S6DW.DE vs. XDEV.DE
S6DW.DE (iShares MSCI World ESG Screened UCITS ETF USD (Dist)) and XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) are both Global Equities funds - S6DW.DE tracks the MSCI World ESG Screened while XDEV.DE tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past 5 years, S6DW.DE returned 13.09%/yr vs 17.35%/yr for XDEV.DE. Their correlation of 0.83 suggests significant overlap in exposure. S6DW.DE charges 0.20%/yr vs 0.25%/yr for XDEV.DE.
Performance
S6DW.DE vs. XDEV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, S6DW.DE achieves a 10.73% return, which is significantly lower than XDEV.DE's 35.07% return.
S6DW.DE
- 1D
- -0.04%
- 1M
- 3.95%
- YTD
- 10.73%
- 6M
- 10.58%
- 1Y
- 23.93%
- 3Y*
- 18.05%
- 5Y*
- 13.09%
- 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%
S6DW.DE vs. XDEV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
S6DW.DE iShares MSCI World ESG Screened UCITS ETF USD (Dist) | 10.73% | 7.69% | 27.33% | 22.28% | -15.33% | 32.91% | 6.70% | 31.31% | -6.30% |
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 35.07% | 24.76% | 11.62% | 15.67% | -4.96% | 30.90% | -12.53% | 22.09% | -7.02% |
Correlation
The correlation between S6DW.DE and XDEV.DE is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2018 | 0.83 |
The correlation between S6DW.DE and XDEV.DE has been stable across timeframes, ranging from 0.76 to 0.83 - a consistent structural relationship.
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Return for Risk
S6DW.DE vs. XDEV.DE — Risk / Return Rank
S6DW.DE
XDEV.DE
S6DW.DE vs. XDEV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ESG Screened UCITS ETF USD (Dist) (S6DW.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.
| S6DW.DE | XDEV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.51 | ||
| Sortino ratioReturn per unit of downside risk | -3.31 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.81 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | 3.09 | 10.38 | -7.28 |
| Martin ratioReturn relative to average drawdown | 12.18 | 39.12 | -26.95 |
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
| S6DW.DE | XDEV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | 4.52 | -2.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 1.23 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.71 | +0.15 |
Drawdowns
S6DW.DE vs. XDEV.DE - Drawdown Comparison
The maximum S6DW.DE drawdown since its inception was -33.13%, smaller than the maximum XDEV.DE drawdown of -35.28%. Use the drawdown chart below to compare losses from any high point for S6DW.DE and XDEV.DE.
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Drawdown Indicators
| S6DW.DE | XDEV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.13% | -35.28% | +2.15% |
Max Drawdown (1Y)Largest decline over 1 year | -7.74% | -6.05% | -1.69% |
Max Drawdown (3Y)Largest decline over 3 years | -22.30% | -18.02% | -4.28% |
Max Drawdown (5Y)Largest decline over 5 years | -22.30% | -18.02% | -4.28% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.28% | — |
Current DrawdownCurrent decline from peak | -0.44% | -1.07% | +0.63% |
Average DrawdownAverage peak-to-trough decline | -4.67% | -5.56% | +0.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 1.61% | +0.36% |
Volatility
S6DW.DE vs. XDEV.DE - Volatility Comparison
The current volatility for iShares MSCI World ESG Screened UCITS ETF USD (Dist) (S6DW.DE) is 2.85%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a volatility of 5.77%. This indicates that S6DW.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
| S6DW.DE | XDEV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.85% | 5.77% | -2.92% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 11.20% | -2.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.91% | 13.89% | -1.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.58% | 13.96% | +0.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.37% | 15.90% | +0.47% |
S6DW.DE vs. XDEV.DE - Expense Ratio Comparison
S6DW.DE has a 0.20% expense ratio, which is lower than XDEV.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
S6DW.DE vs. XDEV.DE - Dividend Comparison
S6DW.DE's dividend yield for the trailing twelve months is around 0.87%, while XDEV.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
S6DW.DE iShares MSCI World ESG Screened UCITS ETF USD (Dist) | 0.87% | 0.96% | 1.18% | 1.31% | 1.59% | 1.01% | 1.15% | 1.56% | 0.18% |
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% |
Frequently Asked Questions
S6DW.DE and XDEV.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, S6DW.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
S6DW.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for XDEV.DE.
S6DW.DE tracks MSCI World ESG Screened, while XDEV.DE tracks MSCI ACWI Value NR USD. They also come from different issuers: iShares and DWS. Their fees differ too: 0.20% for S6DW.DE and 0.25% for XDEV.DE.
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