XUKX.L vs. VGWL.DE
XUKX.L (Xtrackers FTSE 100 UCITS ETF Income 1D) and VGWL.DE (Vanguard FTSE All-World UCITS ETF Distributing) are both exchange-traded funds - XUKX.L is a Europe Equities fund tracking the FTSE AllSh TR GBP, while VGWL.DE is a Global Equities fund tracking the FTSE All-World. Both are passively managed. Over the past 5 years, XUKX.L returned 7.35%/yr vs 12.43%/yr for VGWL.DE. A 0.66 correlation means they provide meaningful diversification when combined. XUKX.L charges 0.09%/yr vs 0.22%/yr for VGWL.DE.
Performance
XUKX.L vs. VGWL.DE - Performance Comparison
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Different Trading Currencies
XUKX.L is traded in GBp, while VGWL.DE is traded in EUR. To make them comparable, the VGWL.DE values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, XUKX.L achieves a 4.28% return, which is significantly lower than VGWL.DE's 11.72% return.
XUKX.L
- 1D
- 0.26%
- 1M
- -1.32%
- YTD
- 4.28%
- 6M
- 7.07%
- 1Y
- 17.22%
- 3Y*
- 10.30%
- 5Y*
- 7.35%
- 10Y*
- 4.48%
VGWL.DE
- 1D
- -0.13%
- 1M
- 3.75%
- YTD
- 11.72%
- 6M
- 11.72%
- 1Y
- 29.56%
- 3Y*
- 18.02%
- 5Y*
- 12.43%
- 10Y*
- —
XUKX.L vs. VGWL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XUKX.L Xtrackers FTSE 100 UCITS ETF Income 1D | 4.28% | 22.37% | 4.09% | 3.60% | -2.09% | 14.55% | -17.78% | 12.73% | -12.82% | 3.34% |
VGWL.DE Vanguard FTSE All-World UCITS ETF Distributing | 11.69% | 14.86% | 18.98% | 15.81% | -8.74% | 19.53% | 11.33% | 23.35% | -4.70% | 2.51% |
Correlation
The correlation between XUKX.L and VGWL.DE is 0.56, 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 | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2017 | 0.66 |
The correlation between XUKX.L and VGWL.DE shifts across timeframes, from 0.56 (1 year) to 0.66 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XUKX.L vs. VGWL.DE — Risk / Return Rank
XUKX.L
VGWL.DE
XUKX.L vs. VGWL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE 100 UCITS ETF Income 1D (XUKX.L) and Vanguard FTSE All-World UCITS ETF Distributing (VGWL.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.
| XUKX.L | VGWL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -1.57 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.51 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.97 | 4.22 | -2.25 |
| Martin ratioReturn relative to average drawdown | 6.29 | 16.89 | -10.60 |
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
| XUKX.L | VGWL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.59 | 2.75 | -1.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.92 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.77 | -0.65 |
Drawdowns
XUKX.L vs. VGWL.DE - Drawdown Comparison
The maximum XUKX.L drawdown since its inception was -46.73%, which is greater than VGWL.DE's maximum drawdown of -25.95%. Use the drawdown chart below to compare losses from any high point for XUKX.L and VGWL.DE.
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Drawdown Indicators
| XUKX.L | VGWL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.73% | -25.95% | -20.78% |
Max Drawdown (1Y)Largest decline over 1 year | -8.79% | -7.02% | -1.77% |
Max Drawdown (3Y)Largest decline over 3 years | -13.13% | -18.86% | +5.73% |
Max Drawdown (5Y)Largest decline over 5 years | -14.42% | -18.86% | +4.44% |
Max Drawdown (10Y)Largest decline over 10 years | -35.37% | — | — |
Current DrawdownCurrent decline from peak | -4.97% | -0.45% | -4.52% |
Average DrawdownAverage peak-to-trough decline | -10.43% | -3.46% | -6.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 1.76% | +0.99% |
Volatility
XUKX.L vs. VGWL.DE - Volatility Comparison
Xtrackers FTSE 100 UCITS ETF Income 1D (XUKX.L) has a higher volatility of 3.95% compared to Vanguard FTSE All-World UCITS ETF Distributing (VGWL.DE) at 3.14%. This indicates that XUKX.L's price experiences larger fluctuations and is considered to be riskier than VGWL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XUKX.L | VGWL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 3.14% | +0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 9.45% | 7.94% | +1.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.93% | 10.76% | +0.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.11% | 13.33% | -0.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.60% | 15.07% | +0.53% |
XUKX.L vs. VGWL.DE - Expense Ratio Comparison
XUKX.L has a 0.09% expense ratio, which is lower than VGWL.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%.
Dividends
XUKX.L vs. VGWL.DE - Dividend Comparison
XUKX.L's dividend yield for the trailing twelve months is around 0.03%, less than VGWL.DE's 1.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGWL.DE Vanguard FTSE All-World UCITS ETF Distributing | 1.24% | 1.42% | 1.48% | 1.73% | 2.09% | 1.43% | 1.56% | 1.87% | 2.26% | 0.37% | 0.00% | 0.00% |
XUKX.L Xtrackers FTSE 100 UCITS ETF Income 1D | 0.03% | 0.03% | 0.05% | 0.04% | 0.07% | 0.03% | 0.06% | 0.04% | 0.05% | 0.04% | 0.03% | 0.00% |
Frequently Asked Questions
XUKX.L and VGWL.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XUKX.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XUKX.L is cheaper with a 0.09% expense ratio, compared with 0.22% for VGWL.DE.
XUKX.L is categorized as Europe Equities, while VGWL.DE is Global Equities. XUKX.L tracks FTSE AllSh TR GBP, while VGWL.DE tracks FTSE All-World. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.09% for XUKX.L and 0.22% for VGWL.DE.
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