DBXW.DE vs. XDEV.DE
DBXW.DE (Xtrackers MSCI World Swap UCITS ETF 1C) and XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) are both Global Equities funds - DBXW.DE tracks the MSCI World while XDEV.DE tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past 10 years, DBXW.DE returned 12.75%/yr vs 12.35%/yr for XDEV.DE. Their correlation of 0.85 suggests significant overlap in exposure. DBXW.DE charges 0.45%/yr vs 0.25%/yr for XDEV.DE.
Performance
DBXW.DE vs. XDEV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DBXW.DE achieves a 10.90% return, which is significantly lower than XDEV.DE's 35.07% return. Both investments have delivered pretty close results over the past 10 years, with DBXW.DE having a 12.75% annualized return and XDEV.DE not far behind at 12.35%.
DBXW.DE
- 1D
- -0.01%
- 1M
- 4.86%
- YTD
- 10.90%
- 6M
- 11.35%
- 1Y
- 23.71%
- 3Y*
- 17.46%
- 5Y*
- 12.79%
- 10Y*
- 12.75%
XDEV.DE
- 1D
- -0.89%
- 1M
- 12.68%
- YTD
- 35.07%
- 6M
- 38.48%
- 1Y
- 63.09%
- 3Y*
- 26.76%
- 5Y*
- 17.35%
- 10Y*
- 12.35%
DBXW.DE vs. XDEV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBXW.DE Xtrackers MSCI World Swap UCITS ETF 1C | 10.90% | 7.77% | 25.74% | 20.10% | -13.86% | 32.72% | 5.42% | 31.34% | -4.85% | 7.73% |
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 35.07% | 24.76% | 11.62% | 15.67% | -4.96% | 30.90% | -12.53% | 22.09% | -10.42% | 7.82% |
Correlation
The correlation between DBXW.DE and XDEV.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2014 | 0.85 |
The correlation between DBXW.DE and XDEV.DE has been stable across timeframes, ranging from 0.77 to 0.85 - a consistent structural relationship.
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Return for Risk
DBXW.DE vs. XDEV.DE — Risk / Return Rank
DBXW.DE
XDEV.DE
DBXW.DE vs. XDEV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Swap UCITS ETF 1C (DBXW.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.
| DBXW.DE | XDEV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.39 | ||
| Sortino ratioReturn per unit of downside risk | -3.14 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.81 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 10.38 | -6.79 |
| Martin ratioReturn relative to average drawdown | 14.33 | 39.12 | -24.80 |
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
| DBXW.DE | XDEV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 4.52 | -2.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 1.23 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.78 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.71 | -0.21 |
Drawdowns
DBXW.DE vs. XDEV.DE - Drawdown Comparison
The maximum DBXW.DE drawdown since its inception was -53.36%, which is greater than XDEV.DE's maximum drawdown of -35.28%. Use the drawdown chart below to compare losses from any high point for DBXW.DE and XDEV.DE.
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Drawdown Indicators
| DBXW.DE | XDEV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.36% | -35.28% | -18.08% |
Max Drawdown (1Y)Largest decline over 1 year | -6.59% | -6.05% | -0.54% |
Max Drawdown (3Y)Largest decline over 3 years | -21.66% | -18.02% | -3.64% |
Max Drawdown (5Y)Largest decline over 5 years | -21.66% | -18.02% | -3.64% |
Max Drawdown (10Y)Largest decline over 10 years | -33.81% | -35.28% | +1.47% |
Current DrawdownCurrent decline from peak | -0.32% | -1.07% | +0.75% |
Average DrawdownAverage peak-to-trough decline | -9.48% | -5.56% | -3.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 1.61% | +0.04% |
Volatility
DBXW.DE vs. XDEV.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Swap UCITS ETF 1C (DBXW.DE) is 2.60%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a volatility of 5.77%. This indicates that DBXW.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
| DBXW.DE | XDEV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.60% | 5.77% | -3.17% |
Volatility (6M)Calculated over the trailing 6-month period | 7.73% | 11.20% | -3.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.09% | 13.89% | -2.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.02% | 13.96% | +1.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.54% | 15.90% | -0.36% |
DBXW.DE vs. XDEV.DE - Expense Ratio Comparison
DBXW.DE has a 0.45% expense ratio, which is higher than XDEV.DE's 0.25% expense ratio.
Dividends
DBXW.DE vs. XDEV.DE - Dividend Comparison
Neither DBXW.DE nor XDEV.DE has paid dividends to shareholders.
Frequently Asked Questions
DBXW.DE and XDEV.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEV.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEV.DE is cheaper with a 0.25% expense ratio, compared with 0.45% for DBXW.DE.
DBXW.DE tracks MSCI World, while XDEV.DE tracks MSCI ACWI Value NR USD. They also come from different issuers: Xtrackers and DWS. Their fees differ too: 0.45% for DBXW.DE and 0.25% for XDEV.DE.
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