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XDEQ.DE vs. IQDG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDEQ.DE vs. IQDG - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) and WisdomTree International Quality Dividend Growth Fund (IQDG). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XDEQ.DE is traded in EUR, while IQDG is traded in USD. To make them comparable, the IQDG 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 higher than IQDG's 3.91% return. Over the past 10 years, XDEQ.DE has outperformed IQDG with an annualized return of 12.38%, while IQDG has yielded a comparatively lower 7.19% annualized return.


XDEQ.DE

1D
0.79%
1M
3.10%
YTD
9.48%
6M
9.63%
1Y
19.01%
3Y*
15.18%
5Y*
11.42%
10Y*
12.38%

IQDG

1D
-1.61%
1M
-0.45%
YTD
3.91%
6M
5.54%
1Y
9.70%
3Y*
7.15%
5Y*
4.65%
10Y*
7.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDEQ.DE vs. IQDG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
IQDG
WisdomTree International Quality Dividend Growth Fund
3.91%9.45%3.00%17.14%-15.01%20.68%6.97%32.97%-12.90%14.58%

Correlation

The correlation between XDEQ.DE and IQDG is 0.58, 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

0.58

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

0.54

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

0.56

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

0.56

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2016

0.55

The correlation between XDEQ.DE and IQDG has been stable across timeframes, ranging from 0.54 to 0.58 - a consistent structural relationship.

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Return for Risk

XDEQ.DE vs. IQDG — Risk / Return Rank

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

XDEQ.DE
XDEQ.DE Risk / Return Rank: 5858
Overall Rank
XDEQ.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
XDEQ.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
XDEQ.DE Omega Ratio Rank: 5555
Omega Ratio Rank
XDEQ.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
XDEQ.DE Martin Ratio Rank: 6767
Martin Ratio Rank

IQDG
IQDG Risk / Return Rank: 2121
Overall Rank
IQDG Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
IQDG Sortino Ratio Rank: 2020
Sortino Ratio Rank
IQDG Omega Ratio Rank: 2020
Omega Ratio Rank
IQDG Calmar Ratio Rank: 2020
Calmar Ratio Rank
IQDG Martin Ratio Rank: 2323
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.

XDEQ.DE vs. IQDG - 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 WisdomTree International Quality Dividend Growth Fund (IQDG). 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.DEIQDGDifference
Sharpe ratioReturn per unit of total volatility

+1.11

Sortino ratioReturn per unit of downside risk

+1.52

Omega ratioGain probability vs. loss probability

1.34

1.13

+0.21

Calmar ratioReturn relative to maximum drawdown

3.04

0.91

+2.13

Martin ratioReturn relative to average drawdown

12.17

3.15

+9.02

XDEQ.DE vs. IQDG - Sharpe Ratio Comparison

The current XDEQ.DE Sharpe Ratio is 1.78, which is higher than the IQDG Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of XDEQ.DE and IQDG, 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


XDEQ.DEIQDGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.78

0.67

+1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.31

+0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.44

+0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.47

+0.33

Drawdowns

XDEQ.DE vs. IQDG - Drawdown Comparison

The maximum XDEQ.DE drawdown since its inception was -32.16%, roughly equal to the maximum IQDG drawdown of -30.91%. Use the drawdown chart below to compare losses from any high point for XDEQ.DE and IQDG.


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Drawdown Indicators


XDEQ.DEIQDGDifference

Max Drawdown

Largest peak-to-trough decline

-32.16%

-30.91%

-1.25%

Max Drawdown (1Y)

Largest decline over 1 year

-6.22%

-10.69%

+4.47%

Max Drawdown (3Y)

Largest decline over 3 years

-20.59%

-19.31%

-1.28%

Max Drawdown (5Y)

Largest decline over 5 years

-20.59%

-21.31%

+0.72%

Max Drawdown (10Y)

Largest decline over 10 years

-32.16%

-30.91%

-1.25%

Current Drawdown

Current decline from peak

0.00%

-2.66%

+2.66%

Average Drawdown

Average peak-to-trough decline

-4.75%

-4.99%

+0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.56%

3.09%

-1.53%

Volatility

XDEQ.DE vs. IQDG - Volatility Comparison

The current volatility for Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) is 2.36%, while WisdomTree International Quality Dividend Growth Fund (IQDG) has a volatility of 3.76%. This indicates that XDEQ.DE experiences smaller price fluctuations and is considered to be less risky than IQDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDEQ.DEIQDGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.36%

3.76%

-1.40%

Volatility (6M)

Calculated over the trailing 6-month period

7.32%

11.89%

-4.57%

Volatility (1Y)

Calculated over the trailing 1-year period

10.64%

14.54%

-3.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.12%

15.26%

-1.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.35%

16.24%

-0.89%

XDEQ.DE vs. IQDG - Expense Ratio Comparison

XDEQ.DE has a 0.25% expense ratio, which is lower than IQDG's 0.42% expense ratio.


Dividends

XDEQ.DE vs. IQDG - Dividend Comparison

XDEQ.DE has not paid dividends to shareholders, while IQDG's dividend yield for the trailing twelve months is around 2.17%.


PositionTTM2025202420232022202120202019201820172016
IQDG
WisdomTree International Quality Dividend Growth Fund
2.17%2.28%2.60%1.76%4.18%2.67%1.65%1.95%1.96%1.71%1.35%
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%

Frequently Asked Questions


XDEQ.DE and IQDG have a correlation of 0.58, 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 0.42% for IQDG.

XDEQ.DE is categorized as Global Equities, while IQDG is Foreign Large Cap Equities. XDEQ.DE tracks MSCI ACWI NR USD, while IQDG tracks WisdomTree International Quality Dividend Growth Index. They also come from different issuers: Xtrackers and WisdomTree. Their fees differ too: 0.25% for XDEQ.DE and 0.42% for IQDG.

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