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GIGB.L vs. XDEV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GIGB.L vs. XDEV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in VanEck S&P Global Mining UCITS ETF (GIGB.L) and Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GIGB.L is traded in GBP, while XDEV.L is traded in GBp. To make them comparable, the XDEV.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, GIGB.L achieves a 0.48% return, which is significantly lower than XDEV.L's 29.58% return.


GIGB.L

1D
0.00%
1M
-13.91%
6M
-11.20%
YTD
0.48%
1Y
52.68%
3Y*
20.60%
5Y*
13.45%
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GIGB.L vs. XDEV.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GIGB.L
VanEck S&P Global Mining UCITS ETF
0.48%77.74%-7.37%-1.37%15.87%8.64%27.01%21.34%-33.33%
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%-5.14%

Correlation

The correlation between GIGB.L and XDEV.L is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

Correlation (3Y)
Calculated over the trailing 3-year period

0.44

Correlation (5Y)
Calculated over the trailing 5-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2018

0.48

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Return for Risk

GIGB.L vs. XDEV.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GIGB.L
GIGB.L Risk / Return Rank: 4848
Overall Rank
GIGB.L Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
GIGB.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
GIGB.L Omega Ratio Rank: 4848
Omega Ratio Rank
GIGB.L Calmar Ratio Rank: 4747
Calmar Ratio Rank
GIGB.L Martin Ratio Rank: 4141
Martin Ratio Rank

XDEV.L
XDEV.L Risk / Return Rank: 9696
Overall Rank
XDEV.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
XDEV.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
XDEV.L Omega Ratio Rank: 9696
Omega Ratio Rank
XDEV.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
XDEV.L Martin Ratio Rank: 9696
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.

GIGB.L vs. XDEV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck S&P Global Mining UCITS ETF (GIGB.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.


GIGB.LXDEV.LDifference
Sharpe ratioReturn per unit of total volatility

-2.19

Sortino ratioReturn per unit of downside risk

-2.92

Omega ratioGain probability vs. loss probability

1.25

1.68

-0.43

Calmar ratioReturn relative to maximum drawdown

1.95

8.06

-6.11

Martin ratioReturn relative to average drawdown

5.30

26.50

-21.21

GIGB.L vs. XDEV.L - Sharpe Ratio Comparison

The current GIGB.L Sharpe Ratio is 1.53, which is lower than the XDEV.L Sharpe Ratio of 3.72. The chart below compares the historical Sharpe Ratios of GIGB.L and XDEV.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GIGB.L vs. XDEV.L - Drawdown Comparison

The maximum GIGB.L drawdown since its inception was -45.07%, roughly equal to the maximum XDEV.L drawdown of -45.89%. Use the drawdown chart below to compare losses from any high point for GIGB.L and XDEV.L.


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Drawdown Indicators


GIGB.LXDEV.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.07%

-45.89%

+0.82%

Max Drawdown (1Y)

Largest decline over 1 year

-26.52%

-6.92%

-19.60%

Max Drawdown (3Y)

Largest decline over 3 years

-26.52%

-19.90%

-6.62%

Max Drawdown (5Y)

Largest decline over 5 years

-29.29%

-19.90%

-9.39%

Max Drawdown (10Y)

Largest decline over 10 years

-35.20%

Current Drawdown

Current decline from peak

-24.02%

-5.91%

-18.11%

Average Drawdown

Average peak-to-trough decline

-14.82%

-15.27%

+0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.76%

2.11%

+7.65%

Volatility

GIGB.L vs. XDEV.L - Volatility Comparison

VanEck S&P Global Mining UCITS ETF (GIGB.L) has a higher volatility of 10.51% compared to Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L) at 6.07%. This indicates that GIGB.L's price experiences larger fluctuations and is considered to be riskier 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


GIGB.LXDEV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.51%

6.07%

+4.44%

Volatility (6M)

Calculated over the trailing 6-month period

28.35%

13.08%

+15.27%

Volatility (1Y)

Calculated over the trailing 1-year period

33.84%

15.01%

+18.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.68%

19.12%

+10.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.36%

21.02%

+8.34%

GIGB.L vs. XDEV.L - Expense Ratio Comparison

GIGB.L has a 0.50% expense ratio, which is higher than XDEV.L's 0.25% expense ratio.


Dividends

GIGB.L vs. XDEV.L - Dividend Comparison

Neither GIGB.L nor XDEV.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GIGB.L and XDEV.L have a correlation of 0.48, 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 0.50% for GIGB.L.

GIGB.L tracks VanEck S&P Global Mining UCITS ETF, while XDEV.L tracks MSCI ACWI Value NR USD. They also come from different issuers: VanEck and DWS. Their fees differ too: 0.50% for GIGB.L and 0.25% for XDEV.L.

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