XDEB.L vs. XDEQ.L
Compare and contrast key facts about Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.L) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L).
XDEB.L and XDEQ.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 Investment S.A. (ETF) that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 5, 2014. XDEQ.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 11, 2014. Both XDEB.L and XDEQ.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.L or XDEQ.L.
Performance
XDEB.L vs. XDEQ.L - Performance Comparison
Returns By Period
In the year-to-date period, XDEB.L achieves a 14.16% return, which is significantly lower than XDEQ.L's 18.50% return. Over the past 10 years, XDEB.L has underperformed XDEQ.L with an annualized return of 9.57%, while XDEQ.L has yielded a comparatively higher 12.80% annualized return.
XDEB.L
14.16%
0.49%
7.96%
16.54%
6.10%
9.57%
XDEQ.L
18.50%
0.90%
6.15%
23.61%
12.65%
12.80%
Key characteristics
| XDEB.L | XDEQ.L | |
|---|---|---|
| Sharpe Ratio | 2.18 | 2.12 |
| Sortino Ratio | 3.27 | 3.05 |
| Omega Ratio | 1.38 | 1.39 |
| Calmar Ratio | 3.03 | 3.58 |
| Martin Ratio | 12.50 | 12.80 |
| Ulcer Index | 1.29% | 1.80% |
| Daily Std Dev | 7.37% | 10.84% |
| Max Drawdown | -19.61% | -23.79% |
| Current Drawdown | -0.86% | -1.24% |
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XDEB.L vs. XDEQ.L - Expense Ratio Comparison
Both XDEB.L and XDEQ.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%.
Correlation
The correlation between XDEB.L and XDEQ.L is 0.85, 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.
Risk-Adjusted Performance
XDEB.L vs. XDEQ.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.L) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.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.L vs. XDEQ.L - Dividend Comparison
Neither XDEB.L nor XDEQ.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.72% |
XDEQ.L Xtrackers MSCI World Quality Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.51% |
Drawdowns
XDEB.L vs. XDEQ.L - Drawdown Comparison
The maximum XDEB.L drawdown since its inception was -19.61%, smaller than the maximum XDEQ.L drawdown of -23.79%. Use the drawdown chart below to compare losses from any high point for XDEB.L and XDEQ.L. For additional features, visit the drawdowns tool.
Volatility
XDEB.L vs. XDEQ.L - Volatility Comparison
The current volatility for Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.L) is 2.54%, while Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L) has a volatility of 2.91%. This indicates that XDEB.L experiences smaller price fluctuations and is considered to be less risky than XDEQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.