XDEQ.DE vs. UC99.L
XDEQ.DE (Xtrackers MSCI World Quality Factor UCITS ETF 1C) and UC99.L (UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis) are both exchange-traded funds - XDEQ.DE is a Global Equities fund tracking the MSCI ACWI NR USD, while UC99.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD. Both are passively managed. Over the past 10 years, XDEQ.DE returned 12.19%/yr vs 15.54%/yr for UC99.L. Their correlation of 0.87 suggests significant overlap in exposure. Both charge a 0.25% expense ratio.
Performance
XDEQ.DE vs. UC99.L - Performance Comparison
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Different Trading Currencies
XDEQ.DE is traded in EUR, while UC99.L is traded in GBp. To make them comparable, the UC99.L 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 12.57% return, which is significantly lower than UC99.L's 13.80% return. Over the past 10 years, XDEQ.DE has underperformed UC99.L with an annualized return of 12.19%, while UC99.L has yielded a comparatively higher 15.54% annualized return.
XDEQ.DE
- 1D
- 0.15%
- 1M
- 1.66%
- 6M
- 10.45%
- YTD
- 12.57%
- 1Y
- 22.01%
- 3Y*
- 15.57%
- 5Y*
- 10.70%
- 10Y*
- 12.19%
- ALL TIME*
- 9.57%
UC99.L
- 1D
- -0.09%
- 1M
- 1.73%
- 6M
- 12.89%
- YTD
- 13.80%
- 1Y
- 26.33%
- 3Y*
- 18.21%
- 5Y*
- 13.04%
- 10Y*
- 15.54%
- ALL TIME*
- 15.75%
XDEQ.DE vs. UC99.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 12.57% | 2.87% | 23.81% | 21.83% | -14.80% | 34.39% | 4.48% | 34.18% | -3.32% | 8.20% |
UC99.L UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis | 13.80% | 3.53% | 29.50% | 31.56% | -18.82% | 38.28% | 11.32% | 42.19% | 0.45% | 9.53% |
Correlation
The correlation between XDEQ.DE and UC99.L is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2015 | 0.87 |
The correlation between XDEQ.DE and UC99.L has been stable across timeframes, ranging from 0.86 to 0.89 - a consistent structural relationship.
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Return for Risk
XDEQ.DE vs. UC99.L — Risk / Return Rank
XDEQ.DE
UC99.L
XDEQ.DE vs. UC99.L - 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 UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UC99.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XDEQ.DE | UC99.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.36 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.52 | 2.78 | +0.74 |
| Martin ratioReturn relative to average drawdown | 14.82 | 10.01 | +4.82 |
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Drawdowns
XDEQ.DE vs. UC99.L - Drawdown Comparison
The maximum XDEQ.DE drawdown since its inception was -32.18%, which is greater than UC99.L's maximum drawdown of -29.76%. Use the drawdown chart below to compare losses from any high point for XDEQ.DE and UC99.L.
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Drawdown Indicators
| XDEQ.DE | UC99.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.18% | -29.76% | -2.42% |
Max Drawdown (1Y)Largest decline over 1 year | -6.22% | -9.43% | +3.21% |
Max Drawdown (3Y)Largest decline over 3 years | -20.59% | -24.23% | +3.64% |
Max Drawdown (5Y)Largest decline over 5 years | -20.59% | -24.23% | +3.64% |
Max Drawdown (10Y)Largest decline over 10 years | -32.18% | -29.76% | -2.42% |
Current DrawdownCurrent decline from peak | -1.07% | -1.20% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -6.53% | -4.95% | -1.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.48% | 2.62% | -1.14% |
Volatility
XDEQ.DE vs. UC99.L - Volatility Comparison
The current volatility for Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) is 2.75%, while UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UC99.L) has a volatility of 3.67%. This indicates that XDEQ.DE experiences smaller price fluctuations and is considered to be less risky than UC99.L 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 | UC99.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.75% | 3.67% | -0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 7.28% | 9.19% | -1.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.55% | 13.03% | -2.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 16.87% | -2.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.82% | 16.99% | -1.17% |
XDEQ.DE vs. UC99.L - Expense Ratio Comparison
Both XDEQ.DE and UC99.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%.
Dividends
XDEQ.DE vs. UC99.L - Dividend Comparison
XDEQ.DE has not paid dividends to shareholders, while UC99.L's dividend yield for the trailing twelve months is around 0.41%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
UC99.L UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis | 0.41% | 0.46% | 0.67% | 0.85% | 0.79% | 0.78% | 0.98% | 0.78% | 1.27% | 0.93% | 1.00% |
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 UC99.L have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XDEQ.DE and UC99.L have the same expense ratio: 0.25% per year.
XDEQ.DE is categorized as Global Equities, while UC99.L is Large Cap Blend Equities. XDEQ.DE tracks MSCI ACWI NR USD, while UC99.L tracks Russell 1000 TR USD. They also come from different issuers: Xtrackers and UBS.
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