2B7J.DE vs. XDEV.DE
2B7J.DE (iShares MSCI World SRI UCITS ETF USD (Dist)) and XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) are both Global Equities funds - 2B7J.DE tracks the MSCI World SRI Select Reduced Fossil Fuels while XDEV.DE tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past 5 years, 2B7J.DE returned 10.51%/yr vs 17.35%/yr for XDEV.DE. Their correlation of 0.82 suggests significant overlap in exposure. 2B7J.DE charges 0.20%/yr vs 0.25%/yr for XDEV.DE.
Performance
2B7J.DE vs. XDEV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 2B7J.DE achieves a 10.88% return, which is significantly lower than XDEV.DE's 35.07% return.
2B7J.DE
- 1D
- 0.20%
- 1M
- 3.93%
- YTD
- 10.88%
- 6M
- 11.24%
- 1Y
- 18.69%
- 3Y*
- 12.93%
- 5Y*
- 10.51%
- 10Y*
- —
XDEV.DE
- 1D
- -0.89%
- 1M
- 11.02%
- YTD
- 35.07%
- 6M
- 38.05%
- 1Y
- 63.16%
- 3Y*
- 26.76%
- 5Y*
- 17.35%
- 10Y*
- 12.35%
2B7J.DE vs. XDEV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
2B7J.DE iShares MSCI World SRI UCITS ETF USD (Dist) | 10.88% | 2.89% | 17.47% | 20.94% | -16.87% | 36.52% | 9.59% | 19.82% |
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 35.07% | 24.76% | 11.62% | 15.67% | -4.96% | 30.90% | -12.53% | 9.79% |
Correlation
The correlation between 2B7J.DE and XDEV.DE is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2019 | 0.82 |
The correlation between 2B7J.DE and XDEV.DE has been stable across timeframes, ranging from 0.78 to 0.82 - a consistent structural relationship.
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Return for Risk
2B7J.DE vs. XDEV.DE — Risk / Return Rank
2B7J.DE
XDEV.DE
2B7J.DE vs. XDEV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World SRI UCITS ETF USD (Dist) (2B7J.DE) and Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| 2B7J.DE | XDEV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.03 | ||
| Sortino ratioReturn per unit of downside risk | -3.97 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.81 | -0.53 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 10.38 | -8.00 |
| Martin ratioReturn relative to average drawdown | 8.71 | 39.12 | -30.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 2B7J.DE | XDEV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | 4.52 | -3.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 1.23 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.71 | +0.08 |
Drawdowns
2B7J.DE vs. XDEV.DE - Drawdown Comparison
The maximum 2B7J.DE drawdown since its inception was -32.11%, smaller than the maximum XDEV.DE drawdown of -35.28%. Use the drawdown chart below to compare losses from any high point for 2B7J.DE and XDEV.DE.
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Drawdown Indicators
| 2B7J.DE | XDEV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.11% | -35.28% | +3.17% |
Max Drawdown (1Y)Largest decline over 1 year | -7.80% | -6.05% | -1.75% |
Max Drawdown (3Y)Largest decline over 3 years | -21.26% | -18.02% | -3.24% |
Max Drawdown (5Y)Largest decline over 5 years | -21.26% | -18.02% | -3.24% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.28% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.07% | +1.07% |
Average DrawdownAverage peak-to-trough decline | -5.16% | -5.56% | +0.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 1.61% | +0.52% |
Volatility
2B7J.DE vs. XDEV.DE - Volatility Comparison
The current volatility for iShares MSCI World SRI UCITS ETF USD (Dist) (2B7J.DE) is 3.54%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a volatility of 5.77%. This indicates that 2B7J.DE experiences smaller price fluctuations and is considered to be less risky than XDEV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 2B7J.DE | XDEV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.54% | 5.77% | -2.23% |
Volatility (6M)Calculated over the trailing 6-month period | 9.14% | 11.20% | -2.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.42% | 13.89% | -1.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.60% | 13.96% | +0.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.29% | 15.90% | +0.39% |
2B7J.DE vs. XDEV.DE - Expense Ratio Comparison
2B7J.DE has a 0.20% expense ratio, which is lower than XDEV.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
2B7J.DE vs. XDEV.DE - Dividend Comparison
2B7J.DE's dividend yield for the trailing twelve months is around 1.13%, while XDEV.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
2B7J.DE iShares MSCI World SRI UCITS ETF USD (Dist) | 1.13% | 1.23% | 1.37% | 1.55% | 1.74% | 1.15% | 1.28% | 1.68% |
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
2B7J.DE and XDEV.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 2B7J.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
2B7J.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for XDEV.DE.
2B7J.DE tracks MSCI World SRI Select Reduced Fossil Fuels, while XDEV.DE tracks MSCI ACWI Value NR USD. They also come from different issuers: iShares and DWS. Their fees differ too: 0.20% for 2B7J.DE and 0.25% for XDEV.DE.
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