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Alicia Vikander, Vogue

David Sims/VOGUE

Alicia Vikander is the one to watch in 2016.

So, it makes perfect sense that she scored the cover of Vogue's January 2016 issue. E! News has obtained an exclusive first look at the actress' first-ever cover for the magazine, which follows a breakout year that included roles in Ex Machina, Testament of Youth, The Man from U.N.C.L.E. and The Danish Girl. Next year she stars in Tulip Fever, a 17th-century romance, and The Light Between Oceans, co-starring her boyfriend, actor Michael Fassbender. Additionally, Vikander is currently shooting the next installment in the Bourne franchise opposite A-lister Matt Damon.

Vikander recently earned a Screen Actors Guild nomination and two Golden Globe nominations, but hers is not an overnight success story. "To be quite honest, it's nerve-racking, the way these films sort of piled up. It's a mixed feeling when everything you've ever wanted in making films is coming true, and yet you feel scared because it's happening all at once. Suddenly you're in rooms with people you've looked up to for years, the Judi Denches. You wonder if you're good, if you have what it takes," she confesses. "You carry an anxiety around with you—I've met many actors now who will say this—and the lonely feeling that this could be your one chance."

Many directors have taken a chance on Vikander, including The Danish Girl's Tom Hooper. He saw her in Ex Machina and invited her to read with Eddie Redmayne, who was already cast.

"Eddie saw me crying after the scene ended, and he said to me later, 'Well, there's no great suspense around who you're going to cast.' The only other person who's overpowered me in an audition that way was Annie Hathaway when she came in to read for Les Misérables," he said.

Alicia Vikander, Vogue

David Sims/VOGUE

For as long as she can remember, Vikander has been a hard worker. The Swedish star moved to Stockholm by herself at age 15 to train at the Royal Swedish Ballet School. "In ballet school we all had very good grades, but not because you needed to be smart to dance," she says. "It was because ballet is about perfection, and if you weren't perfect, it was like the world was falling apart. I experienced a lot of stress around that. I went to therapy without telling my parents."

"I push myself hard," Vikander, 27, says of being a trained dancer. "I don't like pain, exactly, but as a ballerina I lived in constant pain. At ballet school in Stockholm, I remember we had a locker where if someone had been to the doctor and gotten painkillers, we divided them among us. In a sense we were all addicted. After I quit dancing, for a while it felt strange not to be in pain. It was as if an old friend, not a good friend but a presence, always tagging along, had left me."

By the time she finished the three-year ballet program in Sweden, Vikander turned her attention to acting. "I figured I'd be a local actress, like my mum was," she says matter-of-factly.

After graduation, she appeared in a popular local soap opera and applied to drama school. She was rejected twice and later worked in a flower shop. She also applied to law school and was accepted, but in the summer of 2009, just before her first semester, Vikander landed the lead role in the Swedish film Pure. In 2011 she won a Guldbagge, Sweden's Oscar, for Best Actress.

From that moment on, her fate was sealed.

Vikander's dedication to her craft is unparalleled, according to Redmayne, himself a Golden Globe nominee for The Danish Girl. "In dance, if you don't get it right, you do it again and again and again. There are no kid gloves the way there are sometimes on a movie set, where you're allowed to save the best performance for the close-up," he tells Vogue. "Alicia grew up with that work ethic. When she came to audition for The Danish Girl, she had just come from The Man from U.N.C.L.E., and she needed to leave in the middle to shoot The Light Between Oceans. I said, 'You've got to take a holiday.' But no, her appetite was too rapacious for that."

Alicia Vikander, Vogue

David Sims/VOGUE

In spite of her blossoming career, Vikander still retains some level of anonymity.

"I can still go camping with my friends or go on the tube or the bus," she says. "I feel, for now, that I'm still able to see this industry from both sides. Sometimes I wonder whether that's going to change and suddenly I'm going to just—I don't know, go to the other side, if there is another side. I still have that fantasy, or maybe fear, about celebrity." She was first subjected to the more difficult aspects of fame when there were rumors that she and Fassbender had split up. Though she does not discuss her love life, she learned a valuable lesson from the experience. "I always believed there must be some truth to the stuff you read," she says. "But I learned."

Vogue's January 2016 issue is on newsstands Dec. 22.