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

IMGP.L vs. XDEV.L

Last updated Jul 16, 2026
Documentation

IMGP.L (iShares US Mortgage Backed Securities UCITS ETF GBP Hedged (Dist)) and XDEV.L (Xtrackers MSCI World Value Factor UCITS ETF 1C) are both Global Equities funds - IMGP.L tracks the iShares US Mortgage Backed Securities UCITS ETF GBP Hedged (Dist) while XDEV.L tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past 3 years, IMGP.L returned 3.56%/yr vs 25.49%/yr for XDEV.L. At a 0.06 correlation, their price movements are largely independent.

Performance

IMGP.L vs. XDEV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares US Mortgage Backed Securities UCITS ETF GBP Hedged (Dist) (IMGP.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

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

Returns By Period

In the year-to-date period, IMGP.L achieves a 0.24% return, which is significantly lower than XDEV.L's 29.58% return.

IMGP.L

1D
0.20%
1M
-0.35%
6M
-0.35%
YTD
0.24%
1Y
5.40%
3Y*
3.56%
5Y*
—
10Y*
—

XDEV.L

1D
-2.22%
1M
-4.46%
6M
25.56%
YTD
29.58%
1Y
56.03%
3Y*
25.49%
5Y*
17.13%
10Y*
11.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)2025202420232022
IMGP.L
iShares US Mortgage Backed Securities UCITS ETF GBP Hedged (Dist)		0.24%8.06%0.85%2.81%2.83%
XDEV.L
Xtrackers MSCI World Value Factor UCITS ETF 1C		29.58%30.51%6.79%13.25%3.44%

Correlation

The correlation between IMGP.L and XDEV.L is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.12

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

0.12

Correlation (All Time)
Calculated using the full available price history since Oct 7, 2022

0.06

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iShares US Mortgage Backed Securities UCITS ETF GBP Hedged (Dist)

Xtrackers MSCI World Value Factor UCITS ETF 1C

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

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IMGP.L
IMGP.L Risk / Return Rank: 4343
Overall Rank
IMGP.L Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
IMGP.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
IMGP.L Omega Ratio Rank: 4646
Omega Ratio Rank
IMGP.L Calmar Ratio Rank: 4141
Calmar Ratio Rank
IMGP.L Martin Ratio Rank: 4141
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares US Mortgage Backed Securities UCITS ETF GBP Hedged (Dist) (IMGP.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.

IMGP.LXDEV.LDifference
Sharpe ratioReturn per unit of total volatility
1.29
3.72

-2.43

Sortino ratioReturn per unit of downside risk
1.88
4.95

-3.07

Omega ratioGain probability vs. loss probability

1.25

1.68

-0.43

Calmar ratioReturn relative to maximum drawdown

1.74

8.06

-6.32

Martin ratioReturn relative to average drawdown

5.37

26.50

-21.14

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

The current IMGP.L Sharpe Ratio is 1.29, which is lower than the XDEV.L Sharpe Ratio of 3.72. The chart below compares the historical Sharpe Ratios of IMGP.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

IMGP.L vs. XDEV.L - Drawdown Comparison

The maximum IMGP.L drawdown since its inception was -9.76%, smaller than the maximum XDEV.L drawdown of -45.89%. Use the drawdown chart below to compare losses from any high point for IMGP.L and XDEV.L.

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Drawdown Indicators

IMGP.LXDEV.LDifference

Max Drawdown

Largest peak-to-trough decline

-9.76%

-45.89%

+36.13%

Max Drawdown (1Y)

Largest decline over 1 year

-3.09%

-6.92%

+3.83%

Max Drawdown (3Y)

Largest decline over 3 years

-7.57%

-19.90%

+12.33%

Max Drawdown (5Y)

Largest decline over 5 years

—

-19.90%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-35.20%

—

Current Drawdown

Current decline from peak

-1.50%

-5.91%

+4.41%

Average Drawdown

Average peak-to-trough decline

-2.14%

-15.27%

+13.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

2.11%

-1.11%

Volatility

IMGP.L vs. XDEV.L - Volatility Comparison

The current volatility for iShares US Mortgage Backed Securities UCITS ETF GBP Hedged (Dist) (IMGP.L) is 1.41%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L) has a volatility of 6.07%. This indicates that IMGP.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

IMGP.LXDEV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.41%

6.07%

-4.66%

Volatility (6M)

Calculated over the trailing 6-month period

3.28%

13.08%

-9.80%

Volatility (1Y)

Calculated over the trailing 1-year period

4.19%

15.01%

-10.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.91%

19.12%

-12.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.91%

21.02%

-14.11%

Dividends

IMGP.L vs. XDEV.L - Dividend Comparison

IMGP.L's dividend yield for the trailing twelve months is around 3.71%, while XDEV.L has not paid dividends to shareholders.

PositionTTM2025202420232022
IMGP.L
iShares US Mortgage Backed Securities UCITS ETF GBP Hedged (Dist)		3.71%3.50%3.55%3.15%0.38%
XDEV.L
Xtrackers MSCI World Value Factor UCITS ETF 1C		0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

IMGP.L and XDEV.L have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IMGP.L tracks iShares US Mortgage Backed Securities UCITS ETF GBP Hedged (Dist), while XDEV.L tracks MSCI ACWI Value NR USD. They also come from different issuers: iShares and DWS.

Portfolio Optimizer

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