FSWD.L vs. XDEV.L
FSWD.L (iShares STOXX World Equity Multifactor UCITS ETF USD (Acc)) and XDEV.L (Xtrackers MSCI World Value Factor UCITS ETF 1C) are both Global Equities funds - FSWD.L tracks the iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) while XDEV.L tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past 10 years, FSWD.L returned 11.62%/yr vs 11.93%/yr for XDEV.L. Their correlation of 0.85 suggests significant overlap in exposure. FSWD.L charges 0.30%/yr vs 0.25%/yr for XDEV.L.
Performance
FSWD.L vs. XDEV.L - Performance Comparison
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Returns By Period
In the year-to-date period, FSWD.L achieves a 12.69% return, which is significantly lower than XDEV.L's 29.58% return. Both investments have delivered pretty close results over the past 10 years, with FSWD.L having a 11.62% annualized return and XDEV.L not far ahead at 11.93%.
FSWD.L
- 1D
- -0.09%
- 1M
- 0.20%
- 6M
- 12.10%
- YTD
- 12.69%
- 1Y
- 25.25%
- 3Y*
- 19.01%
- 5Y*
- 11.79%
- 10Y*
- 11.62%
XDEV.L
- 1D
- -2.22%
- 1M
- -4.46%
- 6M
- 25.56%
- YTD
- 29.58%
- 1Y
- 56.03%
- 3Y*
- 25.49%
- 5Y*
- 17.13%
- 10Y*
- 11.93%
FSWD.L vs. XDEV.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FSWD.L iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) | 12.69% | 17.16% | 18.87% | 9.04% | -5.40% | 22.11% | 6.89% | 17.63% | -7.35% | 15.20% |
XDEV.L Xtrackers MSCI World Value Factor UCITS ETF 1C | 29.58% | 30.51% | 6.79% | 13.25% | 1.01% | 21.67% | -6.88% | 14.56% | -9.23% | 11.91% |
Correlation
The correlation between FSWD.L and XDEV.L is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Sep 4, 2015 | 0.85 |
The correlation between FSWD.L and XDEV.L shifts across timeframes, from 0.68 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FSWD.L vs. XDEV.L — Risk / Return Rank
FSWD.L
XDEV.L
FSWD.L vs. XDEV.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.L) and Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FSWD.L | XDEV.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.26 | ||
| Sortino ratioReturn per unit of downside risk | -1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.68 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 4.53 | 8.06 | -3.52 |
| Martin ratioReturn relative to average drawdown | 17.41 | 26.50 | -9.10 |
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Drawdowns
FSWD.L vs. XDEV.L - Drawdown Comparison
The maximum FSWD.L drawdown since its inception was -37.43%, smaller than the maximum XDEV.L drawdown of -45.89%. Use the drawdown chart below to compare losses from any high point for FSWD.L and XDEV.L.
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Drawdown Indicators
| FSWD.L | XDEV.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.43% | -45.89% | +8.46% |
Max Drawdown (1Y)Largest decline over 1 year | -5.90% | -6.92% | +1.02% |
Max Drawdown (3Y)Largest decline over 3 years | -19.93% | -19.90% | -0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -19.93% | -19.90% | -0.03% |
Max Drawdown (10Y)Largest decline over 10 years | -26.27% | -35.20% | +8.93% |
Current DrawdownCurrent decline from peak | -0.91% | -5.91% | +5.00% |
Average DrawdownAverage peak-to-trough decline | -7.38% | -15.27% | +7.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.54% | 2.11% | -0.57% |
Volatility
FSWD.L vs. XDEV.L - Volatility Comparison
The current volatility for iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.L) is 2.81%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L) has a volatility of 6.07%. This indicates that FSWD.L experiences smaller price fluctuations and is considered to be less risky than XDEV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSWD.L | XDEV.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.81% | 6.07% | -3.26% |
Volatility (6M)Calculated over the trailing 6-month period | 8.32% | 13.08% | -4.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.99% | 15.01% | -4.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.86% | 19.12% | -0.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.40% | 21.02% | -3.62% |
FSWD.L vs. XDEV.L - Expense Ratio Comparison
FSWD.L has a 0.30% expense ratio, which is higher than XDEV.L's 0.25% expense ratio.
Dividends
FSWD.L vs. XDEV.L - Dividend Comparison
Neither FSWD.L nor XDEV.L has paid dividends to shareholders.
Frequently Asked Questions
FSWD.L and XDEV.L have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEV.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEV.L is cheaper with a 0.25% expense ratio, compared with 0.30% for FSWD.L.
FSWD.L tracks iShares STOXX World Equity Multifactor UCITS ETF USD (Acc), while XDEV.L tracks MSCI ACWI Value NR USD. They also come from different issuers: iShares and DWS. Their fees differ too: 0.30% for FSWD.L and 0.25% for XDEV.L.
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