The Oranje fell to a 1-0 defeat to Spain in South Africa four years ago, but have responded to reach the semi-finals in Brazil, where they will face Argentina.
"Argentina are a world-class team and they deserve to be in the last four. But we want to measure ourselves against the best, and not only measure - but win. That's why we're here," he told FIFA.com.
"The semi-finals are fantastic but we know what it feels like to lose a World Cup, and we would love to win [the trophy]. That's our goal."
Louis van Gaal's side face Argentina in Sao Paulo on Wednesday.