PortfoliosLab logoPortfoliosLab logo
DPGC.L vs. XDEV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DPGC.L vs. XDEV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Dimensional Global Core Equity UCITS ETF USD Acc (DPGC.L) and Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

DPGC.L is traded in GBP, while XDEV.L is traded in GBp. To make them comparable, the XDEV.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 10.12% return, which is significantly lower than XDEV.L's 35.72% return.


DPGC.L

1D
-0.02%
1M
4.64%
YTD
10.12%
6M
10.65%
1Y
3Y*
5Y*
10Y*

XDEV.L

1D
0.47%
1M
17.08%
YTD
35.72%
6M
39.33%
1Y
69.28%
3Y*
27.40%
5Y*
17.74%
10Y*
13.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DPGC.L vs. XDEV.L - Yearly Performance Comparison


Correlation

The correlation between DPGC.L and XDEV.L is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 20, 2025

0.66

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

DPGC.L vs. XDEV.L — Risk / Return Rank

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

DPGC.L

XDEV.L
XDEV.L Risk / Return Rank: 9797
Overall Rank
XDEV.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
XDEV.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
XDEV.L Omega Ratio Rank: 9898
Omega Ratio Rank
XDEV.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
XDEV.L Martin Ratio Rank: 9696
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.

DPGC.L vs. XDEV.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 Value Factor UCITS ETF 1C (XDEV.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.

DPGC.L vs. XDEV.L - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


DPGC.LXDEV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

3.19

0.87

+2.33

Drawdowns

DPGC.L vs. XDEV.L - Drawdown Comparison

The maximum DPGC.L drawdown since its inception was -6.24%, smaller than the maximum XDEV.L drawdown of -28.20%. Use the drawdown chart below to compare losses from any high point for DPGC.L and XDEV.L.


Loading charts...

Drawdown Indicators


DPGC.LXDEV.LDifference

Max Drawdown

Largest peak-to-trough decline

-6.24%

-28.20%

+21.96%

Max Drawdown (1Y)

Largest decline over 1 year

-6.92%

Max Drawdown (3Y)

Largest decline over 3 years

-14.00%

Max Drawdown (5Y)

Largest decline over 5 years

-14.00%

Max Drawdown (10Y)

Largest decline over 10 years

-28.20%

Current Drawdown

Current decline from peak

-0.02%

0.00%

-0.02%

Average Drawdown

Average peak-to-trough decline

-1.25%

-4.35%

+3.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.80%

Volatility

DPGC.L vs. XDEV.L - Volatility Comparison


Loading charts...

Volatility by Period


DPGC.LXDEV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.52%

Volatility (6M)

Calculated over the trailing 6-month period

10.78%

Volatility (1Y)

Calculated over the trailing 1-year period

9.11%

13.26%

-4.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.11%

13.14%

-4.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.11%

15.04%

-5.93%

DPGC.L vs. XDEV.L - Expense Ratio Comparison

DPGC.L has a 0.26% expense ratio, which is higher than XDEV.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. XDEV.L - Dividend Comparison

Neither DPGC.L nor XDEV.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DPGC.L and XDEV.L have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

XDEV.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 XDEV.L.

Portfolio Optimizer

Find the right allocation for DPGC.L and XDEV.L

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

Open Portfolio Optimizer