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

Performance

XDEQ.DE vs. PIOTX - 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 Pioneer Core Equity Fund (PIOTX). The values are adjusted to include any dividend payments, if applicable.

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XDEQ.DE vs. PIOTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDEQ.DE
Xtrackers MSCI World Quality Factor UCITS ETF 1C
-0.10%2.87%23.81%21.83%-14.80%34.41%4.47%34.18%-3.32%8.20%
PIOTX
Pioneer Core Equity Fund
0.64%3.07%21.89%14.64%-12.15%35.22%11.01%34.39%-4.01%9.54%
Different Trading Currencies

XDEQ.DE is traded in EUR, while PIOTX is traded in USD. To make them comparable, the PIOTX 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 -0.10% return, which is significantly lower than PIOTX's 0.64% return. Over the past 10 years, XDEQ.DE has underperformed PIOTX with an annualized return of 11.67%, while PIOTX has yielded a comparatively higher 12.29% annualized return.


XDEQ.DE

1D
0.09%
1M
-2.80%
YTD
-0.10%
6M
2.79%
1Y
8.61%
3Y*
13.75%
5Y*
10.09%
10Y*
11.67%

PIOTX

1D
-0.29%
1M
-2.42%
YTD
0.64%
6M
4.83%
1Y
11.48%
3Y*
11.85%
5Y*
8.99%
10Y*
12.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XDEQ.DE vs. PIOTX - Expense Ratio Comparison

XDEQ.DE has a 0.25% expense ratio, which is lower than PIOTX's 0.88% expense ratio.


Return for Risk

XDEQ.DE vs. PIOTX — 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: 4444
Overall Rank
XDEQ.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XDEQ.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
XDEQ.DE Omega Ratio Rank: 2828
Omega Ratio Rank
XDEQ.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
XDEQ.DE Martin Ratio Rank: 6868
Martin Ratio Rank

PIOTX
PIOTX Risk / Return Rank: 5252
Overall Rank
PIOTX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
PIOTX Sortino Ratio Rank: 5050
Sortino Ratio Rank
PIOTX Omega Ratio Rank: 5353
Omega Ratio Rank
PIOTX Calmar Ratio Rank: 5151
Calmar Ratio Rank
PIOTX Martin Ratio Rank: 5555
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. PIOTX - 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 Pioneer Core Equity Fund (PIOTX). 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.DEPIOTXDifference

Sharpe ratio

Return per unit of total volatility

0.57

0.56

+0.01

Sortino ratio

Return per unit of downside risk

0.85

0.88

-0.03

Omega ratio

Gain probability vs. loss probability

1.13

1.14

-0.02

Calmar ratio

Return relative to maximum drawdown

2.20

0.83

+1.37

Martin ratio

Return relative to average drawdown

7.95

3.38

+4.57

XDEQ.DE vs. PIOTX - Sharpe Ratio Comparison

The current XDEQ.DE Sharpe Ratio is 0.57, which is comparable to the PIOTX Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of XDEQ.DE and PIOTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XDEQ.DEPIOTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

0.56

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.54

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.66

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.40

+0.03

Correlation

The correlation between XDEQ.DE and PIOTX is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XDEQ.DE vs. PIOTX - Dividend Comparison

XDEQ.DE has not paid dividends to shareholders, while PIOTX's dividend yield for the trailing twelve months is around 7.59%.


TTM20252024202320222021202020192018201720162015
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%
PIOTX
Pioneer Core Equity Fund
7.59%7.53%5.87%2.83%7.10%20.38%8.56%3.06%19.73%9.04%1.13%0.74%

Drawdowns

XDEQ.DE vs. PIOTX - Drawdown Comparison

The maximum XDEQ.DE drawdown since its inception was -32.16%, smaller than the maximum PIOTX drawdown of -57.80%. Use the drawdown chart below to compare losses from any high point for XDEQ.DE and PIOTX.


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Drawdown Indicators


XDEQ.DEPIOTXDifference

Max Drawdown

Largest peak-to-trough decline

-32.16%

-66.24%

+34.08%

Max Drawdown (1Y)

Largest decline over 1 year

-8.36%

-8.35%

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-20.59%

-26.49%

+5.90%

Max Drawdown (10Y)

Largest decline over 10 years

-32.16%

-31.79%

-0.37%

Current Drawdown

Current decline from peak

-3.83%

-6.46%

+2.63%

Average Drawdown

Average peak-to-trough decline

-6.60%

-20.26%

+13.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

3.07%

-1.35%

Volatility

XDEQ.DE vs. PIOTX - Volatility Comparison

Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) has a higher volatility of 3.91% compared to Pioneer Core Equity Fund (PIOTX) at 2.92%. This indicates that XDEQ.DE's price experiences larger fluctuations and is considered to be riskier than PIOTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDEQ.DEPIOTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.91%

2.92%

+0.99%

Volatility (6M)

Calculated over the trailing 6-month period

7.70%

9.91%

-2.21%

Volatility (1Y)

Calculated over the trailing 1-year period

15.05%

21.24%

-6.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.14%

16.84%

-2.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.86%

18.57%

-2.71%