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

Performance

IDIN.L vs. XDEV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Infrastructure UCITS ETF (IDIN.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

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

Returns By Period

In the year-to-date period, IDIN.L achieves a 11.94% return, which is significantly lower than XDEV.L's 30.33% return. Over the past 10 years, IDIN.L has underperformed XDEV.L with an annualized return of 7.03%, while XDEV.L has yielded a comparatively higher 12.23% annualized return.


IDIN.L

1D
-0.63%
1M
1.39%
6M
11.85%
YTD
11.94%
1Y
17.61%
3Y*
12.01%
5Y*
6.47%
10Y*
7.03%

XDEV.L

1D
-1.10%
1M
-3.59%
6M
26.45%
YTD
30.33%
1Y
57.83%
3Y*
26.88%
5Y*
16.75%
10Y*
12.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IDIN.L
iShares Global Infrastructure UCITS ETF
11.94%12.97%8.79%-0.03%-5.92%17.16%-1.96%23.97%-2.04%14.86%
XDEV.L
Xtrackers MSCI World Value Factor UCITS ETF 1C
30.33%40.36%5.01%19.23%-9.79%20.57%-4.03%19.16%-14.37%22.56%

Correlation

The correlation between IDIN.L and XDEV.L is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.41

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

0.52

Correlation (10Y)
Calculated over the trailing 10-year period

0.54

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2014

0.57

Over the past year, the correlation between IDIN.L and XDEV.L has dropped to 0.22 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.

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Return for Risk

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

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

IDIN.L
IDIN.L Risk / Return Rank: 6464
Overall Rank
IDIN.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
IDIN.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
IDIN.L Omega Ratio Rank: 5555
Omega Ratio Rank
IDIN.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
IDIN.L Martin Ratio Rank: 6363
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Global Infrastructure UCITS ETF (IDIN.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.


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

-1.93

Sortino ratioReturn per unit of downside risk

-2.51

Omega ratioGain probability vs. loss probability

1.28

1.62

-0.34

Calmar ratioReturn relative to maximum drawdown

3.38

6.59

-3.21

Martin ratioReturn relative to average drawdown

8.81

23.86

-15.04

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

The current IDIN.L Sharpe Ratio is 1.62, which is lower than the XDEV.L Sharpe Ratio of 3.55. The chart below compares the historical Sharpe Ratios of IDIN.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

IDIN.L vs. XDEV.L - Drawdown Comparison

The maximum IDIN.L drawdown since its inception was -49.57%, roughly equal to the maximum XDEV.L drawdown of -50.32%. Use the drawdown chart below to compare losses from any high point for IDIN.L and XDEV.L.


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Drawdown Indicators


IDIN.LXDEV.LDifference

Max Drawdown

Largest peak-to-trough decline

-49.57%

-50.32%

+0.75%

Max Drawdown (1Y)

Largest decline over 1 year

-5.08%

-8.73%

+3.65%

Max Drawdown (3Y)

Largest decline over 3 years

-14.86%

-18.80%

+3.94%

Max Drawdown (5Y)

Largest decline over 5 years

-22.69%

-26.72%

+4.03%

Max Drawdown (10Y)

Largest decline over 10 years

-34.86%

-41.02%

+6.16%

Current Drawdown

Current decline from peak

-1.27%

-3.88%

+2.61%

Average Drawdown

Average peak-to-trough decline

-11.72%

-21.78%

+10.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

2.42%

-0.47%

Volatility

IDIN.L vs. XDEV.L - Volatility Comparison

The current volatility for iShares Global Infrastructure UCITS ETF (IDIN.L) is 2.70%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L) has a volatility of 5.95%. This indicates that IDIN.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


IDIN.LXDEV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.70%

5.95%

-3.25%

Volatility (6M)

Calculated over the trailing 6-month period

8.85%

13.95%

-5.10%

Volatility (1Y)

Calculated over the trailing 1-year period

10.60%

16.24%

-5.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.52%

20.88%

-7.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.39%

22.09%

-7.70%

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

IDIN.L has a 0.65% expense ratio, which is higher than XDEV.L's 0.25% expense ratio.


Dividends

IDIN.L vs. XDEV.L - Dividend Comparison

IDIN.L's dividend yield for the trailing twelve months is around 2.04%, while XDEV.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IDIN.L
iShares Global Infrastructure UCITS ETF
2.04%2.20%2.36%2.37%2.11%1.93%2.08%2.05%2.34%2.60%2.80%3.20%
XDEV.L
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%0.00%0.00%

Frequently Asked Questions


IDIN.L and XDEV.L have a correlation of 0.22, 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 0.65% for IDIN.L.

IDIN.L tracks iShares Global Infrastructure UCITS ETF, while XDEV.L tracks MSCI ACWI Value NR USD. They also come from different issuers: iShares and DWS. Their fees differ too: 0.65% for IDIN.L and 0.25% for XDEV.L.

Portfolio Optimizer

Find the right allocation for IDIN.L and XDEV.L

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