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

XDEB.L vs. IWVL.L

Last updated Jun 5, 2026

XDEB.L (Xtrackers MSCI World Minimum Volatility UCITS ETF 1C) and IWVL.L (iShares Edge MSCI World Value Factor UCITS ETF USD (Acc)) are both Global Equities funds - XDEB.L tracks the MSCI ACWI NR USD while IWVL.L tracks the MSCI World Enhanced Value Index. Both are passively managed. Over the past 10 years, XDEB.L returned 7.93%/yr vs 13.70%/yr for IWVL.L. A 0.62 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.

Performance

XDEB.L vs. IWVL.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 Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.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 IWVL.L is traded in USD. To make them comparable, the IWVL.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 1.04% return, which is significantly lower than IWVL.L's 34.84% return. Over the past 10 years, XDEB.L has underperformed IWVL.L with an annualized return of 7.93%, while IWVL.L has yielded a comparatively higher 13.70% annualized return.

XDEB.L

1D
0.15%
1M
1.82%
YTD
1.04%
6M
0.90%
1Y
2.65%
3Y*
6.61%
5Y*
6.36%
10Y*
7.93%

IWVL.L

1D
-0.65%
1M
13.25%
YTD
34.84%
6M
37.26%
1Y
67.93%
3Y*
27.08%
5Y*
17.54%
10Y*
13.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
XDEB.L
Xtrackers MSCI World Minimum Volatility UCITS ETF 1C		1.04%3.40%13.01%1.49%1.23%16.00%-0.96%18.55%3.44%7.02%
IWVL.L
iShares Edge MSCI World Value Factor UCITS ETF USD (Acc)		34.84%30.41%6.96%13.56%0.94%21.25%-6.50%13.64%-8.94%12.00%

Correlation

The correlation between XDEB.L and IWVL.L is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.19

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

0.41

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

0.46

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

0.57

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2014

0.62

Over the past year, the correlation between XDEB.L and IWVL.L has dropped to 0.19 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.

XDEB.L vs. IWVL.L - Sectors Allocation Comparison

Sectors
XDEB.L
IWVL.L

Technology

20.1%
33.9%

Financial Services

14.0%
14.8%

Healthcare

13.8%
8.8%

Communication Services

12.1%
7.6%

Consumer Defensive

10.9%
4.5%

Industrials

9.2%
11.3%

Utilities

8.1%
2.5%

Consumer Cyclical

5.6%
7.9%

Energy

4.5%
3.8%

Basic Materials

1.1%
3.0%

Real Estate

0.7%
1.8%

Technology

XDEB.L
20.1%
IWVL.L
33.9%

Financial Services

XDEB.L
14.0%
IWVL.L
14.8%

Healthcare

XDEB.L
13.8%
IWVL.L
8.8%

Communication Services

XDEB.L
12.1%
IWVL.L
7.6%

Consumer Defensive

XDEB.L
10.9%
IWVL.L
4.5%

Industrials

XDEB.L
9.2%
IWVL.L
11.3%

Utilities

XDEB.L
8.1%
IWVL.L
2.5%

Consumer Cyclical

XDEB.L
5.6%
IWVL.L
7.9%

Energy

XDEB.L
4.5%
IWVL.L
3.8%

Basic Materials

XDEB.L
1.1%
IWVL.L
3.0%

Real Estate

XDEB.L
0.7%
IWVL.L
1.8%

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Xtrackers MSCI World Minimum Volatility UCITS ETF 1C

iShares Edge MSCI World Value Factor UCITS ETF USD (Acc)

Often compared with XDEB.L:
XDEB.L vs. MVUS.LXDEB.L vs. XDEM.LXDEB.L vs. SWDA.LXDEB.L vs. XDEQ.LXDEB.L vs. VWRA.LXDEB.L vs. VHYL.ASXDEB.L vs. ISWD.L
Often compared with IWVL.L:
IWVL.L vs. VWRA.LIWVL.L vs. IWDA.ASIWVL.L vs. IWQU.LIWVL.L vs. DFIVIWVL.L vs. VOOIWVL.L vs. URTHIWVL.L vs. VT

Return for Risk

XDEB.L vs. IWVL.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: 1414
Overall Rank
XDEB.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
XDEB.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
XDEB.L Omega Ratio Rank: 1313
Omega Ratio Rank
XDEB.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
XDEB.L Martin Ratio Rank: 1515
Martin Ratio Rank
IWVL.L
IWVL.L Risk / Return Rank: 9595
Overall Rank
IWVL.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
IWVL.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
IWVL.L Omega Ratio Rank: 9696
Omega Ratio Rank
IWVL.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
IWVL.L Martin Ratio Rank: 9595
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. IWVL.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 Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.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.

XDEB.LIWVL.LDifference
Sharpe ratioReturn per unit of total volatility
0.33
4.57

-4.24

Sortino ratioReturn per unit of downside risk
0.54
6.12

-5.58

Omega ratioGain probability vs. loss probability

1.06

1.85

-0.79

Calmar ratioReturn relative to maximum drawdown

0.41

8.65

-8.23

Martin ratioReturn relative to average drawdown

1.14

36.16

-35.02

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current XDEB.L Sharpe Ratio is 0.33, which is lower than the IWVL.L Sharpe Ratio of 4.57. The chart below compares the historical Sharpe Ratios of XDEB.L and IWVL.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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Sharpe Ratios by Period

XDEB.LIWVL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

4.57

-4.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

1.22

-0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.85

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.75

+0.02

Drawdowns

XDEB.L vs. IWVL.L - Drawdown Comparison

The maximum XDEB.L drawdown since its inception was -19.61%, smaller than the maximum IWVL.L drawdown of -28.56%. Use the drawdown chart below to compare losses from any high point for XDEB.L and IWVL.L.

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Drawdown Indicators

XDEB.LIWVL.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.61%

-28.56%

+8.95%

Max Drawdown (1Y)

Largest decline over 1 year

-6.39%

-7.82%

+1.43%

Max Drawdown (3Y)

Largest decline over 3 years

-8.47%

-14.14%

+5.67%

Max Drawdown (5Y)

Largest decline over 5 years

-10.19%

-14.14%

+3.95%

Max Drawdown (10Y)

Largest decline over 10 years

-19.61%

-28.56%

+8.95%

Current Drawdown

Current decline from peak

-3.52%

-0.65%

-2.87%

Average Drawdown

Average peak-to-trough decline

-3.50%

-4.52%

+1.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

1.87%

+0.45%

Volatility

XDEB.L vs. IWVL.L - Volatility Comparison

The current volatility for Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.L) is 2.66%, while iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L) has a volatility of 6.16%. This indicates that XDEB.L experiences smaller price fluctuations and is considered to be less risky than IWVL.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.LIWVL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.66%

6.16%

-3.50%

Volatility (6M)

Calculated over the trailing 6-month period

5.97%

12.58%

-6.61%

Volatility (1Y)

Calculated over the trailing 1-year period

7.97%

14.78%

-6.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.68%

14.34%

-4.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.52%

16.05%

-4.53%

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

Both XDEB.L and IWVL.L 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.L vs. IWVL.L - Dividend Comparison

Neither XDEB.L nor IWVL.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

XDEB.L and IWVL.L have a correlation of 0.19, 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.L and IWVL.L have the same expense ratio: 0.25% per year.

XDEB.L tracks MSCI ACWI NR USD, while IWVL.L tracks MSCI World Enhanced Value Index. They also come from different issuers: DWS and iShares.

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