ECLM.DE vs. XDEV.DE
ECLM.DE (HANetf iClima Global Decarbonisation Enablers UCITS ETF) and XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) are both Global Equities funds - ECLM.DE tracks the iClima Global Decarbonisation Enablers while XDEV.DE tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past 5 years, ECLM.DE returned -0.34%/yr vs 17.35%/yr for XDEV.DE. A 0.73 correlation means they provide meaningful diversification when combined. ECLM.DE charges 0.65%/yr vs 0.25%/yr for XDEV.DE.
Performance
ECLM.DE vs. XDEV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ECLM.DE achieves a 18.15% return, which is significantly lower than XDEV.DE's 35.07% return.
ECLM.DE
- 1D
- -1.47%
- 1M
- 5.70%
- YTD
- 18.15%
- 6M
- 17.28%
- 1Y
- 37.06%
- 3Y*
- 4.30%
- 5Y*
- -0.34%
- 10Y*
- —
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%
ECLM.DE vs. XDEV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ECLM.DE HANetf iClima Global Decarbonisation Enablers UCITS ETF | 18.15% | 12.83% | -11.47% | 1.02% | -23.37% | 14.89% | 7.80% |
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 35.07% | 24.76% | 11.62% | 15.67% | -4.96% | 30.90% | 0.09% |
Correlation
The correlation between ECLM.DE and XDEV.DE is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2020 | 0.73 |
The correlation between ECLM.DE and XDEV.DE has been stable across timeframes, ranging from 0.73 to 0.76 - a consistent structural relationship.
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Return for Risk
ECLM.DE vs. XDEV.DE — Risk / Return Rank
ECLM.DE
XDEV.DE
ECLM.DE vs. XDEV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HANetf iClima Global Decarbonisation Enablers UCITS ETF (ECLM.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.
| ECLM.DE | XDEV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.23 | ||
| Sortino ratioReturn per unit of downside risk | -4.11 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.81 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | 1.87 | 10.38 | -8.51 |
| Martin ratioReturn relative to average drawdown | 3.63 | 39.12 | -35.49 |
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
| ECLM.DE | XDEV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 4.52 | -3.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | 1.23 | -1.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.71 | -0.61 |
Drawdowns
ECLM.DE vs. XDEV.DE - Drawdown Comparison
The maximum ECLM.DE drawdown since its inception was -49.88%, 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 ECLM.DE and XDEV.DE.
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Drawdown Indicators
| ECLM.DE | XDEV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.88% | -35.28% | -14.60% |
Max Drawdown (1Y)Largest decline over 1 year | -19.77% | -6.05% | -13.72% |
Max Drawdown (3Y)Largest decline over 3 years | -36.17% | -18.02% | -18.15% |
Max Drawdown (5Y)Largest decline over 5 years | -49.88% | -18.02% | -31.86% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.28% | — |
Current DrawdownCurrent decline from peak | -16.23% | -1.07% | -15.16% |
Average DrawdownAverage peak-to-trough decline | -24.19% | -5.56% | -18.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.19% | 1.61% | +8.58% |
Volatility
ECLM.DE vs. XDEV.DE - Volatility Comparison
HANetf iClima Global Decarbonisation Enablers UCITS ETF (ECLM.DE) has a higher volatility of 6.50% compared to Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) at 5.77%. This indicates that ECLM.DE's price experiences larger fluctuations and is considered to be riskier 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
| ECLM.DE | XDEV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.50% | 5.77% | +0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 13.35% | 11.20% | +2.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.64% | 13.89% | +14.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.04% | 13.96% | +9.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.35% | 15.90% | +7.45% |
ECLM.DE vs. XDEV.DE - Expense Ratio Comparison
ECLM.DE has a 0.65% expense ratio, which is higher than XDEV.DE's 0.25% expense ratio.
Dividends
ECLM.DE vs. XDEV.DE - Dividend Comparison
Neither ECLM.DE nor XDEV.DE has paid dividends to shareholders.
Frequently Asked Questions
ECLM.DE and XDEV.DE have a correlation of 0.76, 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 0.65% for ECLM.DE.
ECLM.DE tracks iClima Global Decarbonisation Enablers, while XDEV.DE tracks MSCI ACWI Value NR USD. They also come from different issuers: HANetf and DWS. Their fees differ too: 0.65% for ECLM.DE and 0.25% for XDEV.DE.
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