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FGEQ.DE vs. XDEV.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

FGEQ.DE vs. XDEV.DE

Last updated Apr 2, 2026

Compare and contrast key facts about Fidelity Global Quality Income UCITS ETF Inc (FGEQ.DE) and Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE).

FGEQ.DE and XDEV.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FGEQ.DE is a passively managed fund by Fidelity that tracks the performance of the Fidelity Global Quality Income index. It was launched on Oct 15, 2024. XDEV.DE is a passively managed fund by DWS that tracks the performance of the MSCI ACWI Value NR USD. It was launched on Sep 11, 2014. Both FGEQ.DE and XDEV.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

FGEQ.DE vs. XDEV.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Fidelity Global Quality Income UCITS ETF Inc (FGEQ.DE) and Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE). The values are adjusted to include any dividend payments, if applicable.

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FGEQ.DE vs. XDEV.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
FGEQ.DE
Fidelity Global Quality Income UCITS ETF Inc		1.45%7.21%17.89%14.06%-6.11%32.67%-0.32%31.45%-3.69%3.70%
XDEV.DE
Xtrackers MSCI World Value Factor UCITS ETF 1C		7.05%24.76%11.62%15.67%-4.96%30.90%-12.53%22.09%-10.42%4.87%

Returns By Period

In the year-to-date period, FGEQ.DE achieves a 1.45% return, which is significantly lower than XDEV.DE's 7.05% return.

FGEQ.DE

1D
1.78%
1M
-3.32%
YTD
1.45%
6M
5.34%
1Y
14.13%
3Y*
12.66%
5Y*
10.22%
10Y*
—

XDEV.DE

1D
3.26%
1M
-1.99%
YTD
7.05%
6M
17.35%
1Y
29.24%
3Y*
18.39%
5Y*
12.52%
10Y*
10.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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Fidelity Global Quality Income UCITS ETF Inc

Xtrackers MSCI World Value Factor UCITS ETF 1C

Often compared with FGEQ.DE:
FGEQ.DE vs. VDIV.DEFGEQ.DE vs. VHYL.ASFGEQ.DE vs. MXWS.LFGEQ.DE vs. JEPG.LFGEQ.DE vs. SPYFGEQ.DE vs. IS3Q.DEFGEQ.DE vs. ONEQ
Often compared with XDEV.DE:
XDEV.DE vs. SXR8.DEXDEV.DE vs. VWCE.DEXDEV.DE vs. IWDA.LXDEV.DE vs. XNAS.DEXDEV.DE vs. SPYXDEV.DE vs. VOOXDEV.DE vs. XDEM.L

FGEQ.DE vs. XDEV.DE - Expense Ratio Comparison

FGEQ.DE has a 0.40% expense ratio, which is higher than XDEV.DE's 0.25% expense ratio.

FGEQ.DE
Fidelity Global Quality Income UCITS ETF Inc
XDEV.DE
Xtrackers MSCI World Value Factor UCITS ETF 1C

Return for Risk

FGEQ.DE vs. XDEV.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FGEQ.DE
FGEQ.DE Risk / Return Rank: 5555
Overall Rank
FGEQ.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
FGEQ.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
FGEQ.DE Omega Ratio Rank: 5252
Omega Ratio Rank
FGEQ.DE Calmar Ratio Rank: 6060
Calmar Ratio Rank
FGEQ.DE Martin Ratio Rank: 6868
Martin Ratio Rank
XDEV.DE
XDEV.DE Risk / Return Rank: 8787
Overall Rank
XDEV.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
XDEV.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
XDEV.DE Omega Ratio Rank: 8484
Omega Ratio Rank
XDEV.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
XDEV.DE Martin Ratio Rank: 9494
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.

FGEQ.DE vs. XDEV.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Global Quality Income UCITS ETF Inc (FGEQ.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.

FGEQ.DEXDEV.DEDifference

Sharpe ratio

Return per unit of total volatility

0.96

1.75

-0.79

Sortino ratio

Return per unit of downside risk

1.34

2.27

-0.93

Omega ratio

Gain probability vs. loss probability

1.21

1.35

-0.14

Calmar ratio

Return relative to maximum drawdown

1.66

2.98

-1.32

Martin ratio

Return relative to average drawdown

7.63

14.93

-7.30

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FGEQ.DE vs. XDEV.DE - Sharpe Ratio Comparison

The current FGEQ.DE Sharpe Ratio is 0.96, which is lower than the XDEV.DE Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of FGEQ.DE and XDEV.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

FGEQ.DEXDEV.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.75

-0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.90

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.64

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.58

+0.10

Correlation

The correlation between FGEQ.DE and XDEV.DE is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

FGEQ.DE vs. XDEV.DE - Dividend Comparison

FGEQ.DE's dividend yield for the trailing twelve months is around 1.83%, while XDEV.DE has not paid dividends to shareholders.

TTM202520242023202220212020201920182017
FGEQ.DE
Fidelity Global Quality Income UCITS ETF Inc		1.83%1.90%2.24%2.77%2.81%2.13%2.29%2.11%2.41%1.51%
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%

Drawdowns

FGEQ.DE vs. XDEV.DE - Drawdown Comparison

The maximum FGEQ.DE drawdown since its inception was -34.40%, roughly equal to the maximum XDEV.DE drawdown of -35.28%. Use the drawdown chart below to compare losses from any high point for FGEQ.DE and XDEV.DE.

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Drawdown Indicators

FGEQ.DEXDEV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.40%

-35.28%

+0.88%

Max Drawdown (1Y)

Largest decline over 1 year

-12.50%

-13.96%

+1.46%

Max Drawdown (5Y)

Largest decline over 5 years

-19.87%

-18.02%

-1.85%

Max Drawdown (10Y)

Largest decline over 10 years

—

-35.28%

—

Current Drawdown

Current decline from peak

-3.64%

-2.98%

-0.66%

Average Drawdown

Average peak-to-trough decline

-3.88%

-5.64%

+1.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

2.01%

-0.20%

Volatility

FGEQ.DE vs. XDEV.DE - Volatility Comparison

The current volatility for Fidelity Global Quality Income UCITS ETF Inc (FGEQ.DE) is 3.93%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a volatility of 6.20%. This indicates that FGEQ.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

FGEQ.DEXDEV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.93%

6.20%

-2.27%

Volatility (6M)

Calculated over the trailing 6-month period

7.57%

9.95%

-2.38%

Volatility (1Y)

Calculated over the trailing 1-year period

14.64%

16.62%

-1.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.06%

13.71%

-0.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.82%

15.87%

-1.05%