PortfoliosLab logoPortfoliosLab logo
IGF vs. XDEV.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGF vs. XDEV.DE - Performance Comparison

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

Loading charts...

Different Trading Currencies

IGF is traded in USD, while XDEV.DE is traded in EUR. To make them comparable, the XDEV.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IGF achieves a 9.68% return, which is significantly lower than XDEV.DE's 32.62% return. Over the past 10 years, IGF has underperformed XDEV.DE with an annualized return of 8.67%, while XDEV.DE has yielded a comparatively higher 13.05% annualized return.


IGF

1D
0.67%
1M
0.31%
YTD
9.68%
6M
10.24%
1Y
16.24%
3Y*
16.28%
5Y*
10.22%
10Y*
8.67%

XDEV.DE

1D
2.79%
1M
5.69%
YTD
32.62%
6M
35.11%
1Y
62.31%
3Y*
28.44%
5Y*
16.16%
10Y*
13.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGF vs. XDEV.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGF
iShares Global Infrastructure ETF
9.68%21.31%14.81%6.14%-1.26%11.57%-6.50%25.82%-9.95%19.31%
XDEV.DE
Xtrackers MSCI World Value Factor UCITS ETF 1C
32.62%40.82%5.25%19.34%-10.06%20.34%-3.95%19.47%-14.62%23.06%

Correlation

The correlation between IGF and XDEV.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.47

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

0.54

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

0.51

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

0.52

The correlation between IGF and XDEV.DE shifts across timeframes, from 0.41 (1 year) to 0.54 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

IGF vs. XDEV.DE — Risk / Return Rank

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

IGF
IGF Risk / Return Rank: 5454
Overall Rank
IGF Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
IGF Sortino Ratio Rank: 5252
Sortino Ratio Rank
IGF Omega Ratio Rank: 4949
Omega Ratio Rank
IGF Calmar Ratio Rank: 6464
Calmar Ratio Rank
IGF Martin Ratio Rank: 5353
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.

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

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

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.


IGFXDEV.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.43

Sortino ratioReturn per unit of downside risk

-3.15

Omega ratioGain probability vs. loss probability

1.27

1.68

-0.41

Calmar ratioReturn relative to maximum drawdown

2.78

7.29

-4.51

Martin ratioReturn relative to average drawdown

8.03

26.00

-17.97

IGF vs. XDEV.DE - Sharpe Ratio Comparison

The current IGF Sharpe Ratio is 1.55, which is lower than the XDEV.DE Sharpe Ratio of 3.98. The chart below compares the historical Sharpe Ratios of IGF 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.


Loading charts...

Drawdowns

IGF vs. XDEV.DE - Drawdown Comparison

The maximum IGF drawdown since its inception was -58.33%, which is greater than XDEV.DE's maximum drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for IGF and XDEV.DE.


Loading charts...

Drawdown Indicators


IGFXDEV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-58.33%

-39.47%

-18.86%

Max Drawdown (1Y)

Largest decline over 1 year

-5.87%

-8.51%

+2.64%

Max Drawdown (3Y)

Largest decline over 3 years

-14.28%

-15.96%

+1.68%

Max Drawdown (5Y)

Largest decline over 5 years

-20.83%

-26.32%

+5.49%

Max Drawdown (10Y)

Largest decline over 10 years

-42.11%

-39.47%

-2.64%

Current Drawdown

Current decline from peak

-2.98%

-1.89%

-1.09%

Average Drawdown

Average peak-to-trough decline

-11.86%

-11.38%

-0.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

2.39%

-0.35%

Volatility

IGF vs. XDEV.DE - Volatility Comparison

The current volatility for iShares Global Infrastructure ETF (IGF) is 3.85%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a volatility of 6.44%. This indicates that IGF 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.


Loading charts...

Volatility by Period


IGFXDEV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.85%

6.44%

-2.59%

Volatility (6M)

Calculated over the trailing 6-month period

8.73%

12.82%

-4.09%

Volatility (1Y)

Calculated over the trailing 1-year period

10.58%

15.59%

-5.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.00%

16.03%

-2.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.83%

17.74%

-0.91%

IGF vs. XDEV.DE - Expense Ratio Comparison

IGF has a 0.39% expense ratio, which is higher than XDEV.DE's 0.25% expense ratio.


Dividends

IGF vs. XDEV.DE - Dividend Comparison

IGF's dividend yield for the trailing twelve months is around 2.94%, while XDEV.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IGF
iShares Global Infrastructure ETF
2.94%3.23%3.21%3.36%2.67%2.42%2.33%3.27%3.52%2.95%2.98%3.25%
XDEV.DE
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


IGF and XDEV.DE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDEV.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDEV.DE is cheaper with a 0.25% expense ratio, compared with 0.39% for IGF.

IGF is categorized as Industrials Equities, while XDEV.DE is Global Equities. IGF tracks S&P Global Infrastructure Index, while XDEV.DE tracks MSCI ACWI Value NR USD. They also come from different issuers: iShares and DWS. Their fees differ too: 0.39% for IGF and 0.25% for XDEV.DE.

Portfolio Optimizer

Find the right allocation for IGF and XDEV.DE

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