PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
IFSW.L vs. XDEV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IFSW.L vs. XDEV.L

Last updated Jun 5, 2026

IFSW.L (iShares Edge MSCI World Multifactor UCITS) and XDEV.L (Xtrackers MSCI World Value Factor UCITS ETF 1C) are both Global Equities funds - IFSW.L tracks the MSCI ACWI NR USD while XDEV.L tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past 10 years, IFSW.L returned 11.66%/yr vs 12.62%/yr for XDEV.L. Their correlation of 0.83 suggests significant overlap in exposure. IFSW.L charges 0.55%/yr vs 0.25%/yr for XDEV.L.

Performance

IFSW.L vs. XDEV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Edge MSCI World Multifactor UCITS (IFSW.L) and Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

IFSW.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, IFSW.L achieves a 11.85% return, which is significantly lower than XDEV.L's 34.16% return. Over the past 10 years, IFSW.L has underperformed XDEV.L with an annualized return of 11.66%, while XDEV.L has yielded a comparatively higher 12.62% annualized return.

IFSW.L

1D
-0.50%
1M
4.97%
YTD
11.85%
6M
13.13%
1Y
29.64%
3Y*
21.77%
5Y*
10.89%
10Y*
11.66%

XDEV.L

1D
-0.86%
1M
12.15%
YTD
34.16%
6M
38.41%
1Y
66.17%
3Y*
30.19%
5Y*
16.29%
10Y*
12.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
IFSW.L
iShares Edge MSCI World Multifactor UCITS		11.85%25.73%17.05%15.35%-15.39%20.36%10.69%21.44%-12.34%26.45%
XDEV.L
Xtrackers MSCI World Value Factor UCITS ETF 1C		34.16%40.36%5.01%19.23%-9.79%20.57%-4.03%19.16%-14.37%22.56%

Correlation

The correlation between IFSW.L and XDEV.L is 0.79, 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

0.79

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

0.77

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

0.81

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

0.82

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2015

0.83

The correlation between IFSW.L and XDEV.L has been stable across timeframes, ranging from 0.77 to 0.83 - a consistent structural relationship.

IFSW.L vs. XDEV.L - Sectors Allocation Comparison

Sectors
IFSW.L
XDEV.L

Technology

31.9%
33.9%

Financial Services

19.3%
14.8%

Consumer Cyclical

10.7%
7.9%

Communication Services

8.0%
7.5%

Healthcare

7.7%
8.8%

Industrials

7.3%
11.4%

Consumer Defensive

5.7%
4.5%

Energy

3.9%
3.8%

Basic Materials

2.2%
3.0%

Utilities

2.1%
2.6%

Real Estate

0.9%
1.8%

Technology

IFSW.L
31.9%
XDEV.L
33.9%

Financial Services

IFSW.L
19.3%
XDEV.L
14.8%

Consumer Cyclical

IFSW.L
10.7%
XDEV.L
7.9%

Communication Services

IFSW.L
8.0%
XDEV.L
7.5%

Healthcare

IFSW.L
7.7%
XDEV.L
8.8%

Industrials

IFSW.L
7.3%
XDEV.L
11.4%

Consumer Defensive

IFSW.L
5.7%
XDEV.L
4.5%

Energy

IFSW.L
3.9%
XDEV.L
3.8%

Basic Materials

IFSW.L
2.2%
XDEV.L
3.0%

Utilities

IFSW.L
2.1%
XDEV.L
2.6%

Real Estate

IFSW.L
0.9%
XDEV.L
1.8%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Edge MSCI World Multifactor UCITS

Xtrackers MSCI World Value Factor UCITS ETF 1C

Often compared with IFSW.L:
IFSW.L vs. JPGL.DEIFSW.L vs. GERD.DEIFSW.L vs. HWWD.LIFSW.L vs. JPGL.LIFSW.L vs. VOOIFSW.L vs. IWDA.LIFSW.L vs. QWLD
Often compared with XDEV.L:
XDEV.L vs. XDEM.LXDEV.L vs. VWCE.DEXDEV.L vs. XDEQ.LXDEV.L vs. JPGL.LXDEV.L vs. IWVG.LXDEV.L vs. NASL.LXDEV.L vs. FRXT.L

