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

Performance

TDIV.L vs. XDEV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF USD (Dist) (TDIV.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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Different Trading Currencies

TDIV.L is traded in USD, while XDEV.L is traded in GBp. To make them comparable, the XDEV.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, TDIV.L achieves a 11.84% return, which is significantly lower than XDEV.L's 28.27% return. Over the past 10 years, TDIV.L has outperformed XDEV.L with an annualized return of 13.83%, while XDEV.L has yielded a comparatively lower 12.07% annualized return.


TDIV.L

1D
0.32%
1M
2.15%
6M
10.53%
YTD
11.84%
1Y
29.81%
3Y*
22.34%
5Y*
17.81%
10Y*
13.83%

XDEV.L

1D
-0.53%
1M
-3.70%
6M
24.16%
YTD
28.27%
1Y
55.09%
3Y*
25.89%
5Y*
16.38%
10Y*
12.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
TDIV.L
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF USD (Dist)
11.84%40.41%8.93%15.44%9.29%18.14%-2.30%37.03%-6.76%3.94%
XDEV.L
Xtrackers MSCI World Value Factor UCITS ETF 1C
28.27%40.36%5.01%19.23%-9.79%20.57%-4.03%19.16%-14.37%22.56%

Correlation

The correlation between TDIV.L and XDEV.L is 0.51, 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

0.51

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

0.69

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

0.77

Correlation (10Y)
Calculated over the trailing 10-year period

0.76

Correlation (All Time)
Calculated using the full available price history since May 23, 2016

0.76

Over the past year, the correlation between TDIV.L and XDEV.L has dropped to 0.51 - well below their long-term average of 0.76, suggesting their price drivers have been diverging.

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Return for Risk

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

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

TDIV.L
TDIV.L Risk / Return Rank: 9393
Overall Rank
TDIV.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
TDIV.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
TDIV.L Omega Ratio Rank: 9292
Omega Ratio Rank
TDIV.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
TDIV.L Martin Ratio Rank: 9191
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.

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

This table presents a comparison of risk-adjusted performance metrics for VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF USD (Dist) (TDIV.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.


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

-0.73

Sortino ratioReturn per unit of downside risk

-1.01

Omega ratioGain probability vs. loss probability

1.48

1.59

-0.11

Calmar ratioReturn relative to maximum drawdown

5.64

6.28

-0.64

Martin ratioReturn relative to average drawdown

15.83

22.33

-6.50

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

The current TDIV.L Sharpe Ratio is 2.65, which is comparable to the XDEV.L Sharpe Ratio of 3.37. The chart below compares the historical Sharpe Ratios of TDIV.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

TDIV.L vs. XDEV.L - Drawdown Comparison

The maximum TDIV.L drawdown since its inception was -37.94%, smaller than the maximum XDEV.L drawdown of -50.32%. Use the drawdown chart below to compare losses from any high point for TDIV.L and XDEV.L.


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Drawdown Indicators


TDIV.LXDEV.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.94%

-50.32%

+12.38%

Max Drawdown (1Y)

Largest decline over 1 year

-5.27%

-8.73%

+3.46%

Max Drawdown (3Y)

Largest decline over 3 years

-13.89%

-18.80%

+4.91%

Max Drawdown (5Y)

Largest decline over 5 years

-18.52%

-26.72%

+8.20%

Max Drawdown (10Y)

Largest decline over 10 years

-37.94%

-41.02%

+3.08%

Current Drawdown

Current decline from peak

0.00%

-5.40%

+5.40%

Average Drawdown

Average peak-to-trough decline

-3.99%

-21.77%

+17.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

2.46%

-0.58%

Volatility

TDIV.L vs. XDEV.L - Volatility Comparison

The current volatility for VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF USD (Dist) (TDIV.L) is 2.90%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L) has a volatility of 5.93%. This indicates that TDIV.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


TDIV.LXDEV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.90%

5.93%

-3.03%

Volatility (6M)

Calculated over the trailing 6-month period

8.56%

14.00%

-5.44%

Volatility (1Y)

Calculated over the trailing 1-year period

11.22%

16.26%

-5.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.56%

20.88%

-6.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.20%

22.09%

-5.89%

TDIV.L vs. XDEV.L - Expense Ratio Comparison

TDIV.L has a 0.38% expense ratio, which is higher than XDEV.L's 0.25% expense ratio.


Dividends

TDIV.L vs. XDEV.L - Dividend Comparison

TDIV.L's dividend yield for the trailing twelve months is around 3.10%, while XDEV.L has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
TDIV.L
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF USD (Dist)
3.10%3.49%4.36%4.82%4.49%4.14%3.88%4.37%5.77%4.50%
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%

Frequently Asked Questions


TDIV.L and XDEV.L have a correlation of 0.51, 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 0.38% for TDIV.L.

TDIV.L tracks Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index, while XDEV.L tracks MSCI ACWI Value NR USD. They also come from different issuers: VanEck and DWS. Their fees differ too: 0.38% for TDIV.L and 0.25% for XDEV.L.

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