XCTE.DE vs. XDEV.DE
XCTE.DE (Xtrackers Harvest MSCI China Tech 100 UCITS ETF 1C) and XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) are both exchange-traded funds - XCTE.DE is a Technology Equities fund tracking the MSCI World/Information Tech NR USD, while XDEV.DE is a Global Equities fund tracking the MSCI ACWI Value NR USD. Both are passively managed. Over the past 3 years, XCTE.DE returned 10.51%/yr vs 26.76%/yr for XDEV.DE. At a 0.34 correlation, their price movements are largely independent. XCTE.DE charges 0.44%/yr vs 0.25%/yr for XDEV.DE.
Performance
XCTE.DE vs. XDEV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XCTE.DE achieves a 5.61% return, which is significantly lower than XDEV.DE's 35.07% return.
XCTE.DE
- 1D
- -0.90%
- 1M
- 3.48%
- YTD
- 5.61%
- 6M
- 6.22%
- 1Y
- 25.79%
- 3Y*
- 10.51%
- 5Y*
- —
- 10Y*
- —
XDEV.DE
- 1D
- -0.89%
- 1M
- 12.68%
- YTD
- 35.07%
- 6M
- 38.48%
- 1Y
- 63.09%
- 3Y*
- 26.76%
- 5Y*
- 17.35%
- 10Y*
- 12.35%
XCTE.DE vs. XDEV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XCTE.DE Xtrackers Harvest MSCI China Tech 100 UCITS ETF 1C | 5.61% | 19.05% | 22.69% | -18.15% | -7.69% |
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 35.07% | 24.76% | 11.62% | 15.67% | -6.08% |
Correlation
The correlation between XCTE.DE and XDEV.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Apr 19, 2022 | 0.34 |
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Return for Risk
XCTE.DE vs. XDEV.DE — Risk / Return Rank
XCTE.DE
XDEV.DE
XCTE.DE vs. XDEV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Harvest MSCI China Tech 100 UCITS ETF 1C (XCTE.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.
| XCTE.DE | XDEV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.66 | ||
| Sortino ratioReturn per unit of downside risk | -4.68 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.81 | -0.60 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 10.38 | -9.28 |
| Martin ratioReturn relative to average drawdown | 1.90 | 39.12 | -37.22 |
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
| XCTE.DE | XDEV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 4.52 | -3.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.23 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.71 | -0.58 |
Drawdowns
XCTE.DE vs. XDEV.DE - Drawdown Comparison
The maximum XCTE.DE drawdown since its inception was -48.80%, 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 XCTE.DE and XDEV.DE.
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Drawdown Indicators
| XCTE.DE | XDEV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.80% | -35.28% | -13.52% |
Max Drawdown (1Y)Largest decline over 1 year | -23.30% | -6.05% | -17.25% |
Max Drawdown (3Y)Largest decline over 3 years | -31.31% | -18.02% | -13.29% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.02% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.28% | — |
Current DrawdownCurrent decline from peak | -12.95% | -1.07% | -11.88% |
Average DrawdownAverage peak-to-trough decline | -25.74% | -5.56% | -20.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.53% | 1.61% | +11.92% |
Volatility
XCTE.DE vs. XDEV.DE - Volatility Comparison
Xtrackers Harvest MSCI China Tech 100 UCITS ETF 1C (XCTE.DE) has a higher volatility of 7.28% compared to Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) at 5.77%. This indicates that XCTE.DE's price experiences larger fluctuations and is considered to be riskier 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
| XCTE.DE | XDEV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.28% | 5.77% | +1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 15.06% | 11.20% | +3.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.97% | 13.89% | +16.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.37% | 13.96% | +16.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.37% | 15.90% | +14.47% |
XCTE.DE vs. XDEV.DE - Expense Ratio Comparison
XCTE.DE has a 0.44% expense ratio, which is higher than XDEV.DE's 0.25% expense ratio.
Dividends
XCTE.DE vs. XDEV.DE - Dividend Comparison
Neither XCTE.DE nor XDEV.DE has paid dividends to shareholders.
Frequently Asked Questions
XCTE.DE and XDEV.DE have a correlation of 0.41, 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 0.44% for XCTE.DE.
XCTE.DE is categorized as Technology Equities, while XDEV.DE is Global Equities. XCTE.DE tracks MSCI World/Information Tech NR USD, while XDEV.DE tracks MSCI ACWI Value NR USD. Their fees differ too: 0.44% for XCTE.DE and 0.25% for XDEV.DE.
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