DTG.DE vs. XDEQ.DE
DTG.DE (Daimler Truck Holding AG) is a stock, while XDEQ.DE (Xtrackers MSCI World Quality Factor UCITS ETF 1C) is Global Equities fund tracking the MSCI ACWI NR USD. Over the past 3 years, DTG.DE returned 14.28%/yr vs 15.90%/yr for XDEQ.DE. At a 0.36 correlation, their price movements are largely independent.
Performance
DTG.DE vs. XDEQ.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DTG.DE achieves a 15.42% return, which is significantly higher than XDEQ.DE's 10.52% return.
DTG.DE
- 1D
- -1.29%
- 1M
- -4.27%
- YTD
- 15.42%
- 6M
- 16.08%
- 1Y
- 13.00%
- 3Y*
- 14.28%
- 5Y*
- —
- 10Y*
- —
XDEQ.DE
- 1D
- -0.10%
- 1M
- 1.61%
- YTD
- 10.52%
- 6M
- 10.92%
- 1Y
- 22.49%
- 3Y*
- 15.90%
- 5Y*
- 10.93%
- 10Y*
- 12.84%
DTG.DE vs. XDEQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DTG.DE Daimler Truck Holding AG | 15.42% | 6.37% | 13.57% | 22.54% | -10.34% | 15.32% |
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 10.52% | 2.87% | 23.81% | 21.83% | -14.80% | 1.31% |
Correlation
The correlation between DTG.DE and XDEQ.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Dec 10, 2021 | 0.36 |
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
DTG.DE vs. XDEQ.DE — Risk / Return Rank
DTG.DE
XDEQ.DE
DTG.DE vs. XDEQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Daimler Truck Holding AG (DTG.DE) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.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.
| DTG.DE | XDEQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.67 | ||
| Sortino ratioReturn per unit of downside risk | -2.07 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.39 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.55 | 3.60 | -3.05 |
| Martin ratioReturn relative to average drawdown | 1.09 | 15.13 | -14.04 |
Loading charts...
Drawdowns
DTG.DE vs. XDEQ.DE - Drawdown Comparison
The maximum DTG.DE drawdown since its inception was -37.81%, which is greater than XDEQ.DE's maximum drawdown of -32.18%. Use the drawdown chart below to compare losses from any high point for DTG.DE and XDEQ.DE.
Loading charts...
Drawdown Indicators
| DTG.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.81% | -32.18% | -5.63% |
Max Drawdown (1Y)Largest decline over 1 year | -23.71% | -6.22% | -17.49% |
Max Drawdown (3Y)Largest decline over 3 years | -34.57% | -20.59% | -13.98% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.59% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.18% | — |
Current DrawdownCurrent decline from peak | -4.27% | -0.43% | -3.84% |
Average DrawdownAverage peak-to-trough decline | -14.14% | -6.56% | -7.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.85% | 1.48% | +10.37% |
Volatility
DTG.DE vs. XDEQ.DE - Volatility Comparison
Daimler Truck Holding AG (DTG.DE) has a higher volatility of 6.51% compared to Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) at 2.32%. This indicates that DTG.DE's price experiences larger fluctuations and is considered to be riskier than XDEQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DTG.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.51% | 2.32% | +4.19% |
Volatility (6M)Calculated over the trailing 6-month period | 22.29% | 7.49% | +14.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.34% | 10.74% | +20.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.57% | 14.14% | +18.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.57% | 15.83% | +16.74% |
Dividends
DTG.DE vs. XDEQ.DE - Dividend Comparison
DTG.DE's dividend yield for the trailing twelve months is around 4.61%, while XDEQ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
DTG.DE Daimler Truck Holding AG | 4.61% | 5.09% | 5.16% | 3.82% |
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DTG.DE and XDEQ.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for DTG.DE and XDEQ.DE
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