XZW0.DE vs. VXUS

Last updated Apr 4, 2026

Compare and contrast key facts about Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.DE) and Vanguard Total International Stock ETF (VXUS).

XZW0.DE and VXUS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XZW0.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI World Low Carbon SRI Leaders. It was launched on Apr 24, 2018. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011. Both XZW0.DE and VXUS 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

XZW0.DE vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.DE) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

XZW0.DE is traded in EUR, while VXUS is traded in USD. To make them comparable, the VXUS values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XZW0.DE achieves a -5.32% return, which is significantly lower than VXUS's 4.62% return.

XZW0.DE

• 1D: -0.08%
• 1M: -3.52%
• YTD: -5.32%
• 6M: -2.50%
• 1Y: 20.03%
• 3Y*: 14.01%
• 5Y*: 10.06%
• 10Y*: —

VXUS

• 1D: -0.28%
• 1M: -0.91%
• YTD: 4.62%
• 6M: 7.63%
• 1Y: 32.14%
• 3Y*: 13.23%
• 5Y*: 7.86%
• 10Y*: 8.86%

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

XZW0.DE vs. VXUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
XZW0.DE Xtrackers MSCI World ESG UCITS ETF 1C	-5.32%	6.65%	27.16%	22.75%	-16.66%	37.46%	5.71%	33.05%	-6.04%
VXUS Vanguard Total International Stock ETF	4.62%	16.64%	12.01%	12.39%	-10.88%	17.14%	1.54%	24.50%	-12.29%

Correlation

The correlation between XZW0.DE and VXUS is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined. Holding both can reduce overall portfolio volatility compared to holding either one alone.

XZW0.DE vs. VXUS - Expense Ratio Comparison

XZW0.DE has a 0.20% expense ratio, which is higher than VXUS's 0.05% 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%.

XZW0.DE

Xtrackers MSCI World ESG UCITS ETF 1C

VXUS

Vanguard Total International Stock ETF

Return for Risk

XZW0.DE vs. VXUS — Risk / Return Rank

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

XZW0.DE

XZW0.DE Risk / Return Rank: 35
XZW0.DE Sharpe Ratio Rank: 30
XZW0.DE Sortino Ratio Rank: 28
XZW0.DE Omega Ratio Rank: 28
XZW0.DE Calmar Ratio Rank: 44
XZW0.DE Martin Ratio Rank: 46

VXUS

VXUS Risk / Return Rank: 78
VXUS Sharpe Ratio Rank: 82
VXUS Sortino Ratio Rank: 82
VXUS Omega Ratio Rank: 81
VXUS Calmar Ratio Rank: 74
VXUS Martin Ratio Rank: 73

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.

XZW0.DE vs. VXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.DE) and Vanguard Total International Stock ETF (VXUS). 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.

	XZW0.DE	VXUS	Difference
Sharpe ratio Return per unit of total volatility	0.60	1.19	-0.59
Sortino ratio Return per unit of downside risk	0.92	1.67	-0.75
Omega ratio Gain probability vs. loss probability	1.13	1.26	-0.13
Calmar ratio Return relative to maximum drawdown	1.46	1.66	-0.20
Martin ratio Return relative to average drawdown	5.66	7.06	-1.40
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XZW0.DE vs. VXUS - Sharpe Ratio Comparison

The current XZW0.DE Sharpe Ratio is 0.60, which is lower than the VXUS Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of XZW0.DE and VXUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XZW0.DE	VXUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.60	1.19	-0.59
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.67	0.59	+0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.56	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.70	0.45	+0.26

Drawdowns

XZW0.DE vs. VXUS - Drawdown Comparison

The maximum XZW0.DE drawdown since its inception was -33.22%, roughly equal to the maximum VXUS drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for XZW0.DE and VXUS.

Drawdown Indicators

	XZW0.DE	VXUS	Difference
Max Drawdown Largest peak-to-trough decline	-33.22%	-35.97%	+2.75%
Max Drawdown (1Y) Largest decline over 1 year	-10.30%	-11.27%	+0.97%
Max Drawdown (5Y) Largest decline over 5 years	-22.36%	-29.44%	+7.08%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.97%	—
Current Drawdown Current decline from peak	-7.33%	-7.89%	+0.56%
Average Drawdown Average peak-to-trough decline	-5.19%	-8.29%	+3.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.66%	2.99%	-0.33%

Volatility

XZW0.DE vs. VXUS - Volatility Comparison

The current volatility for Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.DE) is 4.64%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 6.65%. This indicates that XZW0.DE experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XZW0.DE	VXUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.64%	6.65%	-2.01%
Volatility (6M) Calculated over the trailing 6-month period	9.29%	10.49%	-1.20%
Volatility (1Y) Calculated over the trailing 1-year period	16.46%	16.98%	-0.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.86%	13.47%	+1.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.44%	16.00%	+0.44%

Dividends

XZW0.DE vs. VXUS - Dividend Comparison

XZW0.DE has not paid dividends to shareholders, while VXUS's dividend yield for the trailing twelve months is around 2.95%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
XZW0.DE Xtrackers MSCI World ESG UCITS ETF 1C	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VXUS Vanguard Total International Stock ETF	2.95%	3.18%	3.37%	3.24%	3.09%	3.10%	2.14%	3.06%	3.18%	2.73%	2.93%	2.83%