XDEB.DE vs. AVWC.DE
XDEB.DE (Xtrackers MSCI World Minimum Volatility UCITS ETF 1C) and AVWC.DE (Avantis Global Equity UCITS ETF USD Acc EUR) are both Global Equities funds. XDEB.DE is passively managed, while AVWC.DE is actively managed. Over the past year, XDEB.DE returned 0.46% vs 28.71% for AVWC.DE. At a 0.48 correlation, their price movements are largely independent. XDEB.DE charges 0.25%/yr vs 0.22%/yr for AVWC.DE.
Performance
XDEB.DE vs. AVWC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDEB.DE achieves a 1.74% return, which is significantly lower than AVWC.DE's 14.36% return.
XDEB.DE
- 1D
- -0.04%
- 1M
- 1.84%
- YTD
- 1.74%
- 6M
- 1.64%
- 1Y
- 0.46%
- 3Y*
- 6.45%
- 5Y*
- 6.21%
- 10Y*
- 6.88%
AVWC.DE
- 1D
- 0.15%
- 1M
- 3.18%
- YTD
- 14.36%
- 6M
- 14.88%
- 1Y
- 28.71%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XDEB.DE vs. AVWC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XDEB.DE Xtrackers MSCI World Minimum Volatility UCITS ETF 1C | 1.74% | -1.27% | 2.20% |
AVWC.DE Avantis Global Equity UCITS ETF USD Acc EUR | 14.36% | 9.08% | 6.46% |
Correlation
The correlation between XDEB.DE and AVWC.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2024 | 0.48 |
The correlation between XDEB.DE and AVWC.DE shifts across timeframes, from 0.35 (1 year) to 0.48 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDEB.DE vs. AVWC.DE — Risk / Return Rank
XDEB.DE
AVWC.DE
XDEB.DE vs. AVWC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.DE) and Avantis Global Equity UCITS ETF USD Acc EUR (AVWC.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.
| XDEB.DE | AVWC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.59 | ||
| Sortino ratioReturn per unit of downside risk | -3.57 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.49 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 5.22 | -5.23 |
| Martin ratioReturn relative to average drawdown | -0.03 | 19.94 | -19.97 |
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
| XDEB.DE | AVWC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.01 | 2.58 | -2.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 1.24 | -0.55 |
Drawdowns
XDEB.DE vs. AVWC.DE - Drawdown Comparison
The maximum XDEB.DE drawdown since its inception was -28.57%, which is greater than AVWC.DE's maximum drawdown of -21.65%. Use the drawdown chart below to compare losses from any high point for XDEB.DE and AVWC.DE.
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Drawdown Indicators
| XDEB.DE | AVWC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.57% | -21.65% | -6.92% |
Max Drawdown (1Y)Largest decline over 1 year | -5.31% | -5.49% | +0.18% |
Max Drawdown (3Y)Largest decline over 3 years | -13.02% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -13.02% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -28.57% | — | — |
Current DrawdownCurrent decline from peak | -6.53% | 0.00% | -6.53% |
Average DrawdownAverage peak-to-trough decline | -5.03% | -3.33% | -1.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 1.44% | +0.93% |
Volatility
XDEB.DE vs. AVWC.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.DE) is 2.63%, while Avantis Global Equity UCITS ETF USD Acc EUR (AVWC.DE) has a volatility of 2.89%. This indicates that XDEB.DE experiences smaller price fluctuations and is considered to be less risky than AVWC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDEB.DE | AVWC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.63% | 2.89% | -0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 5.56% | 7.84% | -2.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.86% | 11.09% | -3.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.16% | 14.91% | -4.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.03% | 14.91% | -2.88% |
XDEB.DE vs. AVWC.DE - Expense Ratio Comparison
XDEB.DE has a 0.25% expense ratio, which is higher than AVWC.DE's 0.22% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XDEB.DE vs. AVWC.DE - Dividend Comparison
Neither XDEB.DE nor AVWC.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEB.DE and AVWC.DE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AVWC.DE is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AVWC.DE is cheaper with a 0.22% expense ratio, compared with 0.25% for XDEB.DE.
They also come from different issuers: DWS and Avantis. Their fees differ too: 0.25% for XDEB.DE and 0.22% for AVWC.DE.
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