EXI2.DE vs. XDEV.DE
EXI2.DE (iShares Dow Jones Global Titans 50 UCITS ETF (DE)) and XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) are both Global Equities funds - EXI2.DE tracks the Dow Jones Global Titans 50 while XDEV.DE tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past 10 years, EXI2.DE returned 16.14%/yr vs 12.35%/yr for XDEV.DE. A 0.72 correlation means they provide meaningful diversification when combined. EXI2.DE charges 0.51%/yr vs 0.25%/yr for XDEV.DE.
Performance
EXI2.DE vs. XDEV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXI2.DE achieves a 12.23% return, which is significantly lower than XDEV.DE's 35.07% return. Over the past 10 years, EXI2.DE has outperformed XDEV.DE with an annualized return of 16.14%, while XDEV.DE has yielded a comparatively lower 12.35% annualized return.
EXI2.DE
- 1D
- -0.27%
- 1M
- 5.25%
- YTD
- 12.23%
- 6M
- 12.47%
- 1Y
- 34.12%
- 3Y*
- 22.85%
- 5Y*
- 17.19%
- 10Y*
- 16.14%
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%
EXI2.DE vs. XDEV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXI2.DE iShares Dow Jones Global Titans 50 UCITS ETF (DE) | 12.23% | 10.38% | 38.84% | 33.44% | -21.53% | 35.62% | 10.63% | 35.14% | -0.86% | 6.38% |
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 35.07% | 24.76% | 11.62% | 15.67% | -4.96% | 30.90% | -12.53% | 22.09% | -10.42% | 7.82% |
Correlation
The correlation between EXI2.DE and XDEV.DE is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2014 | 0.72 |
The correlation between EXI2.DE and XDEV.DE shifts across timeframes, from 0.57 (3 years) to 0.72 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EXI2.DE vs. XDEV.DE — Risk / Return Rank
EXI2.DE
XDEV.DE
EXI2.DE vs. XDEV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Global Titans 50 UCITS ETF (DE) (EXI2.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.
| EXI2.DE | XDEV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.00 | ||
| Sortino ratioReturn per unit of downside risk | -2.73 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.81 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 4.21 | 10.38 | -6.17 |
| Martin ratioReturn relative to average drawdown | 15.84 | 39.12 | -23.28 |
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
| EXI2.DE | XDEV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.52 | 4.52 | -2.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | 1.23 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.97 | 0.78 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.71 | -0.30 |
Drawdowns
EXI2.DE vs. XDEV.DE - Drawdown Comparison
The maximum EXI2.DE drawdown since its inception was -59.21%, 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 EXI2.DE and XDEV.DE.
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Drawdown Indicators
| EXI2.DE | XDEV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.21% | -35.28% | -23.93% |
Max Drawdown (1Y)Largest decline over 1 year | -8.07% | -6.05% | -2.02% |
Max Drawdown (3Y)Largest decline over 3 years | -24.75% | -18.02% | -6.73% |
Max Drawdown (5Y)Largest decline over 5 years | -24.75% | -18.02% | -6.73% |
Max Drawdown (10Y)Largest decline over 10 years | -30.00% | -35.28% | +5.28% |
Current DrawdownCurrent decline from peak | -1.11% | -1.07% | -0.04% |
Average DrawdownAverage peak-to-trough decline | -17.44% | -5.56% | -11.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 1.61% | +0.54% |
Volatility
EXI2.DE vs. XDEV.DE - Volatility Comparison
The current volatility for iShares Dow Jones Global Titans 50 UCITS ETF (DE) (EXI2.DE) is 3.46%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a volatility of 5.77%. This indicates that EXI2.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
| EXI2.DE | XDEV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 5.77% | -2.31% |
Volatility (6M)Calculated over the trailing 6-month period | 9.18% | 11.20% | -2.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.50% | 13.89% | -0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.60% | 13.96% | +2.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.57% | 15.90% | +0.67% |
EXI2.DE vs. XDEV.DE - Expense Ratio Comparison
EXI2.DE has a 0.51% expense ratio, which is higher than XDEV.DE's 0.25% expense ratio.
Dividends
EXI2.DE vs. XDEV.DE - Dividend Comparison
EXI2.DE's dividend yield for the trailing twelve months is around 0.33%, while XDEV.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXI2.DE iShares Dow Jones Global Titans 50 UCITS ETF (DE) | 0.33% | 0.41% | 0.42% | 0.61% | 0.84% | 0.55% | 0.99% | 1.28% | 1.29% | 2.56% | 1.77% | 2.56% |
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% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EXI2.DE and XDEV.DE have a correlation of 0.62, 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 0.51% for EXI2.DE.
EXI2.DE tracks Dow Jones Global Titans 50, while XDEV.DE tracks MSCI ACWI Value NR USD. They also come from different issuers: iShares and DWS. Their fees differ too: 0.51% for EXI2.DE and 0.25% for XDEV.DE.
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