EMND.DE vs. XDEV.DE
EMND.DE (iShares MSCI World ESG Enhanced UCITS ETF USD (Dist)) and XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) are both Global Equities funds - EMND.DE tracks the MSCI World ESG Enhanced Focus while XDEV.DE tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past 5 years, EMND.DE returned 11.70%/yr vs 17.35%/yr for XDEV.DE. Their correlation of 0.83 suggests significant overlap in exposure. EMND.DE charges 0.20%/yr vs 0.25%/yr for XDEV.DE.
Performance
EMND.DE vs. XDEV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EMND.DE achieves a 10.17% return, which is significantly lower than XDEV.DE's 35.07% return.
EMND.DE
- 1D
- 0.02%
- 1M
- 3.68%
- YTD
- 10.17%
- 6M
- 10.17%
- 1Y
- 21.70%
- 3Y*
- 16.08%
- 5Y*
- 11.70%
- 10Y*
- —
XDEV.DE
- 1D
- -0.89%
- 1M
- 11.02%
- YTD
- 35.07%
- 6M
- 38.05%
- 1Y
- 63.16%
- 3Y*
- 26.76%
- 5Y*
- 17.35%
- 10Y*
- 12.35%
EMND.DE vs. XDEV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EMND.DE iShares MSCI World ESG Enhanced UCITS ETF USD (Dist) | 10.17% | 6.20% | 25.02% | 18.82% | -15.24% | 33.96% | 7.28% | 12.63% |
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 35.07% | 24.76% | 11.62% | 15.67% | -4.96% | 30.90% | -12.53% | 9.65% |
Correlation
The correlation between EMND.DE and XDEV.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since May 8, 2019 | 0.83 |
The correlation between EMND.DE and XDEV.DE has been stable across timeframes, ranging from 0.78 to 0.83 - a consistent structural relationship.
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Return for Risk
EMND.DE vs. XDEV.DE — Risk / Return Rank
EMND.DE
XDEV.DE
EMND.DE vs. XDEV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ESG Enhanced UCITS ETF USD (Dist) (EMND.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.
| EMND.DE | XDEV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.61 | ||
| Sortino ratioReturn per unit of downside risk | -3.44 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.81 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | 3.07 | 10.38 | -7.31 |
| Martin ratioReturn relative to average drawdown | 12.00 | 39.12 | -27.13 |
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
| EMND.DE | XDEV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.91 | 4.52 | -2.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 1.23 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.71 | +0.09 |
Drawdowns
EMND.DE vs. XDEV.DE - Drawdown Comparison
The maximum EMND.DE drawdown since its inception was -33.15%, smaller than the maximum XDEV.DE drawdown of -35.28%. Use the drawdown chart below to compare losses from any high point for EMND.DE and XDEV.DE.
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Drawdown Indicators
| EMND.DE | XDEV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.15% | -35.28% | +2.13% |
Max Drawdown (1Y)Largest decline over 1 year | -7.07% | -6.05% | -1.02% |
Max Drawdown (3Y)Largest decline over 3 years | -21.24% | -18.02% | -3.22% |
Max Drawdown (5Y)Largest decline over 5 years | -21.24% | -18.02% | -3.22% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.28% | — |
Current DrawdownCurrent decline from peak | -0.33% | -1.07% | +0.74% |
Average DrawdownAverage peak-to-trough decline | -5.04% | -5.56% | +0.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 1.61% | +0.20% |
Volatility
EMND.DE vs. XDEV.DE - Volatility Comparison
The current volatility for iShares MSCI World ESG Enhanced UCITS ETF USD (Dist) (EMND.DE) is 2.65%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a volatility of 5.77%. This indicates that EMND.DE experiences smaller price fluctuations and is considered to be less risky 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
| EMND.DE | XDEV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 5.77% | -3.12% |
Volatility (6M)Calculated over the trailing 6-month period | 7.76% | 11.20% | -3.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.37% | 13.89% | -2.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.24% | 13.96% | +0.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.30% | 15.90% | +0.40% |
EMND.DE vs. XDEV.DE - Expense Ratio Comparison
EMND.DE has a 0.20% expense ratio, which is lower than XDEV.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EMND.DE vs. XDEV.DE - Dividend Comparison
EMND.DE's dividend yield for the trailing twelve months is around 0.93%, while XDEV.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
EMND.DE iShares MSCI World ESG Enhanced UCITS ETF USD (Dist) | 0.93% | 1.03% | 1.28% | 1.47% | 2.54% | 1.70% | 1.83% | 1.30% |
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EMND.DE and XDEV.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EMND.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EMND.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for XDEV.DE.
EMND.DE tracks MSCI World ESG Enhanced Focus, while XDEV.DE tracks MSCI ACWI Value NR USD. They also come from different issuers: iShares and DWS. Their fees differ too: 0.20% for EMND.DE and 0.25% for XDEV.DE.
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