XDEB.L vs. SSAC.L
Compare and contrast key facts about Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.L) and iShares MSCI ACWI UCITS ETF (Acc) (SSAC.L).
XDEB.L and SSAC.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDEB.L is a passively managed fund by DWS that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 5, 2014. SSAC.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Oct 21, 2011. Both XDEB.L and SSAC.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.
Performance
XDEB.L vs. SSAC.L - Performance Comparison
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XDEB.L vs. SSAC.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDEB.L Xtrackers MSCI World Minimum Volatility UCITS ETF 1C | 1.48% | 3.40% | 13.01% | 1.49% | 1.23% | 16.00% | -0.96% | 18.55% | 3.44% | 7.02% |
SSAC.L iShares MSCI ACWI UCITS ETF (Acc) | -0.51% | 13.95% | 19.63% | 16.14% | -8.56% | 20.35% | 11.80% | 22.09% | -4.79% | 13.30% |
Returns By Period
In the year-to-date period, XDEB.L achieves a 1.48% return, which is significantly higher than SSAC.L's -0.51% return. Over the past 10 years, XDEB.L has underperformed SSAC.L with an annualized return of 8.19%, while SSAC.L has yielded a comparatively higher 12.30% annualized return.
XDEB.L
- 1D
- 0.22%
- 1M
- -3.03%
- YTD
- 1.48%
- 6M
- 1.53%
- 1Y
- -0.05%
- 3Y*
- 6.70%
- 5Y*
- 6.97%
- 10Y*
- 8.19%
SSAC.L
- 1D
- 2.00%
- 1M
- -3.63%
- YTD
- -0.51%
- 6M
- 3.19%
- 1Y
- 18.39%
- 3Y*
- 14.71%
- 5Y*
- 10.64%
- 10Y*
- 12.30%
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XDEB.L vs. SSAC.L - Expense Ratio Comparison
XDEB.L has a 0.25% expense ratio, which is higher than SSAC.L's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
XDEB.L vs. SSAC.L — Risk / Return Rank
XDEB.L
SSAC.L
XDEB.L vs. SSAC.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 MSCI ACWI UCITS ETF (Acc) (SSAC.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.L | SSAC.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.01 | 1.31 | -1.31 |
Sortino ratioReturn per unit of downside risk | 0.06 | 1.81 | -1.75 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.27 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | 0.08 | 2.62 | -2.54 |
Martin ratioReturn relative to average drawdown | 0.23 | 9.89 | -9.66 |
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.L | SSAC.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.01 | 1.31 | -1.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.82 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.85 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.84 | -0.05 |
Correlation
The correlation between XDEB.L and SSAC.L is 0.78, 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.
Dividends
XDEB.L vs. SSAC.L - Dividend Comparison
Neither XDEB.L nor SSAC.L has paid dividends to shareholders.
Drawdowns
XDEB.L vs. SSAC.L - Drawdown Comparison
The maximum XDEB.L drawdown since its inception was -19.61%, smaller than the maximum SSAC.L drawdown of -25.43%. Use the drawdown chart below to compare losses from any high point for XDEB.L and SSAC.L.
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Drawdown Indicators
| XDEB.L | SSAC.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.61% | -25.43% | +5.82% |
Max Drawdown (1Y)Largest decline over 1 year | -6.59% | -10.30% | +3.71% |
Max Drawdown (5Y)Largest decline over 5 years | -10.19% | -17.99% | +7.80% |
Max Drawdown (10Y)Largest decline over 10 years | -19.61% | -25.43% | +5.82% |
Current DrawdownCurrent decline from peak | -3.10% | -4.04% | +0.94% |
Average DrawdownAverage peak-to-trough decline | -3.49% | -3.54% | +0.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.98% | 1.86% | +0.12% |
Volatility
XDEB.L vs. SSAC.L - Volatility Comparison
The current volatility for Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.L) is 2.96%, while iShares MSCI ACWI UCITS ETF (Acc) (SSAC.L) has a volatility of 4.52%. This indicates that XDEB.L experiences smaller price fluctuations and is considered to be less risky than SSAC.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.L | SSAC.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.96% | 4.52% | -1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 5.87% | 8.34% | -2.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.24% | 14.03% | -3.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.70% | 13.02% | -3.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.55% | 14.38% | -2.83% |