Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L)
XDEV.L is a passive ETF by DWS Investment S.A. (ETF) tracking the investment results of the MSCI ACWI Value NR USD. XDEV.L launched on Sep 11, 2014 and has a 0.25% expense ratio.
ETF Info
IE00BL25JM42
A1103E
Sep 11, 2014
1x
MSCI ACWI Value NR USD
Ireland
Accumulating
Large-Cap
Value
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of £10,000 in Xtrackers MSCI World Value Factor UCITS ETF 1C, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Xtrackers MSCI World Value Factor UCITS ETF 1C had a return of 7.21% year-to-date (YTD) and 13.24% in the last 12 months. Over the past 10 years, Xtrackers MSCI World Value Factor UCITS ETF 1C had an annualized return of 8.27%, while the S&P 500 had an annualized return of 11.11%, indicating that Xtrackers MSCI World Value Factor UCITS ETF 1C did not perform as well as the benchmark.
XDEV.L
7.21%
0.11%
0.55%
13.24%
6.79%
8.27%
^GSPC (Benchmark)
23.08%
0.10%
10.70%
30.05%
13.52%
11.11%
Monthly Returns
The table below presents the monthly returns of XDEV.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.27% | 1.72% | 5.35% | -2.88% | 1.19% | -0.69% | 2.14% | -1.80% | -0.63% | 0.83% | 7.21% | ||
| 2023 | 4.39% | 0.35% | -1.87% | -0.65% | -1.33% | 4.31% | 2.92% | -1.32% | 2.44% | -4.21% | 3.11% | 4.83% | 13.25% |
| 2022 | -0.57% | -0.36% | 2.48% | -1.02% | 2.20% | -6.38% | 2.30% | 1.11% | -4.73% | 3.77% | 3.99% | -1.55% | 0.66% |
| 2021 | 1.47% | 4.12% | 6.97% | 0.47% | 1.02% | 0.37% | -0.82% | 1.74% | 1.14% | -1.19% | 0.00% | 5.18% | 22.10% |
| 2020 | -3.62% | -7.00% | -12.38% | 5.10% | 4.24% | 1.07% | -7.53% | 3.71% | 0.42% | -3.91% | 13.50% | 1.95% | -6.88% |
| 2019 | 5.25% | 0.09% | 1.17% | 1.75% | -4.83% | 5.92% | 4.20% | -4.80% | 4.42% | -1.96% | 2.79% | 0.39% | 14.56% |
| 2018 | -0.10% | -0.47% | -4.61% | 4.95% | 0.45% | -1.11% | 3.38% | -0.47% | 1.57% | -5.34% | -0.08% | -7.13% | -9.23% |
| 2017 | -0.27% | 3.68% | -0.21% | -2.58% | 1.17% | 0.39% | 1.63% | 1.76% | -0.78% | 3.79% | 0.83% | 2.07% | 11.91% |
| 2016 | -2.89% | 3.59% | 4.84% | 0.03% | 0.26% | 6.84% | 5.35% | 2.09% | 1.51% | 4.81% | -0.24% | 3.77% | 33.87% |
| 2015 | 2.51% | 4.65% | 2.06% | -0.36% | -0.29% | -5.88% | 1.27% | -4.09% | -4.62% | 6.23% | 1.85% | -0.23% | 2.38% |
| 2014 | 5.53% | 3.69% | -0.54% | 8.84% |
Expense Ratio
XDEV.L has an expense ratio of 0.25%, which is considered low compared to other funds.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of XDEV.L is 41, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Xtrackers MSCI World Value Factor UCITS ETF 1C provided a 0.00% dividend yield over the last twelve months, with an annual payout of £0.00 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.12 |
Dividend yield | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.74% |
Monthly Dividends
The table displays the monthly dividend distributions for Xtrackers MSCI World Value Factor UCITS ETF 1C. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | |
| 2023 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 |
| 2022 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 |
| 2021 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 |
| 2020 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 |
| 2019 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 |
| 2018 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 |
| 2017 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 |
| 2016 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 |
| 2015 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 |
| 2014 | £0.12 | £0.12 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Xtrackers MSCI World Value Factor UCITS ETF 1C. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Xtrackers MSCI World Value Factor UCITS ETF 1C was 28.20%, occurring on Mar 12, 2020. Recovery took 248 trading sessions.
The current Xtrackers MSCI World Value Factor UCITS ETF 1C drawdown is 0.31%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.2% | Dec 24, 2019 | 55 | Mar 12, 2020 | 248 | Mar 8, 2021 | 303 |
| -18.96% | Apr 13, 2015 | 213 | Feb 11, 2016 | 96 | Jun 30, 2016 | 309 |
| -14.73% | Sep 24, 2018 | 66 | Dec 24, 2018 | 148 | Jul 29, 2019 | 214 |
| -11.23% | Jan 12, 2018 | 52 | Mar 26, 2018 | 92 | Aug 7, 2018 | 144 |
| -9.87% | Jan 18, 2022 | 186 | Oct 13, 2022 | 62 | Jan 12, 2023 | 248 |
Volatility
Volatility Chart
The current Xtrackers MSCI World Value Factor UCITS ETF 1C volatility is 2.26%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.