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XDEB.DE vs. MOTG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XDEB.DE vs. MOTG - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.DE) and VanEck Morningstar Global Wide Moat ETF (MOTG). The values are adjusted to include any dividend payments, if applicable.

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XDEB.DE vs. MOTG - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
XDEB.DE
Xtrackers MSCI World Minimum Volatility UCITS ETF 1C
1.52%-1.27%17.83%3.66%-4.06%24.01%-6.66%26.17%-4.33%
MOTG
VanEck Morningstar Global Wide Moat ETF
-1.64%11.10%16.52%7.68%-5.85%23.26%6.50%33.37%-5.20%
Different Trading Currencies

XDEB.DE is traded in EUR, while MOTG is traded in USD. To make them comparable, the MOTG values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XDEB.DE achieves a 1.52% return, which is significantly higher than MOTG's -1.64% return.


XDEB.DE

1D
0.25%
1M
-2.86%
YTD
1.52%
6M
1.44%
1Y
-4.08%
3Y*
7.02%
5Y*
6.49%
10Y*
7.20%

MOTG

1D
1.24%
1M
-5.41%
YTD
-1.64%
6M
-0.99%
1Y
6.07%
3Y*
9.70%
5Y*
7.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XDEB.DE vs. MOTG - Expense Ratio Comparison

XDEB.DE has a 0.25% expense ratio, which is lower than MOTG's 0.52% expense ratio.


Return for Risk

XDEB.DE vs. MOTG — Risk / Return Rank

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

XDEB.DE
XDEB.DE Risk / Return Rank: 55
Overall Rank
XDEB.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
XDEB.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
XDEB.DE Omega Ratio Rank: 55
Omega Ratio Rank
XDEB.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
XDEB.DE Martin Ratio Rank: 44
Martin Ratio Rank

MOTG
MOTG Risk / Return Rank: 4141
Overall Rank
MOTG Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
MOTG Sortino Ratio Rank: 4242
Sortino Ratio Rank
MOTG Omega Ratio Rank: 4141
Omega Ratio Rank
MOTG Calmar Ratio Rank: 4040
Calmar Ratio Rank
MOTG Martin Ratio Rank: 4343
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.

XDEB.DE vs. MOTG - 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 VanEck Morningstar Global Wide Moat ETF (MOTG). 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.DEMOTGDifference

Sharpe ratio

Return per unit of total volatility

-0.36

0.34

-0.70

Sortino ratio

Return per unit of downside risk

-0.40

0.60

-1.00

Omega ratio

Gain probability vs. loss probability

0.95

1.09

-0.14

Calmar ratio

Return relative to maximum drawdown

-0.41

0.50

-0.91

Martin ratio

Return relative to average drawdown

-0.99

1.76

-2.75

XDEB.DE vs. MOTG - Sharpe Ratio Comparison

The current XDEB.DE Sharpe Ratio is -0.36, which is lower than the MOTG Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of XDEB.DE and MOTG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XDEB.DEMOTGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.36

0.34

-0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.52

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.62

+0.08

Correlation

The correlation between XDEB.DE and MOTG is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XDEB.DE vs. MOTG - Dividend Comparison

XDEB.DE has not paid dividends to shareholders, while MOTG's dividend yield for the trailing twelve months is around 18.33%.


TTM20252024202320222021202020192018
XDEB.DE
Xtrackers MSCI World Minimum Volatility UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MOTG
VanEck Morningstar Global Wide Moat ETF
18.33%17.75%5.60%1.86%3.64%5.88%2.96%3.91%0.45%

Drawdowns

XDEB.DE vs. MOTG - Drawdown Comparison

The maximum XDEB.DE drawdown since its inception was -28.57%, smaller than the maximum MOTG drawdown of -31.22%. Use the drawdown chart below to compare losses from any high point for XDEB.DE and MOTG.


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Drawdown Indicators


XDEB.DEMOTGDifference

Max Drawdown

Largest peak-to-trough decline

-28.57%

-31.82%

+3.25%

Max Drawdown (1Y)

Largest decline over 1 year

-9.89%

-12.56%

+2.67%

Max Drawdown (5Y)

Largest decline over 5 years

-13.02%

-24.29%

+11.27%

Max Drawdown (10Y)

Largest decline over 10 years

-28.57%

Current Drawdown

Current decline from peak

-6.73%

-8.44%

+1.71%

Average Drawdown

Average peak-to-trough decline

-5.00%

-4.93%

-0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.42%

3.19%

+0.23%

Volatility

XDEB.DE vs. MOTG - Volatility Comparison

The current volatility for Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.DE) is 2.68%, while VanEck Morningstar Global Wide Moat ETF (MOTG) has a volatility of 5.66%. This indicates that XDEB.DE experiences smaller price fluctuations and is considered to be less risky than MOTG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDEB.DEMOTGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.68%

5.66%

-2.98%

Volatility (6M)

Calculated over the trailing 6-month period

5.47%

10.04%

-4.57%

Volatility (1Y)

Calculated over the trailing 1-year period

11.40%

17.88%

-6.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.17%

14.27%

-4.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.18%

17.41%

-5.23%