UC07.L vs. XDEV.L

Last updated Apr 2, 2026

Compare and contrast key facts about UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UC07.L) and Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L).

UC07.L and XDEV.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UC07.L is a passively managed fund by UBS that tracks the performance of the Russell 1000 Value TR USD. It was launched on Apr 11, 2012. XDEV.L is a passively managed fund by DWS that tracks the performance of the MSCI ACWI Value NR USD. It was launched on Sep 11, 2014. Both UC07.L and XDEV.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

UC07.L vs. XDEV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UC07.L) and Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L). The values are adjusted to include any dividend payments, if applicable.

UC07.L vs. XDEV.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
UC07.L UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis	1.71%	5.98%	15.41%	3.09%	4.71%	28.76%	-3.62%	20.51%	-3.14%	4.81%
XDEV.L Xtrackers MSCI World Value Factor UCITS ETF 1C	7.26%	30.51%	6.79%	13.25%	1.01%	21.67%	-6.88%	14.56%	-9.23%	11.91%

Returns By Period

In the year-to-date period, UC07.L achieves a 1.71% return, which is significantly lower than XDEV.L's 7.26% return. Over the past 10 years, UC07.L has underperformed XDEV.L with an annualized return of 10.41%, while XDEV.L has yielded a comparatively higher 11.06% annualized return.

UC07.L

• 1D: 0.91%
• 1M: -3.69%
• YTD: 1.71%
• 6M: 4.04%
• 1Y: 8.29%
• 3Y*: 10.21%
• 5Y*: 9.42%
• 10Y*: 10.41%

XDEV.L

• 1D: 3.27%
• 1M: -2.14%
• YTD: 7.26%
• 6M: 17.32%
• 1Y: 34.59%
• 3Y*: 18.10%
• 5Y*: 13.05%
• 10Y*: 11.06%

*Multi-year figures are annualized to reflect compound growth (CAGR)

UC07.L vs. XDEV.L - Expense Ratio Comparison

UC07.L has a 0.20% expense ratio, which is lower than XDEV.L'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%.

XDEV.L

Xtrackers MSCI World Value Factor UCITS ETF 1C

UC07.L

UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis

Return for Risk

UC07.L vs. XDEV.L — Risk / Return Rank

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

UC07.L

UC07.L Risk / Return Rank: 35
UC07.L Sharpe Ratio Rank: 32
UC07.L Sortino Ratio Rank: 29
UC07.L Omega Ratio Rank: 30
UC07.L Calmar Ratio Rank: 42
UC07.L Martin Ratio Rank: 42

XDEV.L

XDEV.L Risk / Return Rank: 95
XDEV.L Sharpe Ratio Rank: 94
XDEV.L Sortino Ratio Rank: 94
XDEV.L Omega Ratio Rank: 94
XDEV.L Calmar Ratio Rank: 96
XDEV.L Martin Ratio Rank: 96

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.

UC07.L vs. XDEV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UC07.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.

	UC07.L	XDEV.L	Difference
Sharpe ratio Return per unit of total volatility	0.65	2.33	-1.68
Sortino ratio Return per unit of downside risk	0.92	3.01	-2.09
Omega ratio Gain probability vs. loss probability	1.13	1.46	-0.33
Calmar ratio Return relative to maximum drawdown	1.22	4.77	-3.55
Martin ratio Return relative to average drawdown	4.39	17.90	-13.51
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UC07.L vs. XDEV.L - Sharpe Ratio Comparison

The current UC07.L Sharpe Ratio is 0.65, which is lower than the XDEV.L Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of UC07.L and XDEV.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	UC07.L	XDEV.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.65	2.33	-1.68
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.75	1.01	-0.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.70	0.74	-0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.71	0.73	-0.02

Correlation

The correlation between UC07.L and XDEV.L is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

UC07.L vs. XDEV.L - Dividend Comparison

UC07.L's dividend yield for the trailing twelve months is around 1.51%, while XDEV.L has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
UC07.L UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis	1.51%	2.05%	1.79%	2.04%	1.81%	1.59%	2.41%	2.08%	2.49%	2.01%	2.18%	2.25%
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%	0.00%	0.00%

Drawdowns

UC07.L vs. XDEV.L - Drawdown Comparison

The maximum UC07.L drawdown since its inception was -28.73%, roughly equal to the maximum XDEV.L drawdown of -28.20%. Use the drawdown chart below to compare losses from any high point for UC07.L and XDEV.L.

Drawdown Indicators

	UC07.L	XDEV.L	Difference
Max Drawdown Largest peak-to-trough decline	-28.73%	-28.20%	-0.53%
Max Drawdown (1Y) Largest decline over 1 year	-10.50%	-10.93%	+0.43%
Max Drawdown (5Y) Largest decline over 5 years	-16.76%	-14.00%	-2.76%
Max Drawdown (10Y) Largest decline over 10 years	-28.73%	-28.20%	-0.53%
Current Drawdown Current decline from peak	-3.69%	-3.47%	-0.22%
Average Drawdown Average peak-to-trough decline	-3.99%	-4.40%	+0.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.91%	1.97%	-0.06%

Volatility

UC07.L vs. XDEV.L - Volatility Comparison

The current volatility for UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UC07.L) is 3.49%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L) has a volatility of 6.21%. This indicates that UC07.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.

Volatility by Period

	UC07.L	XDEV.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.49%	6.21%	-2.72%
Volatility (6M) Calculated over the trailing 6-month period	6.71%	10.01%	-3.30%
Volatility (1Y) Calculated over the trailing 1-year period	12.75%	14.80%	-2.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.60%	12.92%	-0.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.88%	14.94%	-0.06%