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XXTW.L vs. VEVE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XXTW.L vs. VEVE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI World Information Technology UCITS ETF (XXTW.L) and Vanguard FTSE Developed World UCITS ETF Distributing (VEVE.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XXTW.L achieves a 16.34% return, which is significantly higher than VEVE.L's 10.77% return. Over the past 10 years, XXTW.L has outperformed VEVE.L with an annualized return of 20.12%, while VEVE.L has yielded a comparatively lower 14.06% annualized return.


XXTW.L

1D
0.00%
1M
-1.39%
YTD
16.34%
6M
16.79%
1Y
42.34%
3Y*
17.00%
5Y*
12.50%
10Y*
20.12%

VEVE.L

1D
1.79%
1M
0.63%
YTD
10.77%
6M
11.37%
1Y
28.30%
3Y*
17.81%
5Y*
12.89%
10Y*
14.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XXTW.L vs. VEVE.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XXTW.L
Xtrackers MSCI World Information Technology UCITS ETF
16.34%13.82%36.21%21.01%-30.86%29.69%43.59%48.72%-4.08%38.72%
VEVE.L
Vanguard FTSE Developed World UCITS ETF Distributing
10.77%13.81%20.22%17.46%-8.34%22.68%12.44%22.89%-4.39%12.62%

Correlation

The correlation between XXTW.L and VEVE.L is 0.79, 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

0.79

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

0.78

Correlation (5Y)
Calculated over the trailing 5-year period

0.66

Correlation (10Y)
Calculated over the trailing 10-year period

0.55

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2014

0.55

Over the past year, XXTW.L and VEVE.L have become more correlated (0.79) than their long-term average of 0.55, meaning their price movements have been converging.

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Return for Risk

XXTW.L vs. VEVE.L — Risk / Return Rank

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

XXTW.L
XXTW.L Risk / Return Rank: 3535
Overall Rank
XXTW.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XXTW.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
XXTW.L Omega Ratio Rank: 6666
Omega Ratio Rank
XXTW.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
XXTW.L Martin Ratio Rank: 2020
Martin Ratio Rank

VEVE.L
VEVE.L Risk / Return Rank: 8787
Overall Rank
VEVE.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
VEVE.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
VEVE.L Omega Ratio Rank: 8989
Omega Ratio Rank
VEVE.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
VEVE.L Martin Ratio Rank: 8787
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.

XXTW.L vs. VEVE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Information Technology UCITS ETF (XXTW.L) and Vanguard FTSE Developed World UCITS ETF Distributing (VEVE.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XXTW.LVEVE.LDifference
Sharpe ratioReturn per unit of total volatility

-1.71

Sortino ratioReturn per unit of downside risk

-1.93

Omega ratioGain probability vs. loss probability

1.35

1.49

-0.15

Calmar ratioReturn relative to maximum drawdown

1.20

3.96

-2.77

Martin ratioReturn relative to average drawdown

2.03

15.94

-13.91

XXTW.L vs. VEVE.L - Sharpe Ratio Comparison

The current XXTW.L Sharpe Ratio is 0.88, which is lower than the VEVE.L Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of XXTW.L and VEVE.L, 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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Drawdowns

XXTW.L vs. VEVE.L - Drawdown Comparison

The maximum XXTW.L drawdown since its inception was -36.07%, which is greater than VEVE.L's maximum drawdown of -25.53%. Use the drawdown chart below to compare losses from any high point for XXTW.L and VEVE.L.


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Drawdown Indicators


XXTW.LVEVE.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.07%

-25.53%

-10.54%

Max Drawdown (1Y)

Largest decline over 1 year

-34.41%

-6.94%

-27.47%

Max Drawdown (3Y)

Largest decline over 3 years

-34.41%

-18.34%

-16.07%

Max Drawdown (5Y)

Largest decline over 5 years

-36.07%

-18.34%

-17.73%

Max Drawdown (10Y)

Largest decline over 10 years

-36.07%

-25.53%

-10.54%

Current Drawdown

Current decline from peak

-14.68%

-1.32%

-13.36%

Average Drawdown

Average peak-to-trough decline

-7.17%

-3.41%

-3.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.34%

1.73%

+18.61%

Volatility

XXTW.L vs. VEVE.L - Volatility Comparison

Xtrackers MSCI World Information Technology UCITS ETF (XXTW.L) has a higher volatility of 8.23% compared to Vanguard FTSE Developed World UCITS ETF Distributing (VEVE.L) at 3.53%. This indicates that XXTW.L's price experiences larger fluctuations and is considered to be riskier than VEVE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XXTW.LVEVE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.23%

3.53%

+4.70%

Volatility (6M)

Calculated over the trailing 6-month period

15.26%

7.96%

+7.30%

Volatility (1Y)

Calculated over the trailing 1-year period

47.00%

10.64%

+36.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.51%

13.14%

+18.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.33%

14.35%

+12.98%

XXTW.L vs. VEVE.L - Expense Ratio Comparison

XXTW.L has a 0.25% expense ratio, which is higher than VEVE.L'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

XXTW.L vs. VEVE.L - Dividend Comparison

XXTW.L has not paid dividends to shareholders, while VEVE.L's dividend yield for the trailing twelve months is around 1.24%.


PositionTTM20252024202320222021202020192018201720162015
VEVE.L
Vanguard FTSE Developed World UCITS ETF Distributing
1.24%1.38%1.48%1.71%1.98%1.46%1.62%1.95%2.24%1.93%1.88%2.03%
XXTW.L
Xtrackers MSCI World Information Technology UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XXTW.L and VEVE.L have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

VEVE.L is cheaper with a 0.12% expense ratio, compared with 0.25% for XXTW.L.

XXTW.L is categorized as Technology Equities, while VEVE.L is Global Equities. XXTW.L tracks MSCI World Information Technology 20/35 Custom index, while VEVE.L tracks MSCI ACWI NR USD. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.25% for XXTW.L and 0.12% for VEVE.L.

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