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DEGC.DE vs. XDEB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DEGC.DE vs. XDEB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Dimensional Global Core Equity UCITS ETF USD (Acc) (DEGC.DE) and Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.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, DEGC.DE achieves a 11.44% return, which is significantly higher than XDEB.DE's 1.74% return.


DEGC.DE

1D
0.20%
1M
4.27%
YTD
11.44%
6M
11.54%
1Y
3Y*
5Y*
10Y*

XDEB.DE

1D
-0.04%
1M
1.84%
YTD
1.74%
6M
1.64%
1Y
0.46%
3Y*
6.45%
5Y*
6.21%
10Y*
6.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DEGC.DE vs. XDEB.DE - Yearly Performance Comparison


Correlation

The correlation between DEGC.DE and XDEB.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 17, 2025

0.37

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Return for Risk

DEGC.DE vs. XDEB.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DEGC.DE

XDEB.DE
XDEB.DE Risk / Return Rank: 99
Overall Rank
XDEB.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
XDEB.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
XDEB.DE Omega Ratio Rank: 88
Omega Ratio Rank
XDEB.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
XDEB.DE Martin Ratio Rank: 99
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.

DEGC.DE vs. XDEB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional Global Core Equity UCITS ETF USD (Acc) (DEGC.DE) and Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

DEGC.DE vs. XDEB.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DEGC.DEXDEB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

2.82

0.70

+2.12

Drawdowns

DEGC.DE vs. XDEB.DE - Drawdown Comparison

The maximum DEGC.DE drawdown since its inception was -5.49%, smaller than the maximum XDEB.DE drawdown of -28.57%. Use the drawdown chart below to compare losses from any high point for DEGC.DE and XDEB.DE.


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Drawdown Indicators


DEGC.DEXDEB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-5.49%

-28.57%

+23.08%

Max Drawdown (1Y)

Largest decline over 1 year

-5.31%

Max Drawdown (3Y)

Largest decline over 3 years

-13.02%

Max Drawdown (5Y)

Largest decline over 5 years

-13.02%

Max Drawdown (10Y)

Largest decline over 10 years

-28.57%

Current Drawdown

Current decline from peak

0.00%

-6.53%

+6.53%

Average Drawdown

Average peak-to-trough decline

-1.06%

-5.03%

+3.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

Volatility

DEGC.DE vs. XDEB.DE - Volatility Comparison


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Volatility by Period


DEGC.DEXDEB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.63%

Volatility (6M)

Calculated over the trailing 6-month period

5.56%

Volatility (1Y)

Calculated over the trailing 1-year period

9.55%

7.86%

+1.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.55%

10.16%

-0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.55%

12.03%

-2.48%

DEGC.DE vs. XDEB.DE - Expense Ratio Comparison

DEGC.DE has a 0.26% expense ratio, which is higher than XDEB.DE's 0.25% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

DEGC.DE vs. XDEB.DE - Dividend Comparison

Neither DEGC.DE nor XDEB.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DEGC.DE and XDEB.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDEB.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDEB.DE is cheaper with a 0.25% expense ratio, compared with 0.26% for DEGC.DE.

They also come from different issuers: Dimensional and DWS. Their fees differ too: 0.26% for DEGC.DE and 0.25% for XDEB.DE.

Portfolio Optimizer

Find the right allocation for DEGC.DE and XDEB.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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