XDEQ.DE vs. XDWD.DE
XDEQ.DE (Xtrackers MSCI World Quality Factor UCITS ETF 1C) and XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) are both Global Equities funds from Xtrackers - XDEQ.DE tracks the MSCI ACWI NR USD while XDWD.DE tracks the MSCI World. Both are passively managed. Over the past 10 years, XDEQ.DE returned 12.38%/yr vs 12.83%/yr for XDWD.DE. Their correlation of 0.87 suggests significant overlap in exposure. XDEQ.DE charges 0.25%/yr vs 0.19%/yr for XDWD.DE.
Performance
XDEQ.DE vs. XDWD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDEQ.DE achieves a 9.48% return, which is significantly lower than XDWD.DE's 10.91% return. Both investments have delivered pretty close results over the past 10 years, with XDEQ.DE having a 12.38% annualized return and XDWD.DE not far ahead at 12.83%.
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%
XDWD.DE
- 1D
- -0.01%
- 1M
- 3.63%
- YTD
- 10.91%
- 6M
- 10.96%
- 1Y
- 23.80%
- 3Y*
- 17.56%
- 5Y*
- 12.89%
- 10Y*
- 12.83%
XDEQ.DE vs. XDWD.DE - 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% |
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 10.91% | 7.85% | 25.98% | 20.18% | -13.67% | 32.74% | 5.48% | 31.27% | -4.94% | 7.84% |
Correlation
The correlation between XDEQ.DE and XDWD.DE is 0.93, 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 | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2014 | 0.87 |
The correlation between XDEQ.DE and XDWD.DE has been stable across timeframes, ranging from 0.87 to 0.97 - a consistent structural relationship.
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Return for Risk
XDEQ.DE vs. XDWD.DE — Risk / Return Rank
XDEQ.DE
XDWD.DE
XDEQ.DE vs. XDWD.DE - 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 Xtrackers MSCI World UCITS ETF 1C (XDWD.DE). 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 | XDWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.40 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | 3.63 | -0.59 |
| Martin ratioReturn relative to average drawdown | 12.17 | 14.44 | -2.27 |
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 | XDWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.78 | 2.14 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.90 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | 0.84 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.78 | +0.02 |
Drawdowns
XDEQ.DE vs. XDWD.DE - Drawdown Comparison
The maximum XDEQ.DE drawdown since its inception was -32.16%, roughly equal to the maximum XDWD.DE drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for XDEQ.DE and XDWD.DE.
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Drawdown Indicators
| XDEQ.DE | XDWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.16% | -33.55% | +1.39% |
Max Drawdown (1Y)Largest decline over 1 year | -6.22% | -6.54% | +0.32% |
Max Drawdown (3Y)Largest decline over 3 years | -20.59% | -21.64% | +1.05% |
Max Drawdown (5Y)Largest decline over 5 years | -20.59% | -21.64% | +1.05% |
Max Drawdown (10Y)Largest decline over 10 years | -32.16% | -33.55% | +1.39% |
Current DrawdownCurrent decline from peak | 0.00% | -0.33% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -4.75% | -4.55% | -0.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 1.65% | -0.09% |
Volatility
XDEQ.DE vs. XDWD.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) is 2.36%, while Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) has a volatility of 2.60%. This indicates that XDEQ.DE experiences smaller price fluctuations and is considered to be less risky than XDWD.DE 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 | XDWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.36% | 2.60% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 7.32% | 7.77% | -0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.64% | 11.12% | -0.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.12% | 14.13% | -0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.35% | 15.16% | +0.19% |
XDEQ.DE vs. XDWD.DE - Expense Ratio Comparison
XDEQ.DE has a 0.25% expense ratio, which is higher than XDWD.DE's 0.19% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XDEQ.DE vs. XDWD.DE - Dividend Comparison
Neither XDEQ.DE nor XDWD.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.93, XDEQ.DE and XDWD.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, XDWD.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWD.DE is cheaper with a 0.19% expense ratio, compared with 0.25% for XDEQ.DE.
XDEQ.DE tracks MSCI ACWI NR USD, while XDWD.DE tracks MSCI World. Their fees differ too: 0.25% for XDEQ.DE and 0.19% for XDWD.DE.
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