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

Performance

SPLG.L vs. XDEV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco S&P 500 Low Volatility UCITS ETF Accumulation (SPLG.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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Returns By Period

In the year-to-date period, SPLG.L achieves a 6.03% return, which is significantly lower than XDEV.L's 29.58% return.


SPLG.L

1D
-0.07%
1M
1.73%
6M
5.03%
YTD
6.03%
1Y
6.15%
3Y*
7.28%
5Y*
6.17%
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)

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


2026 (YTD)20252024202320222021
SPLG.L
Invesco S&P 500 Low Volatility UCITS ETF Accumulation
6.03%-2.34%15.31%-5.86%6.95%-18.01%
XDEV.L
Xtrackers MSCI World Value Factor UCITS ETF 1C
29.58%30.51%6.79%13.25%1.01%5.70%

Correlation

The correlation between SPLG.L and XDEV.L is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.01

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

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2021

0.35

The correlation between SPLG.L and XDEV.L shifts across timeframes, from -0.01 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SPLG.L
SPLG.L Risk / Return Rank: 2222
Overall Rank
SPLG.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
SPLG.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
SPLG.L Omega Ratio Rank: 2020
Omega Ratio Rank
SPLG.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
SPLG.L Martin Ratio Rank: 2222
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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Low Volatility UCITS ETF Accumulation (SPLG.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.


SPLG.LXDEV.LDifference
Sharpe ratioReturn per unit of total volatility

-3.06

Sortino ratioReturn per unit of downside risk

-3.92

Omega ratioGain probability vs. loss probability

1.12

1.68

-0.56

Calmar ratioReturn relative to maximum drawdown

0.89

8.06

-7.17

Martin ratioReturn relative to average drawdown

2.18

26.50

-24.32

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

The current SPLG.L Sharpe Ratio is 0.66, which is lower than the XDEV.L Sharpe Ratio of 3.72. The chart below compares the historical Sharpe Ratios of SPLG.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

SPLG.L vs. XDEV.L - Drawdown Comparison

The maximum SPLG.L drawdown since its inception was -27.94%, smaller than the maximum XDEV.L drawdown of -45.89%. Use the drawdown chart below to compare losses from any high point for SPLG.L and XDEV.L.


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Drawdown Indicators


SPLG.LXDEV.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.94%

-45.89%

+17.95%

Max Drawdown (1Y)

Largest decline over 1 year

-7.84%

-6.92%

-0.92%

Max Drawdown (3Y)

Largest decline over 3 years

-20.63%

-19.90%

-0.73%

Max Drawdown (5Y)

Largest decline over 5 years

-20.63%

-19.90%

-0.73%

Max Drawdown (10Y)

Largest decline over 10 years

-35.20%

Current Drawdown

Current decline from peak

-2.88%

-5.91%

+3.03%

Average Drawdown

Average peak-to-trough decline

-13.16%

-15.27%

+2.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

2.11%

+1.10%

Volatility

SPLG.L vs. XDEV.L - Volatility Comparison

The current volatility for Invesco S&P 500 Low Volatility UCITS ETF Accumulation (SPLG.L) is 3.50%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L) has a volatility of 6.07%. This indicates that SPLG.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


SPLG.LXDEV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.50%

6.07%

-2.57%

Volatility (6M)

Calculated over the trailing 6-month period

8.36%

13.08%

-4.72%

Volatility (1Y)

Calculated over the trailing 1-year period

10.70%

15.01%

-4.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.70%

19.12%

-0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.49%

21.02%

+1.47%

Dividends

SPLG.L vs. XDEV.L - Dividend Comparison

Neither SPLG.L nor XDEV.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPLG.L and XDEV.L have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPLG.L tracks Invesco S&P 500 Low Volatility UCITS ETF Accumulation, while XDEV.L tracks MSCI ACWI Value NR USD. They also come from different issuers: Invesco and DWS.

Portfolio Optimizer

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