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Xtrackers MSCI World Value ESG UCITS ETF 1C (XWEV.L) Sharpe Ratio: 2.86

ETF · Currency in USD · Last updated Jun 17, 2026

Xtrackers MSCI World Value ESG UCITS ETF 1C seeks to track the MSCI World Value Low Carbon SRI Screened Select Index. The fund provides exposure to large- and mid-cap value stocks across developed markets that meet environmental, social, and governance (ESG) screening criteria. It uses full physical replication and accumulates (reinvests) dividends. Issued by Xtrackers (DWS) and domiciled in Ireland, it launched in July 2023.

XWEV.L's Sharpe Ratio of 2.86 indicates that for each unit of volatility, it generates 2.86 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 17, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

XWEV.L Sharpe Ratio Rank

XWEV.L Sharpe Ratio Rank: 91.291
Exceptional

XWEV.L ranks above 91.2% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

XWEV.L Sharpe Ratio Market Positioning

The chart shows XWEV.L's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.88 or lower
  • Yellow zone (middle 50%): 0.88 to 2.21
  • Green zone (top 25%): 2.21 or higher
  • Top 1%: 7.38+
  • Median: 1.63 — half of all investments score higher

How it compares to other similar ETFs

The table compares Xtrackers MSCI World Value ESG UCITS ETF 1C's Sharpe Ratio with other ETFs in the Global Equities, ESG category across multiple time periods, showing how XWEV.L's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 17, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
SMH.LVanEck Semiconductor UCITS ETF4.79
XDEV.LXtrackers MSCI World Value Factor UCITS ETF 1C4.70
IWVG.LiShares Edge MSCI World Value Factor UCITS ETF USD (Dist)4.70
IWFV.LiShares Edge MSCI World Value Factor UCITS ETF4.67
BATG.LL&G Battery Value-Chain UCITS ETF3.95
IWVL.LiShares Edge MSCI World Value Factor UCITS ETF USD (Acc)3.88
VALW.LSPDR MSCI World Value UCITS ETF3.59
PSRW.LInvesco FTSE RAFI All World 3000 UCITS ETF3.53
S5EE.LUBS S&P 500 ESG Elite UCITS ETF USD acc3.48
VHYL.LVanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing3.31
XWEV.LXtrackers MSCI World Value ESG UCITS ETF 1C2.86

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows XWEV.L's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when XWEV.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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