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H41G.DE vs. XDEV.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

H41G.DE vs. XDEV.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HSBC MSCI World Small Cap ESG UCITS ETF USD (Acc) (H41G.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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Returns By Period

In the year-to-date period, H41G.DE achieves a 12.22% return, which is significantly lower than XDEV.DE's 35.07% return.


H41G.DE

1D
0.61%
1M
2.87%
YTD
12.22%
6M
13.07%
1Y
23.63%
3Y*
12.01%
5Y*
10Y*

XDEV.DE

1D
-0.89%
1M
11.02%
YTD
35.07%
6M
38.05%
1Y
63.16%
3Y*
26.76%
5Y*
17.35%
10Y*
12.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

H41G.DE vs. XDEV.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
H41G.DE
HSBC MSCI World Small Cap ESG UCITS ETF USD (Acc)
12.22%3.96%12.21%11.87%-2.26%
XDEV.DE
Xtrackers MSCI World Value Factor UCITS ETF 1C
35.07%24.76%11.62%15.67%1.20%

Correlation

The correlation between H41G.DE and XDEV.DE is 0.76, 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

0.76

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

0.80

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2022

0.81

The correlation between H41G.DE and XDEV.DE has been stable across timeframes, ranging from 0.76 to 0.81 - a consistent structural relationship.

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Return for Risk

H41G.DE vs. XDEV.DE — Risk / Return Rank

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

H41G.DE
H41G.DE Risk / Return Rank: 5555
Overall Rank
H41G.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
H41G.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
H41G.DE Omega Ratio Rank: 5151
Omega Ratio Rank
H41G.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
H41G.DE Martin Ratio Rank: 6262
Martin Ratio Rank

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

H41G.DE vs. XDEV.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI World Small Cap ESG UCITS ETF USD (Acc) (H41G.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.


H41G.DEXDEV.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.76

Sortino ratioReturn per unit of downside risk

-3.62

Omega ratioGain probability vs. loss probability

1.32

1.81

-0.49

Calmar ratioReturn relative to maximum drawdown

2.89

10.38

-7.49

Martin ratioReturn relative to average drawdown

10.99

39.12

-28.13

H41G.DE vs. XDEV.DE - Sharpe Ratio Comparison

The current H41G.DE Sharpe Ratio is 1.76, which is lower than the XDEV.DE Sharpe Ratio of 4.52. The chart below compares the historical Sharpe Ratios of H41G.DE and XDEV.DE, 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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Sharpe Ratios by Period


H41G.DEXDEV.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

4.52

-2.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.71

-0.05

Drawdowns

H41G.DE vs. XDEV.DE - Drawdown Comparison

The maximum H41G.DE drawdown since its inception was -24.84%, smaller than the maximum XDEV.DE drawdown of -35.28%. Use the drawdown chart below to compare losses from any high point for H41G.DE and XDEV.DE.


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Drawdown Indicators


H41G.DEXDEV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.84%

-35.28%

+10.44%

Max Drawdown (1Y)

Largest decline over 1 year

-8.12%

-6.05%

-2.07%

Max Drawdown (3Y)

Largest decline over 3 years

-24.84%

-18.02%

-6.82%

Max Drawdown (5Y)

Largest decline over 5 years

-18.02%

Max Drawdown (10Y)

Largest decline over 10 years

-35.28%

Current Drawdown

Current decline from peak

0.00%

-1.07%

+1.07%

Average Drawdown

Average peak-to-trough decline

-4.87%

-5.56%

+0.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

1.61%

+0.53%

Volatility

H41G.DE vs. XDEV.DE - Volatility Comparison

The current volatility for HSBC MSCI World Small Cap ESG UCITS ETF USD (Acc) (H41G.DE) is 3.35%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a volatility of 5.77%. This indicates that H41G.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


H41G.DEXDEV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.35%

5.77%

-2.42%

Volatility (6M)

Calculated over the trailing 6-month period

9.50%

11.20%

-1.70%

Volatility (1Y)

Calculated over the trailing 1-year period

13.30%

13.89%

-0.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.71%

13.96%

+1.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.71%

15.90%

-0.19%

H41G.DE vs. XDEV.DE - Expense Ratio Comparison

Both H41G.DE and XDEV.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

H41G.DE vs. XDEV.DE - Dividend Comparison

Neither H41G.DE nor XDEV.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


H41G.DE and XDEV.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

H41G.DE and XDEV.DE have the same expense ratio: 0.25% per year.

H41G.DE tracks MSCI World Small Cap SRI ESG Leaders Select, while XDEV.DE tracks MSCI ACWI Value NR USD. They also come from different issuers: HSBC and DWS.

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