LVLC.DE vs. XDEV.DE
LVLC.DE (Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc) and XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) are both Global Equities funds - LVLC.DE tracks the Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon while XDEV.DE tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past 3 years, LVLC.DE returned 12.70%/yr vs 26.76%/yr for XDEV.DE. A 0.74 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.
Performance
LVLC.DE vs. XDEV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LVLC.DE achieves a 4.86% return, which is significantly lower than XDEV.DE's 35.07% return.
LVLC.DE
- 1D
- -0.11%
- 1M
- 2.82%
- YTD
- 4.86%
- 6M
- 5.74%
- 1Y
- 10.51%
- 3Y*
- 12.70%
- 5Y*
- —
- 10Y*
- —
XDEV.DE
- 1D
- -0.89%
- 1M
- 11.02%
- YTD
- 35.07%
- 6M
- 38.05%
- 1Y
- 63.16%
- 3Y*
- 26.76%
- 5Y*
- 17.35%
- 10Y*
- 12.35%
LVLC.DE vs. XDEV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
LVLC.DE Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc | 4.86% | 5.91% | 23.88% | 9.90% | -3.61% |
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 35.07% | 24.76% | 11.62% | 15.67% | -1.84% |
Correlation
The correlation between LVLC.DE and XDEV.DE is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Jul 22, 2022 | 0.74 |
The correlation between LVLC.DE and XDEV.DE has been stable across timeframes, ranging from 0.65 to 0.74 - a consistent structural relationship.
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Return for Risk
LVLC.DE vs. XDEV.DE — Risk / Return Rank
LVLC.DE
XDEV.DE
LVLC.DE vs. XDEV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc (LVLC.DE) 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.
| LVLC.DE | XDEV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.34 | ||
| Sortino ratioReturn per unit of downside risk | -4.42 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.81 | -0.59 |
| Calmar ratioReturn relative to maximum drawdown | 1.80 | 10.38 | -8.58 |
| Martin ratioReturn relative to average drawdown | 6.55 | 39.12 | -32.57 |
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
| LVLC.DE | XDEV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 4.52 | -3.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.23 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.71 | +0.25 |
Drawdowns
LVLC.DE vs. XDEV.DE - Drawdown Comparison
The maximum LVLC.DE drawdown since its inception was -16.03%, smaller than the maximum XDEV.DE drawdown of -35.28%. Use the drawdown chart below to compare losses from any high point for LVLC.DE and XDEV.DE.
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Drawdown Indicators
| LVLC.DE | XDEV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.03% | -35.28% | +19.25% |
Max Drawdown (1Y)Largest decline over 1 year | -5.67% | -6.05% | +0.38% |
Max Drawdown (3Y)Largest decline over 3 years | -16.03% | -18.02% | +1.99% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.02% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.28% | — |
Current DrawdownCurrent decline from peak | -0.43% | -1.07% | +0.64% |
Average DrawdownAverage peak-to-trough decline | -2.98% | -5.56% | +2.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 1.61% | -0.05% |
Volatility
LVLC.DE vs. XDEV.DE - Volatility Comparison
The current volatility for Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc (LVLC.DE) is 2.05%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a volatility of 5.77%. This indicates that LVLC.DE 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.
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Volatility by Period
| LVLC.DE | XDEV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.05% | 5.77% | -3.72% |
Volatility (6M)Calculated over the trailing 6-month period | 6.07% | 11.20% | -5.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.68% | 13.89% | -5.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.57% | 13.96% | -3.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.57% | 15.90% | -5.33% |
LVLC.DE vs. XDEV.DE - Expense Ratio Comparison
Both LVLC.DE and XDEV.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
LVLC.DE vs. XDEV.DE - Dividend Comparison
Neither LVLC.DE nor XDEV.DE has paid dividends to shareholders.
Frequently Asked Questions
LVLC.DE and XDEV.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
LVLC.DE and XDEV.DE have the same expense ratio: 0.25% per year.
LVLC.DE tracks Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon, while XDEV.DE tracks MSCI ACWI Value NR USD. They also come from different issuers: Invesco and DWS.
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