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IFSW.L
IFSW.L Risk / Return Rank: 7777
Overall Rank
IFSW.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IFSW.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
IFSW.L Omega Ratio Rank: 7575
Omega Ratio Rank
IFSW.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
IFSW.L Martin Ratio Rank: 8080
Martin Ratio Rank
XDEV.L
XDEV.L Risk / Return Rank: 9797
Overall Rank
XDEV.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
XDEV.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
XDEV.L Omega Ratio Rank: 9797
Omega Ratio Rank
XDEV.L Calmar Ratio Rank: 9696
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Multifactor UCITS (IFSW.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.

IFSW.LXDEV.LDifference
Sharpe ratioReturn per unit of total volatility
2.40
4.46

-2.05

Sortino ratioReturn per unit of downside risk
3.63
6.08

-2.46

Omega ratioGain probability vs. loss probability

1.44

1.81

-0.37

Calmar ratioReturn relative to maximum drawdown

3.69

7.54

-3.85

Martin ratioReturn relative to average drawdown

15.61

29.47

-13.86

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current IFSW.L Sharpe Ratio is 2.40, which is lower than the XDEV.L Sharpe Ratio of 4.46. The chart below compares the historical Sharpe Ratios of IFSW.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.

Loading charts...

Sharpe Ratios by Period

IFSW.LXDEV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

4.46

-2.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

1.04

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.75

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.68

+0.01

Drawdowns

IFSW.L vs. XDEV.L - Drawdown Comparison

The maximum IFSW.L drawdown since its inception was -34.49%, smaller than the maximum XDEV.L drawdown of -38.95%. Use the drawdown chart below to compare losses from any high point for IFSW.L and XDEV.L.

Loading charts...

Drawdown Indicators

IFSW.LXDEV.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.49%

-38.95%

+4.46%

Max Drawdown (1Y)

Largest decline over 1 year

-7.99%

-8.73%

+0.74%

Max Drawdown (3Y)

Largest decline over 3 years

-15.98%

-14.69%

-1.29%

Max Drawdown (5Y)

Largest decline over 5 years

-24.41%

-26.72%

+2.31%

Max Drawdown (10Y)

Largest decline over 10 years

-34.49%

-38.95%

+4.46%

Current Drawdown

Current decline from peak

-1.00%

-0.86%

-0.14%

Average Drawdown

Average peak-to-trough decline

-5.12%

-7.12%

+2.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.89%

2.24%

-0.35%

Volatility

IFSW.L vs. XDEV.L - Volatility Comparison

The current volatility for iShares Edge MSCI World Multifactor UCITS (IFSW.L) is 3.52%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L) has a volatility of 5.95%. This indicates that IFSW.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.

Loading charts...

Volatility by Period

IFSW.LXDEV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.52%

5.95%

-2.43%

Volatility (6M)

Calculated over the trailing 6-month period

9.54%

11.90%

-2.36%

Volatility (1Y)

Calculated over the trailing 1-year period

12.29%

14.78%

-2.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.76%

15.73%

+0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.19%

16.72%

-0.53%

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

IFSW.L has a 0.55% expense ratio, which is higher than XDEV.L's 0.25% expense ratio.

Dividends

IFSW.L vs. XDEV.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

IFSW.L and XDEV.L have a correlation of 0.79, 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 0.55% for IFSW.L.

IFSW.L tracks MSCI ACWI NR USD, while XDEV.L tracks MSCI ACWI Value NR USD. They also come from different issuers: iShares and DWS. Their fees differ too: 0.55% for IFSW.L and 0.25% for XDEV.L.

Portfolio Optimizer

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

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer