IWVG.L vs. XDEV.L
Compare and contrast key facts about iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVG.L) and Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L).
IWVG.L and XDEV.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IWVG.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI Value NR USD. It was launched on Feb 23, 2018. XDEV.L is a passively managed fund by DWS Investment S.A. (ETF) that tracks the performance of the MSCI ACWI Value NR USD. It was launched on Sep 11, 2014. Both IWVG.L and XDEV.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: IWVG.L or XDEV.L.
Performance
IWVG.L vs. XDEV.L - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with IWVG.L having a 7.78% return and XDEV.L slightly lower at 7.71%.
IWVG.L
7.78%
0.92%
0.68%
12.21%
6.99%
N/A
XDEV.L
7.71%
0.81%
0.61%
12.35%
7.08%
8.29%
Key characteristics
| IWVG.L | XDEV.L | |
|---|---|---|
| Sharpe Ratio | 1.24 | 1.21 |
| Sortino Ratio | 1.65 | 1.62 |
| Omega Ratio | 1.24 | 1.23 |
| Calmar Ratio | 1.63 | 1.62 |
| Martin Ratio | 5.71 | 5.84 |
| Ulcer Index | 2.18% | 2.14% |
| Daily Std Dev | 10.01% | 10.29% |
| Max Drawdown | -28.07% | -28.20% |
| Current Drawdown | 0.00% | 0.00% |
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IWVG.L vs. XDEV.L - Expense Ratio Comparison
IWVG.L has a 0.30% expense ratio, which is higher than XDEV.L's 0.25% expense ratio.
Correlation
The correlation between IWVG.L and XDEV.L is 0.99, 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.
Risk-Adjusted Performance
IWVG.L vs. XDEV.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVG.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.
Dividends
IWVG.L vs. XDEV.L - Dividend Comparison
IWVG.L's dividend yield for the trailing twelve months is around 2.96%, while XDEV.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
IWVG.L iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) | 2.96% | 3.23% | 3.12% | 2.61% | 2.37% | 2.90% | 2.48% | 0.00% | 0.00% | 0.00% | 0.00% |
XDEV.L 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% | 0.74% |
Drawdowns
IWVG.L vs. XDEV.L - Drawdown Comparison
The maximum IWVG.L drawdown since its inception was -28.07%, roughly equal to the maximum XDEV.L drawdown of -28.20%. Use the drawdown chart below to compare losses from any high point for IWVG.L and XDEV.L. For additional features, visit the drawdowns tool.
Volatility
IWVG.L vs. XDEV.L - Volatility Comparison
iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVG.L) and Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L) have volatilities of 3.36% and 3.46%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.