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AIL.DE vs. XDEV.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

AIL.DE vs. XDEV.DE

Last updated Jun 13, 2026

AIL.DE (Air Liquide SA) is a stock, while XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) is Global Equities fund tracking the MSCI ACWI Value NR USD. Over the past 10 years, AIL.DE returned 19.36%/yr vs 12.69%/yr for XDEV.DE. At a 0.45 correlation, their price movements are largely independent.

Performance

AIL.DE vs. XDEV.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Air Liquide SA (AIL.DE) and Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AIL.DE achieves a 29.57% return, which is significantly lower than XDEV.DE's 34.69% return. Over the past 10 years, AIL.DE has outperformed XDEV.DE with an annualized return of 19.36%, while XDEV.DE has yielded a comparatively lower 12.69% annualized return.

AIL.DE

1D
1.93%
1M
6.79%
YTD
29.57%
6M
31.19%
1Y
13.11%
3Y*
18.18%
5Y*
18.78%
10Y*
19.36%

XDEV.DE

1D
2.90%
1M
7.03%
YTD
34.69%
6M
37.13%
1Y
62.50%
3Y*
25.51%
5Y*
17.23%
10Y*
12.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AIL.DE vs. XDEV.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
AIL.DE
Air Liquide SA		29.57%5.64%8.44%34.97%8.04%16.88%10.01%48.66%4.49%15.05%
XDEV.DE
Xtrackers MSCI World Value Factor UCITS ETF 1C		34.69%24.74%11.64%15.69%-4.81%30.64%-12.50%22.05%-10.40%7.82%

Correlation

The correlation between AIL.DE and XDEV.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.38

Correlation (5Y)
Calculated over the trailing 5-year period

0.45

Correlation (10Y)
Calculated over the trailing 10-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2014

0.45

The correlation between AIL.DE and XDEV.DE shifts across timeframes, from 0.32 (1 year) to 0.45 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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Air Liquide SA

Xtrackers MSCI World Value Factor UCITS ETF 1C

Often compared with AIL.DE:
AIL.DE vs. 0OFM.LAIL.DE vs. TTEAIL.DE vs. SPYAIL.DE vs. PAXG.LAIL.DE vs. COSTAIL.DE vs. NVOAIL.DE vs. ^GSPC
Often compared with XDEV.DE:
XDEV.DE vs. SXR8.DEXDEV.DE vs. VWCE.DEXDEV.DE vs. IWDA.LXDEV.DE vs. XNAS.DEXDEV.DE vs. SPYXDEV.DE vs. VOOXDEV.DE vs. QDIV

Return for Risk

AIL.DE vs. XDEV.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
AIL.DE
AIL.DE Risk / Return Rank: 6161
Overall Rank
AIL.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
AIL.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
AIL.DE Omega Ratio Rank: 5959
Omega Ratio Rank
AIL.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
AIL.DE Martin Ratio Rank: 6161
Martin Ratio Rank
XDEV.DE
XDEV.DE Risk / Return Rank: 9797
Overall Rank
XDEV.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
XDEV.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
XDEV.DE Omega Ratio Rank: 9696
Omega Ratio Rank
XDEV.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
XDEV.DE Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AIL.DE vs. XDEV.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Air Liquide SA (AIL.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

AIL.DEXDEV.DEDifference
Sharpe ratioReturn per unit of total volatility
0.60
4.32

-3.72

Sortino ratioReturn per unit of downside risk
1.21
5.87

-4.66

Omega ratioGain probability vs. loss probability

1.14

1.76

-0.62

Calmar ratioReturn relative to maximum drawdown

0.82

10.28

-9.46

Martin ratioReturn relative to average drawdown

1.69

37.44

-35.75

AIL.DE vs. XDEV.DE - Sharpe Ratio Comparison

The current AIL.DE Sharpe Ratio is 0.60, which is lower than the XDEV.DE Sharpe Ratio of 4.32. The chart below compares the historical Sharpe Ratios of AIL.DE and XDEV.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

AIL.DE vs. XDEV.DE - Drawdown Comparison

The maximum AIL.DE drawdown since its inception was -42.52%, which is greater than XDEV.DE's maximum drawdown of -35.27%. Use the drawdown chart below to compare losses from any high point for AIL.DE and XDEV.DE.

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Drawdown Indicators

AIL.DEXDEV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.52%

-35.27%

-7.25%

Max Drawdown (1Y)

Largest decline over 1 year

-15.87%

-6.05%

-9.82%

Max Drawdown (3Y)

Largest decline over 3 years

-16.33%

-18.02%

+1.69%

Max Drawdown (5Y)

Largest decline over 5 years

-22.17%

-18.02%

-4.15%

Max Drawdown (10Y)

Largest decline over 10 years

-30.49%

-35.27%

+4.78%

Current Drawdown

Current decline from peak

-0.36%

-1.34%

+0.98%

Average Drawdown

Average peak-to-trough decline

-8.75%

-6.92%

-1.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.75%

1.66%

+6.09%

Volatility

AIL.DE vs. XDEV.DE - Volatility Comparison

Air Liquide SA (AIL.DE) has a higher volatility of 6.32% compared to Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) at 5.99%. This indicates that AIL.DE's price experiences larger fluctuations and is considered to be riskier 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

AIL.DEXDEV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.32%

5.99%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

18.49%

11.86%

+6.63%

Volatility (1Y)

Calculated over the trailing 1-year period

21.63%

14.43%

+7.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.13%

14.05%

+7.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.23%

16.69%

+11.54%

Dividends

AIL.DE vs. XDEV.DE - Dividend Comparison

AIL.DE's dividend yield for the trailing twelve months is around 2.00%, while XDEV.DE has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
AIL.DE
Air Liquide SA		2.00%2.26%2.06%2.02%2.38%2.38%2.67%2.54%3.65%3.28%3.65%3.65%
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%0.00%0.00%0.00%0.00%

Frequently Asked Questions

AIL.DE and XDEV.DE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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