IEFV.L vs. XDAX.L
Compare and contrast key facts about iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L) and Xtrackers DAX UCITS ETF 1C (XDAX.L).
IEFV.L and XDAX.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IEFV.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe Value NR EUR. It was launched on Jan 16, 2015. XDAX.L is a passively managed fund by Xtrackers that tracks the performance of the FSE DAX TR EUR. It was launched on Jan 10, 2007. Both IEFV.L and XDAX.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.
Performance
IEFV.L vs. XDAX.L - Performance Comparison
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IEFV.L vs. XDAX.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IEFV.L iShares Edge MSCI Europe Value Factor UCITS ETF | 4.34% | 42.20% | 5.40% | 11.41% | 1.47% | 18.58% | -3.74% | 15.71% | -12.67% | 3.97% |
XDAX.L Xtrackers DAX UCITS ETF 1C | -5.31% | 28.81% | 13.14% | 17.20% | -7.58% | 7.86% | 9.38% | 16.48% | -17.14% | 3.27% |
Returns By Period
In the year-to-date period, IEFV.L achieves a 4.34% return, which is significantly higher than XDAX.L's -5.31% return.
IEFV.L
- 1D
- 2.37%
- 1M
- -3.46%
- YTD
- 4.34%
- 6M
- 14.76%
- 1Y
- 32.81%
- 3Y*
- 18.04%
- 5Y*
- 14.18%
- 10Y*
- 11.22%
XDAX.L
- 1D
- 2.56%
- 1M
- -5.69%
- YTD
- -5.31%
- 6M
- -3.57%
- 1Y
- 7.25%
- 3Y*
- 13.34%
- 5Y*
- 9.05%
- 10Y*
- —
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IEFV.L vs. XDAX.L - Expense Ratio Comparison
IEFV.L has a 0.25% expense ratio, which is higher than XDAX.L's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
IEFV.L vs. XDAX.L — Risk / Return Rank
IEFV.L
XDAX.L
IEFV.L vs. XDAX.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L) and Xtrackers DAX UCITS ETF 1C (XDAX.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.
| IEFV.L | XDAX.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.19 | 0.44 | +1.75 |
Sortino ratioReturn per unit of downside risk | 2.72 | 0.70 | +2.02 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.09 | +0.33 |
Calmar ratioReturn relative to maximum drawdown | 3.18 | 0.62 | +2.56 |
Martin ratioReturn relative to average drawdown | 11.49 | 2.27 | +9.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IEFV.L | XDAX.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.19 | 0.44 | +1.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.54 | +0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.36 | +0.19 |
Correlation
The correlation between IEFV.L and XDAX.L is 0.87, 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.
Dividends
IEFV.L vs. XDAX.L - Dividend Comparison
Neither IEFV.L nor XDAX.L has paid dividends to shareholders.
Drawdowns
IEFV.L vs. XDAX.L - Drawdown Comparison
The maximum IEFV.L drawdown since its inception was -34.64%, smaller than the maximum XDAX.L drawdown of -37.09%. Use the drawdown chart below to compare losses from any high point for IEFV.L and XDAX.L.
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Drawdown Indicators
| IEFV.L | XDAX.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.64% | -37.09% | +2.45% |
Max Drawdown (1Y)Largest decline over 1 year | -10.78% | -12.83% | +2.05% |
Max Drawdown (5Y)Largest decline over 5 years | -16.16% | -23.44% | +7.28% |
Max Drawdown (10Y)Largest decline over 10 years | -34.64% | — | — |
Current DrawdownCurrent decline from peak | -5.50% | -8.61% | +3.11% |
Average DrawdownAverage peak-to-trough decline | -6.01% | -6.74% | +0.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 3.47% | -0.55% |
Volatility
IEFV.L vs. XDAX.L - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L) is 6.10%, while Xtrackers DAX UCITS ETF 1C (XDAX.L) has a volatility of 6.80%. This indicates that IEFV.L experiences smaller price fluctuations and is considered to be less risky than XDAX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IEFV.L | XDAX.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.10% | 6.80% | -0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 10.02% | 11.31% | -1.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.91% | 16.53% | -1.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.00% | 16.84% | -1.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.68% | 18.78% | -2.10% |