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XUKX.L vs. VGWL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XUKX.L vs. VGWL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers FTSE 100 UCITS ETF Income 1D (XUKX.L) and Vanguard FTSE All-World UCITS ETF Distributing (VGWL.DE). The values are adjusted to include any dividend payments, if applicable.

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

XUKX.L vs. VGWL.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

XUKX.L
XUKX.L Risk / Return Rank: 4444
Overall Rank
XUKX.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
XUKX.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
XUKX.L Omega Ratio Rank: 4747
Omega Ratio Rank
XUKX.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
XUKX.L Martin Ratio Rank: 4040
Martin Ratio Rank

VGWL.DE
VGWL.DE Risk / Return Rank: 7676
Overall Rank
VGWL.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VGWL.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
VGWL.DE Omega Ratio Rank: 7575
Omega Ratio Rank
VGWL.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
VGWL.DE Martin Ratio Rank: 8282
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.

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.LVGWL.DEDifference
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

XUKX.L vs. VGWL.DE - Sharpe Ratio Comparison

The current XUKX.L Sharpe Ratio is 1.59, which is lower than the VGWL.DE Sharpe Ratio of 2.75. The chart below compares the historical Sharpe Ratios of XUKX.L and VGWL.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


XUKX.LVGWL.DEDifference

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.LVGWL.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-4.97%

-0.45%

-4.52%

Average Drawdown

Average peak-to-trough decline

-10.43%

-3.46%

-6.97%

Ulcer Index

Depth 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.LVGWL.DEDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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