DPGC.L vs. XDEB.L
DPGC.L (Dimensional Global Core Equity UCITS ETF USD Acc) and XDEB.L (Xtrackers MSCI World Minimum Volatility UCITS ETF 1C) are both Global Equities funds. DPGC.L is actively managed, while XDEB.L is passively managed. At a 0.33 correlation, their price movements are largely independent. DPGC.L charges 0.26%/yr vs 0.25%/yr for XDEB.L.
Performance
DPGC.L vs. XDEB.L - Performance Comparison
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Different Trading Currencies
DPGC.L is traded in GBP, while XDEB.L is traded in GBp. To make them comparable, the XDEB.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, DPGC.L achieves a 10.15% return, which is significantly higher than XDEB.L's 0.89% return.
DPGC.L
- 1D
- 0.33%
- 1M
- 4.67%
- YTD
- 10.15%
- 6M
- 9.90%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XDEB.L
- 1D
- 0.39%
- 1M
- 1.39%
- YTD
- 0.89%
- 6M
- 0.64%
- 1Y
- 2.44%
- 3Y*
- 6.80%
- 5Y*
- 6.33%
- 10Y*
- 8.05%
DPGC.L vs. XDEB.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DPGC.L Dimensional Global Core Equity UCITS ETF USD Acc | 10.15% | 2.40% |
XDEB.L Xtrackers MSCI World Minimum Volatility UCITS ETF 1C | 0.89% | -0.95% |
Correlation
The correlation between DPGC.L and XDEB.L is 0.33, 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 20, 2025 | 0.33 |
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Return for Risk
DPGC.L vs. XDEB.L — Risk / Return Rank
DPGC.L
XDEB.L
DPGC.L vs. XDEB.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Global Core Equity UCITS ETF USD Acc (DPGC.L) and Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.L). 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.
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Sharpe Ratios by Period
| DPGC.L | XDEB.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 0.31 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.65 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.70 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 3.22 | 0.78 | +2.44 |
Drawdowns
DPGC.L vs. XDEB.L - Drawdown Comparison
The maximum DPGC.L drawdown since its inception was -6.24%, smaller than the maximum XDEB.L drawdown of -19.61%. Use the drawdown chart below to compare losses from any high point for DPGC.L and XDEB.L.
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Drawdown Indicators
| DPGC.L | XDEB.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.24% | -19.61% | +13.37% |
Max Drawdown (1Y)Largest decline over 1 year | — | -6.39% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -8.47% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -10.19% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -19.61% | — |
Current DrawdownCurrent decline from peak | 0.00% | -3.67% | +3.67% |
Average DrawdownAverage peak-to-trough decline | -1.26% | -3.50% | +2.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.31% | — |
Volatility
DPGC.L vs. XDEB.L - Volatility Comparison
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Volatility by Period
| DPGC.L | XDEB.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.68% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 5.97% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 9.15% | 7.97% | +1.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.15% | 9.68% | -0.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.15% | 11.52% | -2.37% |
DPGC.L vs. XDEB.L - Expense Ratio Comparison
DPGC.L has a 0.26% expense ratio, which is higher than XDEB.L'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
DPGC.L vs. XDEB.L - Dividend Comparison
Neither DPGC.L nor XDEB.L has paid dividends to shareholders.
Frequently Asked Questions
DPGC.L and XDEB.L have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEB.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEB.L is cheaper with a 0.25% expense ratio, compared with 0.26% for DPGC.L.
They also come from different issuers: Dimensional and DWS. Their fees differ too: 0.26% for DPGC.L and 0.25% for XDEB.L.
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