To better guide dengue prevention and control efforts, the use of routinely collected data to develop risk maps is proposed. For this purpose, dengue experts identified indicators representative of entomological, epidemiological and demographic risks, hereafter called components, by using surveillance data aggregated at the level of Consejos Populares (CPs) in two municipalities of Cuba (Santiago de Cuba and Cienfuegos) in the period of 2010-2015. Two vulnerability models (one with equally weighted components and one with data-derived weights using Principal Component Analysis), and three incidence-based risk models were built to construct risk maps. The correlation between the two vulnerability models was high (tau > 0.89). The single-component and multicomponent incidence-based models were also highly correlated (tau ≥ 0.9). However, the agreement between the vulnerability- and the incidence-based risk maps was below 0.6 in the setting with a prolonged history of dengue transmission. This may suggest that an incidence-based approach does not fully reflect the complexity of vulnerability for future transmission. The small difference between single- and multicomponent incidence maps indicates that in a setting with a narrow availability of data, simpler models can be used. Nevertheless, the generalized linear mixed multicomponent model provides information of covariate-adjusted and spatially smoothed relative risks of disease transmission, which can be important for the prospective evaluation of an intervention strategy. In conclusion, caution is needed when interpreting risk maps, as the results vary depending on the importance given to the components involved in disease transmission. The multicomponent vulnerability mapping needs to be prospectively validated based on an intervention trial targeting high-risk areas.