VALU.DE vs. XDEV.DE
VALU.DE (BNP Paribas Easy ESG Value Europe UCITS ETF) and XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) are both exchange-traded funds - VALU.DE is a Europe Equities fund tracking the BNP Paribas Value Europe ESG, while XDEV.DE is a Global Equities fund tracking the MSCI ACWI Value NR USD. Both are passively managed. Over the past 5 years, VALU.DE returned 7.64%/yr vs 17.56%/yr for XDEV.DE. A 0.79 correlation means they provide meaningful diversification when combined. VALU.DE charges 0.30%/yr vs 0.25%/yr for XDEV.DE.
Performance
VALU.DE vs. XDEV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VALU.DE achieves a 9.58% return, which is significantly lower than XDEV.DE's 36.28% return.
VALU.DE
- 1D
- -0.67%
- 1M
- 2.09%
- YTD
- 9.58%
- 6M
- 13.69%
- 1Y
- 17.82%
- 3Y*
- 16.24%
- 5Y*
- 7.64%
- 10Y*
- —
XDEV.DE
- 1D
- -0.18%
- 1M
- 16.24%
- YTD
- 36.28%
- 6M
- 40.37%
- 1Y
- 64.43%
- 3Y*
- 27.19%
- 5Y*
- 17.56%
- 10Y*
- 12.54%
VALU.DE vs. XDEV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VALU.DE BNP Paribas Easy ESG Value Europe UCITS ETF | 9.58% | 23.55% | 9.22% | 14.94% | -19.32% | 23.14% | -12.18% | 17.78% | -12.49% | 17.81% |
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 36.28% | 24.76% | 11.62% | 15.67% | -4.96% | 30.90% | -12.53% | 22.09% | -10.42% | 7.82% |
Correlation
The correlation between VALU.DE and XDEV.DE is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2016 | 0.79 |
The correlation between VALU.DE and XDEV.DE shifts across timeframes, from 0.68 (1 year) to 0.79 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VALU.DE vs. XDEV.DE — Risk / Return Rank
VALU.DE
XDEV.DE
VALU.DE vs. XDEV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy ESG Value Europe UCITS ETF (VALU.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.
| VALU.DE | XDEV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.08 | ||
| Sortino ratioReturn per unit of downside risk | -4.06 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.83 | -0.54 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | 10.60 | -8.30 |
| Martin ratioReturn relative to average drawdown | 7.93 | 39.99 | -32.06 |
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
| VALU.DE | XDEV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.55 | 4.63 | -3.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 1.24 | -0.72 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.71 | -0.23 |
Drawdowns
VALU.DE vs. XDEV.DE - Drawdown Comparison
The maximum VALU.DE drawdown since its inception was -41.04%, which is greater than XDEV.DE's maximum drawdown of -35.28%. Use the drawdown chart below to compare losses from any high point for VALU.DE and XDEV.DE.
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Drawdown Indicators
| VALU.DE | XDEV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.04% | -35.28% | -5.76% |
Max Drawdown (1Y)Largest decline over 1 year | -7.71% | -6.05% | -1.66% |
Max Drawdown (3Y)Largest decline over 3 years | -14.17% | -18.02% | +3.85% |
Max Drawdown (5Y)Largest decline over 5 years | -31.19% | -18.02% | -13.17% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.28% | — |
Current DrawdownCurrent decline from peak | -1.71% | -0.18% | -1.53% |
Average DrawdownAverage peak-to-trough decline | -7.89% | -5.56% | -2.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.24% | 1.61% | +0.63% |
Volatility
VALU.DE vs. XDEV.DE - Volatility Comparison
The current volatility for BNP Paribas Easy ESG Value Europe UCITS ETF (VALU.DE) is 4.21%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a volatility of 5.66%. This indicates that VALU.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
| VALU.DE | XDEV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 5.66% | -1.45% |
Volatility (6M)Calculated over the trailing 6-month period | 9.18% | 11.16% | -1.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.47% | 13.87% | -2.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.43% | 13.96% | +0.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.76% | 15.90% | -0.14% |
VALU.DE vs. XDEV.DE - Expense Ratio Comparison
VALU.DE has a 0.30% expense ratio, which is higher than XDEV.DE's 0.25% expense ratio.
Dividends
VALU.DE vs. XDEV.DE - Dividend Comparison
Neither VALU.DE nor XDEV.DE has paid dividends to shareholders.
Frequently Asked Questions
VALU.DE and XDEV.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEV.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEV.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for VALU.DE.
VALU.DE is categorized as Europe Equities, while XDEV.DE is Global Equities. VALU.DE tracks BNP Paribas Value Europe ESG, while XDEV.DE tracks MSCI ACWI Value NR USD. They also come from different issuers: BNP Paribas and DWS. Their fees differ too: 0.30% for VALU.DE and 0.25% for XDEV.DE.
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