WGES.DE vs. XDEV.DE
WGES.DE (Amundi MSCI World SRI Climate Paris Aligned UCITS ETF Dist) and XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) are both Global Equities funds - WGES.DE tracks the MSCI World SRI Filtered PAB Index while XDEV.DE tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past year, WGES.DE returned 22.30% vs 60.90% for XDEV.DE. A 0.78 correlation means they provide meaningful diversification when combined. WGES.DE charges 0.18%/yr vs 0.25%/yr for XDEV.DE.
Performance
WGES.DE vs. XDEV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WGES.DE achieves a 14.97% return, which is significantly lower than XDEV.DE's 34.37% return.
WGES.DE
- 1D
- 0.00%
- 1M
- -1.54%
- 6M
- 11.96%
- YTD
- 14.97%
- 1Y
- 22.30%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 12.01%
XDEV.DE
- 1D
- 1.75%
- 1M
- -1.99%
- 6M
- 30.69%
- YTD
- 34.37%
- 1Y
- 60.90%
- 3Y*
- 25.41%
- 5Y*
- 17.64%
- 10Y*
- 11.82%
- ALL TIME*
- 9.02%
WGES.DE vs. XDEV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
WGES.DE Amundi MSCI World SRI Climate Paris Aligned UCITS ETF Dist | 14.97% | 2.20% | 12.55% |
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 34.37% | 24.74% | 10.16% |
Correlation
The correlation between WGES.DE and XDEV.DE is 0.77, 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 | 0.77 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2024 | 0.78 |
The correlation between WGES.DE and XDEV.DE has been stable across timeframes, ranging from 0.77 to 0.78 - a consistent structural relationship.
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Return for Risk
WGES.DE vs. XDEV.DE — Risk / Return Rank
WGES.DE
XDEV.DE
WGES.DE vs. XDEV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World SRI Climate Paris Aligned UCITS ETF Dist (WGES.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.
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.
| WGES.DE | XDEV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.33 | ||
| Sortino ratioReturn per unit of downside risk | -2.99 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.69 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | 2.76 | 10.02 | -7.26 |
| Martin ratioReturn relative to average drawdown | 10.09 | 31.95 | -21.85 |
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Drawdowns
WGES.DE vs. XDEV.DE - Drawdown Comparison
The maximum WGES.DE drawdown since its inception was -22.15%, smaller than the maximum XDEV.DE drawdown of -35.27%. Use the drawdown chart below to compare losses from any high point for WGES.DE and XDEV.DE.
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Drawdown Indicators
| WGES.DE | XDEV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.15% | -35.27% | +13.12% |
Max Drawdown (1Y)Largest decline over 1 year | -8.04% | -6.05% | -1.99% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.02% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.02% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.27% | — |
Current DrawdownCurrent decline from peak | -3.40% | -3.20% | -0.20% |
Average DrawdownAverage peak-to-trough decline | -3.80% | -6.88% | +3.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 1.90% | +0.30% |
Volatility
WGES.DE vs. XDEV.DE - Volatility Comparison
The current volatility for Amundi MSCI World SRI Climate Paris Aligned UCITS ETF Dist (WGES.DE) is 4.50%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a volatility of 5.82%. This indicates that WGES.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
| WGES.DE | XDEV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.50% | 5.82% | -1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 10.37% | 12.99% | -2.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.44% | 15.23% | -1.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.04% | 14.15% | +0.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.04% | 16.70% | -1.66% |
WGES.DE vs. XDEV.DE - Expense Ratio Comparison
WGES.DE has a 0.18% expense ratio, which is lower than XDEV.DE'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%.
Dividends
WGES.DE vs. XDEV.DE - Dividend Comparison
WGES.DE's dividend yield for the trailing twelve months is around 1.17%, while XDEV.DE has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
WGES.DE Amundi MSCI World SRI Climate Paris Aligned UCITS ETF Dist | 1.17% | 1.17% |
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 0.00% | 0.00% |
Frequently Asked Questions
WGES.DE and XDEV.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WGES.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WGES.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for XDEV.DE.
WGES.DE tracks MSCI World SRI Filtered PAB Index, while XDEV.DE tracks MSCI ACWI Value NR USD. They also come from different issuers: Amundi and DWS. Their fees differ too: 0.18% for WGES.DE and 0.25% for XDEV.DE.
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