FGLR.DE vs. XDEV.DE
FGLR.DE (Fidelity Sustainable Research Enhanced Global Equity UCITS ETF Acc) and XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) are both Global Equities funds - FGLR.DE tracks the Fidelity Sustainable Research Enhanced Global Equity while XDEV.DE tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past 5 years, FGLR.DE returned 11.73%/yr vs 17.35%/yr for XDEV.DE. Their correlation of 0.81 suggests significant overlap in exposure. FGLR.DE charges 0.35%/yr vs 0.25%/yr for XDEV.DE.
Performance
FGLR.DE vs. XDEV.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FGLR.DE achieves a 9.94% return, which is significantly lower than XDEV.DE's 35.07% return.
FGLR.DE
- 1D
- 0.13%
- 1M
- 4.17%
- YTD
- 9.94%
- 6M
- 10.09%
- 1Y
- 22.01%
- 3Y*
- 15.71%
- 5Y*
- 11.73%
- 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%
FGLR.DE vs. XDEV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FGLR.DE Fidelity Sustainable Research Enhanced Global Equity UCITS ETF Acc | 9.94% | 5.43% | 24.62% | 20.29% | -14.52% | 32.48% | 11.79% |
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 35.07% | 24.76% | 11.62% | 15.67% | -4.96% | 30.90% | 3.94% |
Correlation
The correlation between FGLR.DE and XDEV.DE is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2020 | 0.81 |
The correlation between FGLR.DE and XDEV.DE has been stable across timeframes, ranging from 0.71 to 0.81 - a consistent structural relationship.
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
FGLR.DE vs. XDEV.DE — Risk / Return Rank
FGLR.DE
XDEV.DE
FGLR.DE vs. XDEV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainable Research Enhanced Global Equity UCITS ETF Acc (FGLR.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.
| FGLR.DE | XDEV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.58 | ||
| Sortino ratioReturn per unit of downside risk | -3.39 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.81 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 10.38 | -7.38 |
| Martin ratioReturn relative to average drawdown | 11.73 | 39.12 | -27.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| FGLR.DE | XDEV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 4.52 | -2.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 1.23 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.71 | +0.26 |
Drawdowns
FGLR.DE vs. XDEV.DE - Drawdown Comparison
The maximum FGLR.DE drawdown since its inception was -22.47%, smaller than the maximum XDEV.DE drawdown of -35.28%. Use the drawdown chart below to compare losses from any high point for FGLR.DE and XDEV.DE.
Loading charts...
Drawdown Indicators
| FGLR.DE | XDEV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.47% | -35.28% | +12.81% |
Max Drawdown (1Y)Largest decline over 1 year | -7.30% | -6.05% | -1.25% |
Max Drawdown (3Y)Largest decline over 3 years | -22.47% | -18.02% | -4.45% |
Max Drawdown (5Y)Largest decline over 5 years | -22.47% | -18.02% | -4.45% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.28% | — |
Current DrawdownCurrent decline from peak | -0.15% | -1.07% | +0.92% |
Average DrawdownAverage peak-to-trough decline | -3.98% | -5.56% | +1.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 1.61% | +0.26% |
Volatility
FGLR.DE vs. XDEV.DE - Volatility Comparison
The current volatility for Fidelity Sustainable Research Enhanced Global Equity UCITS ETF Acc (FGLR.DE) is 2.51%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a volatility of 5.77%. This indicates that FGLR.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.
Loading charts...
Volatility by Period
| FGLR.DE | XDEV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.51% | 5.77% | -3.26% |
Volatility (6M)Calculated over the trailing 6-month period | 7.91% | 11.20% | -3.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.33% | 13.89% | -2.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.21% | 13.96% | +0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.39% | 15.90% | -1.51% |
FGLR.DE vs. XDEV.DE - Expense Ratio Comparison
FGLR.DE has a 0.35% expense ratio, which is higher than XDEV.DE's 0.25% expense ratio.
Dividends
FGLR.DE vs. XDEV.DE - Dividend Comparison
Neither FGLR.DE nor XDEV.DE has paid dividends to shareholders.
Frequently Asked Questions
FGLR.DE and XDEV.DE have a correlation of 0.71, 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 0.35% for FGLR.DE.
FGLR.DE tracks Fidelity Sustainable Research Enhanced Global Equity, while XDEV.DE tracks MSCI ACWI Value NR USD. They also come from different issuers: Fidelity and DWS. Their fees differ too: 0.35% for FGLR.DE and 0.25% for XDEV.DE.
Find the right allocation for FGLR.DE and XDEV.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