XDEB.DE vs. XDEV.DE
XDEB.DE (Xtrackers MSCI World Minimum Volatility UCITS ETF 1C) and XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) are both Global Equities funds from DWS - XDEB.DE tracks the MSCI ACWI NR USD while XDEV.DE tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past 10 years, XDEB.DE returned 6.88%/yr vs 12.35%/yr for XDEV.DE. A 0.57 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.
Performance
XDEB.DE vs. XDEV.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 XDEV.DE's 35.07% return. Over the past 10 years, XDEB.DE has underperformed XDEV.DE with an annualized return of 6.88%, while XDEV.DE has yielded a comparatively higher 12.35% annualized 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%
XDEV.DE
- 1D
- -0.89%
- 1M
- 11.02%
- YTD
- 35.07%
- 6M
- 38.05%
- 1Y
- 63.16%
- 3Y*
- 26.76%
- 5Y*
- 17.35%
- 10Y*
- 12.35%
XDEB.DE vs. XDEV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDEB.DE Xtrackers MSCI World Minimum Volatility UCITS ETF 1C | 1.74% | -1.27% | 17.83% | 3.66% | -4.06% | 24.01% | -6.66% | 26.17% | 1.99% | 3.04% |
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 35.07% | 24.76% | 11.62% | 15.67% | -4.96% | 30.90% | -12.53% | 22.09% | -10.42% | 7.82% |
Correlation
The correlation between XDEB.DE and XDEV.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2014 | 0.57 |
Over the past year, the correlation between XDEB.DE and XDEV.DE has dropped to 0.28 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.
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Return for Risk
XDEB.DE vs. XDEV.DE — Risk / Return Rank
XDEB.DE
XDEV.DE
XDEB.DE vs. XDEV.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 Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.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 | XDEV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.53 | ||
| Sortino ratioReturn per unit of downside risk | -6.09 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.81 | -0.80 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 10.38 | -10.39 |
| Martin ratioReturn relative to average drawdown | -0.03 | 39.12 | -39.16 |
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 | XDEV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.01 | 4.52 | -4.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 1.23 | -0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.78 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.71 | -0.01 |
Drawdowns
XDEB.DE vs. XDEV.DE - Drawdown Comparison
The maximum XDEB.DE drawdown since its inception was -28.57%, smaller than the maximum XDEV.DE drawdown of -35.28%. Use the drawdown chart below to compare losses from any high point for XDEB.DE and XDEV.DE.
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Drawdown Indicators
| XDEB.DE | XDEV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.57% | -35.28% | +6.71% |
Max Drawdown (1Y)Largest decline over 1 year | -5.31% | -6.05% | +0.74% |
Max Drawdown (3Y)Largest decline over 3 years | -13.02% | -18.02% | +5.00% |
Max Drawdown (5Y)Largest decline over 5 years | -13.02% | -18.02% | +5.00% |
Max Drawdown (10Y)Largest decline over 10 years | -28.57% | -35.28% | +6.71% |
Current DrawdownCurrent decline from peak | -6.53% | -1.07% | -5.46% |
Average DrawdownAverage peak-to-trough decline | -5.03% | -5.56% | +0.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 1.61% | +0.76% |
Volatility
XDEB.DE vs. XDEV.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.DE) is 2.63%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a volatility of 5.77%. This indicates that XDEB.DE experiences smaller price fluctuations and is considered to be less risky than XDEV.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 | XDEV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.63% | 5.77% | -3.14% |
Volatility (6M)Calculated over the trailing 6-month period | 5.56% | 11.20% | -5.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.86% | 13.89% | -6.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.16% | 13.96% | -3.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.03% | 15.90% | -3.87% |
XDEB.DE vs. XDEV.DE - Expense Ratio Comparison
Both XDEB.DE and XDEV.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
XDEB.DE vs. XDEV.DE - Dividend Comparison
Neither XDEB.DE nor XDEV.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEB.DE and XDEV.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XDEB.DE and XDEV.DE have the same expense ratio: 0.25% per year.
XDEB.DE tracks MSCI ACWI NR USD, while XDEV.DE tracks MSCI ACWI Value NR USD.
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