IEFS.L vs. XDEQ.L
Compare and contrast key facts about iShares Edge MSCI Europe Size Factor UCITS ETF (IEFS.L) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L).
IEFS.L and XDEQ.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IEFS.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe SMID NR EUR. It was launched on Jan 16, 2015. XDEQ.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 11, 2014. Both IEFS.L and XDEQ.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IEFS.L or XDEQ.L.
Correlation
The correlation between IEFS.L and XDEQ.L is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
IEFS.L vs. XDEQ.L - Performance Comparison
Key characteristics
IEFS.L:
0.88
XDEQ.L:
1.56
IEFS.L:
1.29
XDEQ.L:
2.29
IEFS.L:
1.15
XDEQ.L:
1.29
IEFS.L:
1.15
XDEQ.L:
2.65
IEFS.L:
3.14
XDEQ.L:
9.11
IEFS.L:
3.02%
XDEQ.L:
1.87%
IEFS.L:
10.76%
XDEQ.L:
10.98%
IEFS.L:
-31.02%
XDEQ.L:
-23.79%
IEFS.L:
-1.51%
XDEQ.L:
-0.74%
Returns By Period
In the year-to-date period, IEFS.L achieves a 6.25% return, which is significantly higher than XDEQ.L's 3.57% return. Over the past 10 years, IEFS.L has underperformed XDEQ.L with an annualized return of 6.38%, while XDEQ.L has yielded a comparatively higher 12.79% annualized return.
IEFS.L
6.25%
2.07%
4.05%
9.57%
4.48%
6.38%
XDEQ.L
3.57%
0.27%
7.26%
17.09%
12.21%
12.79%
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IEFS.L vs. XDEQ.L - Expense Ratio Comparison
Both IEFS.L and XDEQ.L 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%.
Risk-Adjusted Performance
IEFS.L vs. XDEQ.L — Risk-Adjusted Performance Rank
IEFS.L
XDEQ.L
IEFS.L vs. XDEQ.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Size Factor UCITS ETF (IEFS.L) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.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.
Dividends
IEFS.L vs. XDEQ.L - Dividend Comparison
Neither IEFS.L nor XDEQ.L has paid dividends to shareholders.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEFS.L iShares Edge MSCI Europe Size Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XDEQ.L Xtrackers MSCI World Quality 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% | 0.51% |
Drawdowns
IEFS.L vs. XDEQ.L - Drawdown Comparison
The maximum IEFS.L drawdown since its inception was -31.02%, which is greater than XDEQ.L's maximum drawdown of -23.79%. Use the drawdown chart below to compare losses from any high point for IEFS.L and XDEQ.L. For additional features, visit the drawdowns tool.
Volatility
IEFS.L vs. XDEQ.L - Volatility Comparison
iShares Edge MSCI Europe Size Factor UCITS ETF (IEFS.L) has a higher volatility of 3.75% compared to Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L) at 2.72%. This indicates that IEFS.L's price experiences larger fluctuations and is considered to be riskier than XDEQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.