XDAX.L vs. IEFV.L
Compare and contrast key facts about Xtrackers DAX UCITS ETF 1C (XDAX.L) and iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L).
XDAX.L and IEFV.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDAX.L is a passively managed fund by Xtrackers that tracks the performance of the FSE DAX TR EUR. It was launched on Jan 10, 2007. IEFV.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe Value NR EUR. It was launched on Jan 16, 2015. Both XDAX.L and IEFV.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
XDAX.L vs. IEFV.L - Performance Comparison
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XDAX.L vs. IEFV.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDAX.L Xtrackers DAX UCITS ETF 1C | -5.31% | 28.81% | 13.14% | 17.20% | -7.58% | 7.86% | 9.38% | 16.48% | -17.14% | 3.27% |
IEFV.L iShares Edge MSCI Europe Value Factor UCITS ETF | 4.34% | 42.20% | 5.40% | 11.41% | 1.47% | 18.58% | -3.74% | 15.71% | -12.67% | 3.97% |
Returns By Period
In the year-to-date period, XDAX.L achieves a -5.31% return, which is significantly lower than IEFV.L's 4.34% return.
XDAX.L
- 1D
- 2.56%
- 1M
- -5.69%
- YTD
- -5.31%
- 6M
- -3.57%
- 1Y
- 7.25%
- 3Y*
- 13.34%
- 5Y*
- 9.05%
- 10Y*
- —
IEFV.L
- 1D
- 2.37%
- 1M
- -3.46%
- YTD
- 4.34%
- 6M
- 14.76%
- 1Y
- 32.81%
- 3Y*
- 18.04%
- 5Y*
- 14.18%
- 10Y*
- 11.22%
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XDAX.L vs. IEFV.L - Expense Ratio Comparison
XDAX.L has a 0.09% expense ratio, which is lower than IEFV.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%.
Return for Risk
XDAX.L vs. IEFV.L — Risk / Return Rank
XDAX.L
IEFV.L
XDAX.L vs. IEFV.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers DAX UCITS ETF 1C (XDAX.L) and iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.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.
| XDAX.L | IEFV.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.44 | 2.19 | -1.75 |
Sortino ratioReturn per unit of downside risk | 0.70 | 2.72 | -2.02 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.42 | -0.33 |
Calmar ratioReturn relative to maximum drawdown | 0.62 | 3.18 | -2.56 |
Martin ratioReturn relative to average drawdown | 2.27 | 11.49 | -9.22 |
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
| XDAX.L | IEFV.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | 2.19 | -1.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.94 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.67 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.56 | -0.19 |
Correlation
The correlation between XDAX.L and IEFV.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.
Dividends
XDAX.L vs. IEFV.L - Dividend Comparison
Neither XDAX.L nor IEFV.L has paid dividends to shareholders.
Drawdowns
XDAX.L vs. IEFV.L - Drawdown Comparison
The maximum XDAX.L drawdown since its inception was -37.09%, which is greater than IEFV.L's maximum drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for XDAX.L and IEFV.L.
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Drawdown Indicators
| XDAX.L | IEFV.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.09% | -34.64% | -2.45% |
Max Drawdown (1Y)Largest decline over 1 year | -12.83% | -10.78% | -2.05% |
Max Drawdown (5Y)Largest decline over 5 years | -23.44% | -16.16% | -7.28% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.64% | — |
Current DrawdownCurrent decline from peak | -8.61% | -5.50% | -3.11% |
Average DrawdownAverage peak-to-trough decline | -6.74% | -6.01% | -0.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 2.92% | +0.55% |
Volatility
XDAX.L vs. IEFV.L - Volatility Comparison
Xtrackers DAX UCITS ETF 1C (XDAX.L) has a higher volatility of 6.80% compared to iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L) at 6.10%. This indicates that XDAX.L's price experiences larger fluctuations and is considered to be riskier than IEFV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDAX.L | IEFV.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.80% | 6.10% | +0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 11.31% | 10.02% | +1.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.53% | 14.91% | +1.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.84% | 15.00% | +1.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.78% | 16.68% | +2.10% |