XDEB.DE vs. MVOL.L
Compare and contrast key facts about Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.DE) and iShares Edge MSCI World Minimum Volatility UCITS (MVOL.L).
XDEB.DE and MVOL.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDEB.DE is a passively managed fund by DWS Investment S.A. (ETF) that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 5, 2014. MVOL.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Nov 30, 2012. Both XDEB.DE and MVOL.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XDEB.DE or MVOL.L.
Key characteristics
| XDEB.DE | MVOL.L | |
|---|---|---|
| YTD Return | 19.88% | 14.72% |
| 1Y Return | 22.37% | 21.09% |
| 3Y Return (Ann) | 7.06% | 4.42% |
| 5Y Return (Ann) | 6.81% | 6.03% |
| 10Y Return (Ann) | 10.97% | 7.63% |
| Sharpe Ratio | 2.92 | 2.68 |
| Sortino Ratio | 4.28 | 3.82 |
| Omega Ratio | 1.57 | 1.47 |
| Calmar Ratio | 3.00 | 2.54 |
| Martin Ratio | 18.13 | 15.00 |
| Ulcer Index | 1.28% | 1.29% |
| Daily Std Dev | 7.87% | 7.35% |
| Max Drawdown | -28.57% | -28.82% |
| Current Drawdown | -0.46% | -1.34% |
Correlation
The correlation between XDEB.DE and MVOL.L is 0.75, 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.
Performance
XDEB.DE vs. MVOL.L - Performance Comparison
In the year-to-date period, XDEB.DE achieves a 19.88% return, which is significantly higher than MVOL.L's 14.72% return. Over the past 10 years, XDEB.DE has outperformed MVOL.L with an annualized return of 10.97%, while MVOL.L has yielded a comparatively lower 7.63% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
XDEB.DE vs. MVOL.L - Expense Ratio Comparison
XDEB.DE has a 0.25% expense ratio, which is lower than MVOL.L's 0.35% expense ratio.
Risk-Adjusted Performance
XDEB.DE vs. MVOL.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.DE) and iShares Edge MSCI World Minimum Volatility UCITS (MVOL.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.
Dividends
XDEB.DE vs. MVOL.L - Dividend Comparison
Neither XDEB.DE nor MVOL.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.72% |
MVOL.L iShares Edge MSCI World Minimum Volatility UCITS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XDEB.DE vs. MVOL.L - Drawdown Comparison
The maximum XDEB.DE drawdown since its inception was -28.57%, roughly equal to the maximum MVOL.L drawdown of -28.82%. Use the drawdown chart below to compare losses from any high point for XDEB.DE and MVOL.L. For additional features, visit the drawdowns tool.
Volatility
XDEB.DE vs. MVOL.L - Volatility Comparison
Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.DE) has a higher volatility of 2.25% compared to iShares Edge MSCI World Minimum Volatility UCITS (MVOL.L) at 2.09%. This indicates that XDEB.DE's price experiences larger fluctuations and is considered to be riskier than MVOL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.