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XDDX.L vs. IEFV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XDDX.L vs. IEFV.L

Last updated Jun 26, 2026

XDDX.L (Xtrackers DAX ESG Screened UCITS ETF 1D) and IEFV.L (iShares Edge MSCI Europe Value Factor UCITS ETF) are both Europe Equities funds - XDDX.L tracks the FSE DAX TR EUR while IEFV.L tracks the MSCI Europe Value NR EUR. Both are passively managed. Over the past 10 years, XDDX.L returned 9.93%/yr vs 12.59%/yr for IEFV.L. Their correlation of 0.88 suggests significant overlap in exposure. XDDX.L charges 0.09%/yr vs 0.25%/yr for IEFV.L.

Performance

XDDX.L vs. IEFV.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 (IEFV.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XDDX.L achieves a 2.95% return, which is significantly lower than IEFV.L's 14.64% return. Over the past 10 years, XDDX.L has underperformed IEFV.L with an annualized return of 9.93%, while IEFV.L has yielded a comparatively higher 12.59% annualized return.

XDDX.L

1D
0.45%
1M
-0.60%
YTD
2.95%
6M
3.43%
1Y
10.46%
3Y*
15.31%
5Y*
8.70%
10Y*
9.93%

IEFV.L

1D
1.36%
1M
1.12%
YTD
14.64%
6M
15.38%
1Y
38.77%
3Y*
22.78%
5Y*
15.04%
10Y*
12.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
XDDX.L
Xtrackers DAX ESG Screened UCITS ETF 1D		2.95%24.81%11.28%17.04%-8.48%7.86%9.39%16.41%-17.15%16.44%
IEFV.L
iShares Edge MSCI Europe Value Factor UCITS ETF		14.64%42.20%5.40%11.41%1.47%18.58%-3.74%15.71%-12.67%14.28%

Correlation

The correlation between XDDX.L and IEFV.L is 0.81, 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

0.81

Correlation (3Y)
Calculated over the trailing 3-year period

0.84

Correlation (5Y)
Calculated over the trailing 5-year period

0.86

Correlation (10Y)
Calculated over the trailing 10-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Jan 19, 2015

0.88

The correlation between XDDX.L and IEFV.L has been stable across timeframes, ranging from 0.81 to 0.88 - a consistent structural relationship.

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

Sectors
XDDX.L
IEFV.L

Financial Services

27.9%
23.6%

Industrials

18.3%
18.8%

Technology

18.2%
9.7%

Consumer Cyclical

11.2%
6.5%

Communication Services

8.8%
3.6%

Basic Materials

7.7%
5.5%

Healthcare

5.2%
13.2%

Consumer Defensive

1.4%
8.6%

Real Estate

1.4%
0.7%

Energy

-

5.2%

Utilities

-

4.8%

Financial Services

XDDX.L
27.9%
IEFV.L
23.6%

Industrials

XDDX.L
18.3%
IEFV.L
18.8%

Technology

XDDX.L
18.2%
IEFV.L
9.7%

Consumer Cyclical

XDDX.L
11.2%
IEFV.L
6.5%

Communication Services

XDDX.L
8.8%
IEFV.L
3.6%

Basic Materials

XDDX.L
7.7%
IEFV.L
5.5%

Healthcare

XDDX.L
5.2%
IEFV.L
13.2%

Consumer Defensive

XDDX.L
1.4%
IEFV.L
8.6%

Real Estate

XDDX.L
1.4%
IEFV.L
0.7%

Energy

XDDX.L

-

IEFV.L
5.2%

Utilities

XDDX.L

-

IEFV.L
4.8%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Xtrackers DAX ESG Screened UCITS ETF 1D

iShares Edge MSCI Europe Value Factor UCITS ETF

Often compared with XDDX.L:
XDDX.L vs. S7XP.LXDDX.L vs. CS1.LXDDX.L vs. XCX5.LXDDX.L vs. XMME.LXDDX.L vs. XXTW.LXDDX.L vs. MVED.LXDDX.L vs. XNAS.L
Often compared with IEFV.L:
IEFV.L vs. EVAL.LIEFV.L vs. BRK-BIEFV.L vs. NASL.LIEFV.L vs. SMEA.LIEFV.L vs. UC96.LIEFV.L vs. XDAX.LIEFV.L vs. EFV

Return for Risk

XDDX.L vs. IEFV.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: 2020
Overall Rank
XDDX.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
XDDX.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
XDDX.L Omega Ratio Rank: 2020
Omega Ratio Rank
XDDX.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
XDDX.L Martin Ratio Rank: 2121
Martin Ratio Rank
IEFV.L
IEFV.L Risk / Return Rank: 8787
Overall Rank
IEFV.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IEFV.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
IEFV.L Omega Ratio Rank: 9292
Omega Ratio Rank
IEFV.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
IEFV.L Martin Ratio Rank: 7979
Martin Ratio Rank
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. IEFV.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 (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.

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.

XDDX.LIEFV.LDifference
Sharpe ratioReturn per unit of total volatility
0.69
2.88

-2.19

Sortino ratioReturn per unit of downside risk
1.04
3.91

-2.86

Omega ratioGain probability vs. loss probability

1.13

1.53

-0.40

Calmar ratioReturn relative to maximum drawdown

0.80

3.65

-2.85

Martin ratioReturn relative to average drawdown

2.40

13.42

-11.02

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

The current XDDX.L Sharpe Ratio is 0.69, which is lower than the IEFV.L Sharpe Ratio of 2.88. The chart below compares the historical Sharpe Ratios of XDDX.L and IEFV.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.

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Drawdowns

XDDX.L vs. IEFV.L - Drawdown Comparison

The maximum XDDX.L drawdown since its inception was -35.15%, roughly equal to the maximum IEFV.L drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for XDDX.L and IEFV.L.

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Drawdown Indicators

XDDX.LIEFV.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.15%

-34.64%

-0.51%

Max Drawdown (1Y)

Largest decline over 1 year

-13.08%

-10.57%

-2.51%

Max Drawdown (3Y)

Largest decline over 3 years

-14.36%

-15.02%

+0.66%

Max Drawdown (5Y)

Largest decline over 5 years

-23.84%

-16.16%

-7.68%

Max Drawdown (10Y)

Largest decline over 10 years

-35.15%

-34.64%

-0.51%

Current Drawdown

Current decline from peak

-2.06%

0.00%

-2.06%

Average Drawdown

Average peak-to-trough decline

-7.36%

-6.18%

-1.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.35%

2.88%

+1.47%

Volatility

XDDX.L vs. IEFV.L - Volatility Comparison

Xtrackers DAX ESG Screened UCITS ETF 1D (XDDX.L) and iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L) have volatilities of 3.71% and 3.84%, 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.

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Volatility by Period

XDDX.LIEFV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.71%

3.84%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

12.18%

11.09%

+1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

15.11%

13.43%

+1.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.97%

17.10%

-0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.97%

17.58%

+0.39%

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

XDDX.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%.

Dividends

XDDX.L vs. IEFV.L - Dividend Comparison

XDDX.L's dividend yield for the trailing twelve months is around 2.32%, while IEFV.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
IEFV.L
iShares Edge MSCI Europe Value Factor UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XDDX.L
Xtrackers DAX ESG Screened UCITS ETF 1D		2.32%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

XDDX.L and IEFV.L have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

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

XDDX.L tracks FSE DAX TR EUR, while IEFV.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 IEFV.L.

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