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XDEB.L vs. IDIN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDEB.L vs. IDIN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.L) and iShares Global Infrastructure UCITS ETF USD (Dist) (IDIN.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XDEB.L is traded in GBp, while IDIN.L is traded in USD. To make them comparable, the IDIN.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XDEB.L achieves a 2.73% return, which is significantly lower than IDIN.L's 14.05% return. Both investments have delivered pretty close results over the past 10 years, with XDEB.L having a 6.83% annualized return and IDIN.L not far ahead at 6.98%.


XDEB.L

1D
0.86%
1M
1.48%
6M
2.42%
YTD
2.73%
1Y
4.39%
3Y*
8.18%
5Y*
5.69%
10Y*
6.83%

IDIN.L

1D
0.89%
1M
2.30%
6M
11.95%
YTD
14.05%
1Y
18.67%
3Y*
11.36%
5Y*
7.32%
10Y*
6.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDEB.L vs. IDIN.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDEB.L
Xtrackers MSCI World Minimum Volatility UCITS ETF 1C
2.73%3.40%13.01%1.49%1.23%16.00%-0.96%18.55%3.44%7.02%
IDIN.L
iShares Global Infrastructure UCITS ETF USD (Dist)
14.05%4.93%10.69%-5.02%5.26%18.27%-4.84%19.26%3.77%4.93%

Correlation

The correlation between XDEB.L and IDIN.L is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.54

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

0.61

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

0.65

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

0.69

Correlation (All Time)
Calculated using the full available price history since Sep 5, 2014

0.69

The correlation between XDEB.L and IDIN.L shifts across timeframes, from 0.54 (1 year) to 0.69 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XDEB.L vs. IDIN.L — Risk / Return Rank

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

XDEB.L
XDEB.L Risk / Return Rank: 2020
Overall Rank
XDEB.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
XDEB.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
XDEB.L Omega Ratio Rank: 1818
Omega Ratio Rank
XDEB.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
XDEB.L Martin Ratio Rank: 2121
Martin Ratio Rank

IDIN.L
IDIN.L Risk / Return Rank: 7676
Overall Rank
IDIN.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IDIN.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
IDIN.L Omega Ratio Rank: 7070
Omega Ratio Rank
IDIN.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
IDIN.L Martin Ratio Rank: 7272
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.L vs. IDIN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.L) and iShares Global Infrastructure UCITS ETF USD (Dist) (IDIN.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.


XDEB.LIDIN.LDifference
Sharpe ratioReturn per unit of total volatility

-1.06

Sortino ratioReturn per unit of downside risk

-1.44

Omega ratioGain probability vs. loss probability

1.09

1.28

-0.18

Calmar ratioReturn relative to maximum drawdown

0.68

3.73

-3.05

Martin ratioReturn relative to average drawdown

1.76

8.41

-6.66

XDEB.L vs. IDIN.L - Sharpe Ratio Comparison

The current XDEB.L Sharpe Ratio is 0.53, which is lower than the IDIN.L Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of XDEB.L and IDIN.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

XDEB.L vs. IDIN.L - Drawdown Comparison

The maximum XDEB.L drawdown since its inception was -42.88%, which is greater than IDIN.L's maximum drawdown of -36.86%. Use the drawdown chart below to compare losses from any high point for XDEB.L and IDIN.L.


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Drawdown Indicators


XDEB.LIDIN.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.88%

-36.86%

-6.02%

Max Drawdown (1Y)

Largest decline over 1 year

-6.39%

-4.98%

-1.41%

Max Drawdown (3Y)

Largest decline over 3 years

-20.11%

-11.31%

-8.80%

Max Drawdown (5Y)

Largest decline over 5 years

-20.11%

-23.50%

+3.39%

Max Drawdown (10Y)

Largest decline over 10 years

-27.07%

-27.06%

-0.01%

Current Drawdown

Current decline from peak

-1.90%

-0.04%

-1.86%

Average Drawdown

Average peak-to-trough decline

-12.74%

-7.25%

-5.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

2.21%

+0.28%

Volatility

XDEB.L vs. IDIN.L - Volatility Comparison

The current volatility for Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.L) is 2.85%, while iShares Global Infrastructure UCITS ETF USD (Dist) (IDIN.L) has a volatility of 3.41%. This indicates that XDEB.L experiences smaller price fluctuations and is considered to be less risky than IDIN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDEB.LIDIN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.85%

3.41%

-0.56%

Volatility (6M)

Calculated over the trailing 6-month period

6.35%

9.64%

-3.29%

Volatility (1Y)

Calculated over the trailing 1-year period

8.25%

11.69%

-3.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.97%

13.10%

+3.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.50%

14.46%

+4.04%

XDEB.L vs. IDIN.L - Expense Ratio Comparison

XDEB.L has a 0.25% expense ratio, which is lower than IDIN.L's 0.65% expense ratio.


Dividends

XDEB.L vs. IDIN.L - Dividend Comparison

XDEB.L has not paid dividends to shareholders, while IDIN.L's dividend yield for the trailing twelve months is around 2.01%.


PositionTTM20252024202320222021202020192018201720162015
IDIN.L
iShares Global Infrastructure UCITS ETF USD (Dist)
2.01%2.20%2.36%2.37%2.11%1.93%2.08%2.05%2.34%2.60%2.80%3.20%
XDEB.L
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%0.00%0.00%

Frequently Asked Questions


XDEB.L and IDIN.L have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDEB.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDEB.L is cheaper with a 0.25% expense ratio, compared with 0.65% for IDIN.L.

XDEB.L is categorized as Global Equities, while IDIN.L is Mid Cap Value Equities. XDEB.L tracks MSCI ACWI NR USD, while IDIN.L tracks FTSE Global Core Infrastructure Index (USD). They also come from different issuers: DWS and iShares. Their fees differ too: 0.25% for XDEB.L and 0.65% for IDIN.L.

Portfolio Optimizer

Find the right allocation for XDEB.L and IDIN.L

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