XDEV.L vs. VHVG.L
Compare and contrast key facts about Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L) and Vanguard FTSE Developed World UCITS ETF Acc (VHVG.L).
XDEV.L and VHVG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDEV.L is a passively managed fund by DWS Investment S.A. (ETF) that tracks the performance of the MSCI ACWI Value NR USD. It was launched on Sep 11, 2014. VHVG.L is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 24, 2019. Both XDEV.L and VHVG.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XDEV.L or VHVG.L.
Performance
XDEV.L vs. VHVG.L - Performance Comparison
Returns By Period
In the year-to-date period, XDEV.L achieves a 7.21% return, which is significantly lower than VHVG.L's 18.51% return.
XDEV.L
7.21%
0.11%
0.55%
13.24%
6.79%
8.27%
VHVG.L
18.51%
2.40%
7.90%
24.30%
12.29%
N/A
Key characteristics
| XDEV.L | VHVG.L | |
|---|---|---|
| Sharpe Ratio | 1.15 | 2.34 |
| Sortino Ratio | 1.54 | 3.27 |
| Omega Ratio | 1.21 | 1.44 |
| Calmar Ratio | 1.53 | 3.79 |
| Martin Ratio | 5.51 | 16.84 |
| Ulcer Index | 2.15% | 1.40% |
| Daily Std Dev | 10.37% | 10.04% |
| Max Drawdown | -28.20% | -25.41% |
| Current Drawdown | -0.31% | -0.80% |
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XDEV.L vs. VHVG.L - Expense Ratio Comparison
XDEV.L has a 0.25% expense ratio, which is higher than VHVG.L's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between XDEV.L and VHVG.L is 0.87, 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.
Risk-Adjusted Performance
XDEV.L vs. VHVG.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L) and Vanguard FTSE Developed World UCITS ETF Acc (VHVG.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.
Dividends
XDEV.L vs. VHVG.L - Dividend Comparison
Neither XDEV.L nor VHVG.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.74% |
VHVG.L Vanguard FTSE Developed World UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XDEV.L vs. VHVG.L - Drawdown Comparison
The maximum XDEV.L drawdown since its inception was -28.20%, which is greater than VHVG.L's maximum drawdown of -25.41%. Use the drawdown chart below to compare losses from any high point for XDEV.L and VHVG.L. For additional features, visit the drawdowns tool.
Volatility
XDEV.L vs. VHVG.L - Volatility Comparison
Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L) and Vanguard FTSE Developed World UCITS ETF Acc (VHVG.L) have volatilities of 3.29% and 3.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.