XDDX.L vs. IEDL.L

Last updated Jun 5, 2026

XDDX.L (Xtrackers DAX ESG Screened UCITS ETF 1D) and IEDL.L (iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)) are both Europe Equities funds - XDDX.L tracks the FSE DAX TR EUR while IEDL.L tracks the MSCI Europe Value NR EUR. Both are passively managed. Over the past 5 years, XDDX.L returned 8.74%/yr vs 14.62%/yr for IEDL.L. Their correlation of 0.85 suggests significant overlap in exposure. XDDX.L charges 0.09%/yr vs 0.25%/yr for IEDL.L.

Performance

XDDX.L vs. IEDL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers DAX ESG Screened UCITS ETF 1D (XDDX.L) and iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

XDDX.L is traded in GBp, while IEDL.L is traded in EUR. To make them comparable, the IEDL.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XDDX.L achieves a 3.63% return, which is significantly lower than IEDL.L's 13.19% return.

XDDX.L

• 1D: 0.35%
• 1M: 5.76%
• YTD: 3.63%
• 6M: 6.44%
• 1Y: 8.77%
• 3Y*: 14.88%
• 5Y*: 8.74%
• 10Y*: 9.67%

IEDL.L

• 1D: 0.03%
• 1M: 4.86%
• YTD: 13.19%
• 6M: 15.86%
• 1Y: 36.33%
• 3Y*: 21.75%
• 5Y*: 14.62%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XDDX.L vs. IEDL.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
XDDX.L Xtrackers DAX ESG Screened UCITS ETF 1D	3.63%	24.81%	11.28%	17.04%	-8.48%	7.86%	9.39%	16.41%	-13.50%
IEDL.L iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)	13.19%	42.22%	5.44%	11.24%	1.22%	19.20%	-3.60%	14.87%	-10.37%

Correlation

The correlation between XDDX.L and IEDL.L is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.82
Correlation (3Y) Calculated over the trailing 3-year period	0.84
Correlation (5Y) Calculated over the trailing 5-year period	0.85
Correlation (All Time) Calculated using the full available price history since Feb 28, 2018	0.85

The correlation between XDDX.L and IEDL.L has been stable across timeframes, ranging from 0.82 to 0.85 - a consistent structural relationship.

XDDX.L vs. IEDL.L - Sectors Allocation Comparison

Sectors	XDDX.L	IEDL.L
Financial Services	29.9%	22.6%
Industrials	18.3%	17.0%
Technology	15.4%	12.2%
Consumer Cyclical	11.0%	6.2%
Communication Services	8.7%	3.7%
Basic Materials	8.3%	6.2%
Healthcare	5.3%	12.3%
Real Estate	1.5%	0.6%
Consumer Defensive	1.5%	8.6%
Energy	-	5.1%
Utilities	-	4.5%

Return for Risk

XDDX.L vs. IEDL.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XDDX.L

XDDX.L Risk / Return Rank: 18
XDDX.L Sharpe Ratio Rank: 19
XDDX.L Sortino Ratio Rank: 18
XDDX.L Omega Ratio Rank: 19
XDDX.L Calmar Ratio Rank: 18
XDDX.L Martin Ratio Rank: 19

IEDL.L

IEDL.L Risk / Return Rank: 72
IEDL.L Sharpe Ratio Rank: 75
IEDL.L Sortino Ratio Rank: 74
IEDL.L Omega Ratio Rank: 75
IEDL.L Calmar Ratio Rank: 69
IEDL.L Martin Ratio Rank: 68

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XDDX.L vs. IEDL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers DAX ESG Screened UCITS ETF 1D (XDDX.L) and iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.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.

	XDDX.L	IEDL.L	Difference
Sharpe ratio: Return per unit of total volatility	0.57	2.68	-2.11
Sortino ratio: Return per unit of downside risk	0.89	3.61	-2.72
Omega ratio: Gain probability vs. loss probability	1.11	1.48	-0.37
Calmar ratio: Return relative to maximum drawdown	0.67	3.43	-2.76
Martin ratio: Return relative to average drawdown	2.01	12.68	-10.67
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XDDX.L vs. IEDL.L - Sharpe Ratio Comparison

The current XDDX.L Sharpe Ratio is 0.57, which is lower than the IEDL.L Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of XDDX.L and IEDL.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XDDX.L	IEDL.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.57	2.68	-2.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	0.95	-0.44
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.54	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	0.59	-0.13

Drawdowns

XDDX.L vs. IEDL.L - Drawdown Comparison

The maximum XDDX.L drawdown since its inception was -35.15%, roughly equal to the maximum IEDL.L drawdown of -34.37%. Use the drawdown chart below to compare losses from any high point for XDDX.L and IEDL.L.

Drawdown Indicators

	XDDX.L	IEDL.L	Difference
Max Drawdown Largest peak-to-trough decline	-35.15%	-34.37%	-0.78%
Max Drawdown (1Y) Largest decline over 1 year	-13.08%	-10.54%	-2.54%
Max Drawdown (3Y) Largest decline over 3 years	-14.36%	-16.23%	+1.87%
Max Drawdown (5Y) Largest decline over 5 years	-23.84%	-16.28%	-7.56%
Max Drawdown (10Y) Largest decline over 10 years	-35.15%	—	—
Current Drawdown Current decline from peak	-1.41%	-0.80%	-0.61%
Average Drawdown Average peak-to-trough decline	-6.63%	-5.72%	-0.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.35%	2.86%	+1.49%

Volatility

XDDX.L vs. IEDL.L - Volatility Comparison

The current volatility for Xtrackers DAX ESG Screened UCITS ETF 1D (XDDX.L) is 4.38%, while iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L) has a volatility of 4.75%. This indicates that XDDX.L experiences smaller price fluctuations and is considered to be less risky than IEDL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XDDX.L	IEDL.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.38%	4.75%	-0.37%
Volatility (6M) Calculated over the trailing 6-month period	12.07%	11.06%	+1.01%
Volatility (1Y) Calculated over the trailing 1-year period	15.21%	13.48%	+1.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.94%	15.30%	+1.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.99%	17.59%	+0.40%

XDDX.L vs. IEDL.L - Expense Ratio Comparison

XDDX.L has a 0.09% expense ratio, which is lower than IEDL.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%.

Dividends

XDDX.L vs. IEDL.L - Dividend Comparison

XDDX.L's dividend yield for the trailing twelve months is around 2.30%, less than IEDL.L's 3.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IEDL.L iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)	3.01%	3.44%	4.22%	4.76%	4.23%	3.56%	2.32%	3.86%	3.19%	0.00%	0.00%	0.00%
XDDX.L Xtrackers DAX ESG Screened UCITS ETF 1D	2.30%	2.39%	2.75%	3.30%	5.08%	2.13%	3.09%	2.87%	2.26%	2.08%	1.31%	1.06%

Frequently Asked Questions

Can I hold both XDDX.L and IEDL.L in my portfolio?

XDDX.L and IEDL.L have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XDDX.L or IEDL.L?

On fees, XDDX.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XDDX.L or IEDL.L?

XDDX.L is cheaper with a 0.09% expense ratio, compared with 0.25% for IEDL.L.

What is the main difference between XDDX.L and IEDL.L?

XDDX.L tracks FSE DAX TR EUR, while IEDL.L tracks MSCI Europe Value NR EUR. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.09% for XDDX.L and 0.25% for IEDL.L.