XWQS.L vs. V3NM.L
Compare and contrast key facts about Xtrackers MSCI World Quality ESG UCITS ETF 1C (XWQS.L) and Vanguard ESG North America All Cap UCITS ETF USD Income (V3NM.L).
XWQS.L and V3NM.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XWQS.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI World Quality Low Carbon SRI Screened Select Index. It was launched on Jul 5, 2023. V3NM.L is a passively managed fund by Vanguard that tracks the performance of the FTSE North America All Cap Choice Index. It was launched on Aug 16, 2022. Both XWQS.L and V3NM.L 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
XWQS.L vs. V3NM.L - Performance Comparison
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XWQS.L vs. V3NM.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XWQS.L Xtrackers MSCI World Quality ESG UCITS ETF 1C | -0.78% | 9.12% | 20.95% | -12.78% |
V3NM.L Vanguard ESG North America All Cap UCITS ETF USD Income | -5.30% | 8.72% | 26.63% | 9.22% |
Returns By Period
In the year-to-date period, XWQS.L achieves a -0.78% return, which is significantly higher than V3NM.L's -5.30% return.
XWQS.L
- 1D
- 2.09%
- 1M
- -4.29%
- YTD
- -0.78%
- 6M
- 4.37%
- 1Y
- 17.03%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
V3NM.L
- 1D
- 2.09%
- 1M
- -3.60%
- YTD
- -5.30%
- 6M
- -2.23%
- 1Y
- 13.57%
- 3Y*
- 15.02%
- 5Y*
- —
- 10Y*
- —
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XWQS.L vs. V3NM.L - Expense Ratio Comparison
Return for Risk
XWQS.L vs. V3NM.L — Risk / Return Rank
XWQS.L
V3NM.L
XWQS.L vs. V3NM.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Quality ESG UCITS ETF 1C (XWQS.L) and Vanguard ESG North America All Cap UCITS ETF USD Income (V3NM.L). 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.
| XWQS.L | V3NM.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.17 | 0.82 | +0.35 |
Sortino ratioReturn per unit of downside risk | 1.68 | 1.23 | +0.45 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.18 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.22 | 1.31 | +0.91 |
Martin ratioReturn relative to average drawdown | 8.79 | 4.72 | +4.07 |
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
| XWQS.L | V3NM.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 0.82 | +0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.65 | -0.39 |
Correlation
The correlation between XWQS.L and V3NM.L is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
XWQS.L vs. V3NM.L - Dividend Comparison
XWQS.L has not paid dividends to shareholders, while V3NM.L's dividend yield for the trailing twelve months is around 0.85%.
| TTM | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XWQS.L Xtrackers MSCI World Quality ESG UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
V3NM.L Vanguard ESG North America All Cap UCITS ETF USD Income | 0.85% | 0.80% | 0.85% | 1.06% | 0.41% |
Drawdowns
XWQS.L vs. V3NM.L - Drawdown Comparison
The maximum XWQS.L drawdown since its inception was -23.95%, which is greater than V3NM.L's maximum drawdown of -22.46%. Use the drawdown chart below to compare losses from any high point for XWQS.L and V3NM.L.
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Drawdown Indicators
| XWQS.L | V3NM.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.95% | -22.46% | -1.49% |
Max Drawdown (1Y)Largest decline over 1 year | -9.47% | -10.75% | +1.28% |
Current DrawdownCurrent decline from peak | -4.93% | -7.22% | +2.29% |
Average DrawdownAverage peak-to-trough decline | -7.49% | -4.34% | -3.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.98% | 2.84% | -0.86% |
Volatility
XWQS.L vs. V3NM.L - Volatility Comparison
The current volatility for Xtrackers MSCI World Quality ESG UCITS ETF 1C (XWQS.L) is 4.41%, while Vanguard ESG North America All Cap UCITS ETF USD Income (V3NM.L) has a volatility of 4.74%. This indicates that XWQS.L experiences smaller price fluctuations and is considered to be less risky than V3NM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XWQS.L | V3NM.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.41% | 4.74% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 8.63% | 9.49% | -0.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.51% | 16.54% | -2.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.97% | 14.99% | +3.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.97% | 14.99% | +3.98% |