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XSX7.DE vs. VGEU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XSX7.DE vs. VGEU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Stoxx Europe 600 UCITS ETF (XSX7.DE) and Vanguard FTSE Developed Europe UCITS ETF Distributing (VGEU.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with XSX7.DE having a 7.42% return and VGEU.DE slightly lower at 7.29%.


XSX7.DE

1D
0.51%
1M
0.85%
YTD
7.42%
6M
10.03%
1Y
16.27%
3Y*
14.05%
5Y*
10Y*

VGEU.DE

1D
0.50%
1M
0.90%
YTD
7.29%
6M
9.88%
1Y
16.08%
3Y*
14.08%
5Y*
9.90%
10Y*
9.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSX7.DE vs. VGEU.DE - Yearly Performance Comparison


2026 (YTD)202520242023
XSX7.DE
Xtrackers Stoxx Europe 600 UCITS ETF
7.42%21.04%8.43%12.54%
VGEU.DE
Vanguard FTSE Developed Europe UCITS ETF Distributing
7.29%20.52%8.94%12.83%

Correlation

The correlation between XSX7.DE and VGEU.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.99

Correlation (All Time)
Calculated using the full available price history since Mar 20, 2023

0.99

The correlation between XSX7.DE and VGEU.DE has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

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Return for Risk

XSX7.DE vs. VGEU.DE — Risk / Return Rank

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

XSX7.DE
XSX7.DE Risk / Return Rank: 3838
Overall Rank
XSX7.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
XSX7.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
XSX7.DE Omega Ratio Rank: 3838
Omega Ratio Rank
XSX7.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
XSX7.DE Martin Ratio Rank: 4242
Martin Ratio Rank

VGEU.DE
VGEU.DE Risk / Return Rank: 3737
Overall Rank
VGEU.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
VGEU.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
VGEU.DE Omega Ratio Rank: 3838
Omega Ratio Rank
VGEU.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
VGEU.DE Martin Ratio Rank: 4040
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.

XSX7.DE vs. VGEU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Stoxx Europe 600 UCITS ETF (XSX7.DE) and Vanguard FTSE Developed Europe UCITS ETF Distributing (VGEU.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.


XSX7.DEVGEU.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.24

1.24

0.00

Calmar ratioReturn relative to maximum drawdown

1.74

1.69

+0.05

Martin ratioReturn relative to average drawdown

6.53

6.33

+0.21

XSX7.DE vs. VGEU.DE - Sharpe Ratio Comparison

The current XSX7.DE Sharpe Ratio is 1.28, which is comparable to the VGEU.DE Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of XSX7.DE and VGEU.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


XSX7.DEVGEU.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

1.26

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

1.20

0.56

+0.64

Drawdowns

XSX7.DE vs. VGEU.DE - Drawdown Comparison

The maximum XSX7.DE drawdown since its inception was -16.32%, smaller than the maximum VGEU.DE drawdown of -35.59%. Use the drawdown chart below to compare losses from any high point for XSX7.DE and VGEU.DE.


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Drawdown Indicators


XSX7.DEVGEU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.32%

-35.59%

+19.27%

Max Drawdown (1Y)

Largest decline over 1 year

-9.32%

-9.59%

+0.27%

Max Drawdown (3Y)

Largest decline over 3 years

-16.32%

-16.46%

+0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-20.11%

Max Drawdown (10Y)

Largest decline over 10 years

-35.59%

Current Drawdown

Current decline from peak

-1.65%

-1.53%

-0.12%

Average Drawdown

Average peak-to-trough decline

-1.96%

-5.03%

+3.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

2.56%

-0.07%

Volatility

XSX7.DE vs. VGEU.DE - Volatility Comparison

Xtrackers Stoxx Europe 600 UCITS ETF (XSX7.DE) and Vanguard FTSE Developed Europe UCITS ETF Distributing (VGEU.DE) have volatilities of 4.24% and 4.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSX7.DEVGEU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

4.29%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

10.41%

10.60%

-0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

12.66%

12.81%

-0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.80%

14.35%

-1.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.80%

16.34%

-3.54%

XSX7.DE vs. VGEU.DE - Expense Ratio Comparison

XSX7.DE has a 0.07% expense ratio, which is lower than VGEU.DE's 0.10% 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

XSX7.DE vs. VGEU.DE - Dividend Comparison

XSX7.DE's dividend yield for the trailing twelve months is around 2.59%, which matches VGEU.DE's 2.60% yield.


PositionTTM20252024202320222021202020192018201720162015
VGEU.DE
Vanguard FTSE Developed Europe UCITS ETF Distributing
2.60%2.79%3.07%2.99%3.31%2.65%2.23%3.22%3.65%3.04%3.20%3.11%
XSX7.DE
Xtrackers Stoxx Europe 600 UCITS ETF
2.59%2.67%3.32%2.25%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.99, XSX7.DE and VGEU.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, XSX7.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XSX7.DE is cheaper with a 0.07% expense ratio, compared with 0.10% for VGEU.DE.

XSX7.DE tracks STOXX® Europe 600, while VGEU.DE tracks FTSE Developed Europe. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.07% for XSX7.DE and 0.10% for VGEU.DE.

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