high point for XSPR.L and VSGX.

Drawdown Indicators

	XSPR.L	VSGX	Difference
Max Drawdown Largest peak-to-trough decline	-68.41%	-26.96%	-41.45%
Max Drawdown (1Y) Largest decline over 1 year	-18.78%	-11.22%	-7.56%
Max Drawdown (3Y) Largest decline over 3 years	-18.78%	-13.31%	-5.47%
Max Drawdown (5Y) Largest decline over 5 years	-23.71%	-17.51%	-6.20%
Max Drawdown (10Y) Largest decline over 10 years	-41.80%	—	—
Current Drawdown Current decline from peak	-4.32%	-0.67%	-3.65%
Average Drawdown Average peak-to-trough decline	-20.82%	-4.78%	-16.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.06%	2.80%	+6.26%

Volatility

XSPR.L vs. VSGX - Volatility Comparison

Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (XSPR.L) has a higher volatility of 6.37% compared to Vanguard ESG International Stock ETF (VSGX) at 5.17%. This indicates that XSPR.L's price experiences larger fluctuations and is considered to be riskier than VSGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XSPR.L	VSGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.37%	5.17%	+1.20%
Volatility (6M) Calculated over the trailing 6-month period	14.24%	11.95%	+2.29%
Volatility (1Y) Calculated over the trailing 1-year period	26.47%	13.82%	+12.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.23%	13.22%	+10.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.16%	16.10%	+12.06%

XSPR.L vs. VSGX - Expense Ratio Comparison

XSPR.L has a 0.20% expense ratio, which is higher than VSGX's 0.12% 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%.

Dividends

XSPR.L vs. VSGX - Dividend Comparison

XSPR.L has not paid dividends to shareholders, while VSGX's dividend yield for the trailing twelve months is around 2.85%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
VSGX Vanguard ESG International Stock ETF	2.85%	3.23%	3.10%	2.77%	2.61%	2.49%	1.67%	2.28%	0.38%
XSPR.L Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XSPR.L and VSGX in my portfolio?

XSPR.L and VSGX have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XSPR.L or VSGX?

On fees, VSGX is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XSPR.L or VSGX?

VSGX is cheaper with a 0.12% expense ratio, compared with 0.20% for XSPR.L.

What is the main difference between XSPR.L and VSGX?

XSPR.L is categorized as Industrials Equities, while VSGX is Foreign Large Cap Equities. XSPR.L tracks MSCI World/Materials NR USD, while VSGX tracks FTSE Global All Cap ex US Choice Index.. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.20% for XSPR.L and 0.12% for VSGX.