XDEQ.DE vs. ACWI
XDEQ.DE (Xtrackers MSCI World Quality Factor UCITS ETF 1C) and ACWI (iShares MSCI ACWI ETF) are both Global Equities funds - XDEQ.DE tracks the MSCI ACWI NR USD while ACWI tracks the MSCI All Country World Index. Both are passively managed. Over the past 10 years, XDEQ.DE returned 12.38%/yr vs 12.57%/yr for ACWI. A 0.57 correlation means they provide meaningful diversification when combined. XDEQ.DE charges 0.25%/yr vs 0.32%/yr for ACWI.
Performance
XDEQ.DE vs. ACWI - Performance Comparison
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Different Trading Currencies
XDEQ.DE is traded in EUR, while ACWI is traded in USD. To make them comparable, the ACWI values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XDEQ.DE achieves a 9.48% return, which is significantly lower than ACWI's 13.75% return. Both investments have delivered pretty close results over the past 10 years, with XDEQ.DE having a 12.38% annualized return and ACWI not far ahead at 12.57%.
XDEQ.DE
- 1D
- 0.79%
- 1M
- 4.30%
- YTD
- 9.48%
- 6M
- 10.18%
- 1Y
- 19.01%
- 3Y*
- 15.18%
- 5Y*
- 11.42%
- 10Y*
- 12.38%
ACWI
- 1D
- 0.16%
- 1M
- 5.15%
- YTD
- 13.75%
- 6M
- 13.38%
- 1Y
- 27.07%
- 3Y*
- 18.15%
- 5Y*
- 12.38%
- 10Y*
- 12.57%
XDEQ.DE vs. ACWI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 9.48% | 2.87% | 23.81% | 21.83% | -14.94% | 34.64% | 4.47% | 34.18% | -3.32% | 7.04% |
ACWI iShares MSCI ACWI ETF | 13.75% | 7.89% | 25.20% | 18.61% | -13.33% | 27.54% | 6.75% | 29.45% | -4.92% | 9.05% |
Correlation
The correlation between XDEQ.DE and ACWI is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2014 | 0.57 |
The correlation between XDEQ.DE and ACWI has been stable across timeframes, ranging from 0.57 to 0.66 - a consistent structural relationship.
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Return for Risk
XDEQ.DE vs. ACWI — Risk / Return Rank
XDEQ.DE
ACWI
XDEQ.DE vs. ACWI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) and iShares MSCI ACWI ETF (ACWI). 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.
| XDEQ.DE | ACWI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.41 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | 3.82 | -0.78 |
| Martin ratioReturn relative to average drawdown | 12.17 | 15.98 | -3.80 |
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
| XDEQ.DE | ACWI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.78 | 2.21 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.82 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | 0.74 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.55 | +0.25 |
Drawdowns
XDEQ.DE vs. ACWI - Drawdown Comparison
The maximum XDEQ.DE drawdown since its inception was -32.16%, smaller than the maximum ACWI drawdown of -45.79%. Use the drawdown chart below to compare losses from any high point for XDEQ.DE and ACWI.
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Drawdown Indicators
| XDEQ.DE | ACWI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.16% | -45.79% | +13.63% |
Max Drawdown (1Y)Largest decline over 1 year | -6.22% | -7.11% | +0.89% |
Max Drawdown (3Y)Largest decline over 3 years | -20.59% | -20.51% | -0.08% |
Max Drawdown (5Y)Largest decline over 5 years | -20.59% | -20.51% | -0.08% |
Max Drawdown (10Y)Largest decline over 10 years | -32.16% | -32.80% | +0.64% |
Current DrawdownCurrent decline from peak | 0.00% | -0.39% | +0.39% |
Average DrawdownAverage peak-to-trough decline | -4.75% | -6.43% | +1.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 1.70% | -0.14% |
Volatility
XDEQ.DE vs. ACWI - Volatility Comparison
The current volatility for Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) is 2.36%, while iShares MSCI ACWI ETF (ACWI) has a volatility of 3.03%. This indicates that XDEQ.DE experiences smaller price fluctuations and is considered to be less risky than ACWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDEQ.DE | ACWI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.36% | 3.03% | -0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 7.32% | 9.28% | -1.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.64% | 12.29% | -1.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.12% | 15.11% | -0.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.35% | 16.96% | -1.61% |
XDEQ.DE vs. ACWI - Expense Ratio Comparison
XDEQ.DE has a 0.25% expense ratio, which is lower than ACWI's 0.32% expense ratio.
Dividends
XDEQ.DE vs. ACWI - Dividend Comparison
XDEQ.DE has not paid dividends to shareholders, while ACWI's dividend yield for the trailing twelve months is around 1.38%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACWI iShares MSCI ACWI ETF | 1.38% | 1.55% | 1.70% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.18% | 1.94% | 2.19% | 2.56% |
XDEQ.DE 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% | 0.00% | 0.00% |
Frequently Asked Questions
XDEQ.DE and ACWI have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEQ.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEQ.DE is cheaper with a 0.25% expense ratio, compared with 0.32% for ACWI.
XDEQ.DE tracks MSCI ACWI NR USD, while ACWI tracks MSCI All Country World Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XDEQ.DE and 0.32% for ACWI.
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