LVNG.L vs. XDEV.L
LVNG.L (Rize Environmental Impact 100 UCITS ETF) and XDEV.L (Xtrackers MSCI World Value Factor UCITS ETF 1C) are both Global Equities funds - LVNG.L tracks the Rize Environmental Impact 100 UCITS ETF while XDEV.L tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past 3 years, LVNG.L returned 7.40%/yr vs 25.49%/yr for XDEV.L. A 0.74 correlation means they provide meaningful diversification when combined. LVNG.L charges 0.55%/yr vs 0.25%/yr for XDEV.L.
Performance
LVNG.L vs. XDEV.L - Performance Comparison
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Returns By Period
In the year-to-date period, LVNG.L achieves a 10.06% return, which is significantly lower than XDEV.L's 29.58% return.
LVNG.L
- 1D
- -0.28%
- 1M
- -4.14%
- 6M
- 5.40%
- YTD
- 10.06%
- 1Y
- 16.17%
- 3Y*
- 7.40%
- 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%
LVNG.L vs. XDEV.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
LVNG.L Rize Environmental Impact 100 UCITS ETF | 10.06% | 16.84% | -2.32% | 8.72% | -11.14% | 6.07% |
XDEV.L Xtrackers MSCI World Value Factor UCITS ETF 1C | 29.58% | 30.51% | 6.79% | 13.25% | 1.01% | 6.80% |
Correlation
The correlation between LVNG.L and XDEV.L is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Jul 23, 2021 | 0.74 |
The correlation between LVNG.L and XDEV.L has been stable across timeframes, ranging from 0.74 to 0.76 - a consistent structural relationship.
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Return for Risk
LVNG.L vs. XDEV.L — Risk / Return Rank
LVNG.L
XDEV.L
LVNG.L vs. XDEV.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rize Environmental Impact 100 UCITS ETF (LVNG.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.
| LVNG.L | XDEV.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.51 | ||
| Sortino ratioReturn per unit of downside risk | -3.22 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.68 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | 2.04 | 8.06 | -6.02 |
| Martin ratioReturn relative to average drawdown | 5.63 | 26.50 | -20.87 |
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Drawdowns
LVNG.L vs. XDEV.L - Drawdown Comparison
The maximum LVNG.L drawdown since its inception was -22.73%, smaller than the maximum XDEV.L drawdown of -45.89%. Use the drawdown chart below to compare losses from any high point for LVNG.L and XDEV.L.
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Drawdown Indicators
| LVNG.L | XDEV.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.73% | -45.89% | +23.16% |
Max Drawdown (1Y)Largest decline over 1 year | -8.73% | -6.92% | -1.81% |
Max Drawdown (3Y)Largest decline over 3 years | -17.05% | -19.90% | +2.85% |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.90% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.20% | — |
Current DrawdownCurrent decline from peak | -6.63% | -5.91% | -0.72% |
Average DrawdownAverage peak-to-trough decline | -8.91% | -15.27% | +6.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 2.11% | +1.06% |
Volatility
LVNG.L vs. XDEV.L - Volatility Comparison
The current volatility for Rize Environmental Impact 100 UCITS ETF (LVNG.L) is 4.50%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L) has a volatility of 6.07%. This indicates that LVNG.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
| LVNG.L | XDEV.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.50% | 6.07% | -1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 11.77% | 13.08% | -1.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.91% | 15.01% | -0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.25% | 19.12% | -2.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.25% | 21.02% | -4.77% |
LVNG.L vs. XDEV.L - Expense Ratio Comparison
LVNG.L has a 0.55% expense ratio, which is higher than XDEV.L's 0.25% expense ratio.
Dividends
LVNG.L vs. XDEV.L - Dividend Comparison
Neither LVNG.L nor XDEV.L has paid dividends to shareholders.
Frequently Asked Questions
LVNG.L and XDEV.L have a correlation of 0.76, 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 LVNG.L.
LVNG.L tracks Rize Environmental Impact 100 UCITS ETF, while XDEV.L tracks MSCI ACWI Value NR USD. They also come from different issuers: Rize ETF and DWS. Their fees differ too: 0.55% for LVNG.L and 0.25% for XDEV.L.
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