XDEQ.DE vs. XG12.DE
XDEQ.DE (Xtrackers MSCI World Quality Factor UCITS ETF 1C) and XG12.DE (Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C) are both Global Equities funds from Xtrackers - XDEQ.DE tracks the MSCI ACWI NR USD while XG12.DE tracks the MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select. Both are passively managed. Over the past 3 years, XDEQ.DE returned 15.18%/yr vs 12.73%/yr for XG12.DE. A 0.67 correlation means they provide meaningful diversification when combined. XDEQ.DE charges 0.25%/yr vs 0.35%/yr for XG12.DE.
Performance
XDEQ.DE vs. XG12.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XDEQ.DE achieves a 9.48% return, which is significantly lower than XG12.DE's 39.92% 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%
XG12.DE
- 1D
- -0.39%
- 1M
- 8.41%
- YTD
- 39.92%
- 6M
- 37.25%
- 1Y
- 53.56%
- 3Y*
- 12.73%
- 5Y*
- —
- 10Y*
- —
XDEQ.DE vs. XG12.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 9.48% | 2.87% | 23.81% | 21.83% | -4.98% |
XG12.DE Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C | 39.92% | 8.69% | -4.44% | -8.34% | -5.33% |
Correlation
The correlation between XDEQ.DE and XG12.DE is 0.73, 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 | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2022 | 0.67 |
The correlation between XDEQ.DE and XG12.DE has been stable across timeframes, ranging from 0.65 to 0.73 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XDEQ.DE vs. XG12.DE — Risk / Return Rank
XDEQ.DE
XG12.DE
XDEQ.DE vs. XG12.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 Global SDG 12 Circular Economy UCITS ETF 1C (XG12.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 | XG12.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.55 | ||
| Sortino ratioReturn per unit of downside risk | -2.01 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.59 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | 7.95 | -4.91 |
| Martin ratioReturn relative to average drawdown | 12.17 | 25.46 | -13.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XDEQ.DE | XG12.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.78 | 3.33 | -1.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.39 | +0.41 |
Drawdowns
XDEQ.DE vs. XG12.DE - Drawdown Comparison
The maximum XDEQ.DE drawdown since its inception was -32.16%, roughly equal to the maximum XG12.DE drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for XDEQ.DE and XG12.DE.
Loading charts...
Drawdown Indicators
| XDEQ.DE | XG12.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.16% | -32.01% | -0.15% |
Max Drawdown (1Y)Largest decline over 1 year | -6.22% | -6.77% | +0.55% |
Max Drawdown (3Y)Largest decline over 3 years | -20.59% | -24.98% | +4.39% |
Max Drawdown (5Y)Largest decline over 5 years | -20.59% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -32.16% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.67% | +1.67% |
Average DrawdownAverage peak-to-trough decline | -4.75% | -14.28% | +9.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 2.12% | -0.56% |
Volatility
XDEQ.DE vs. XG12.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) is 2.36%, while Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C (XG12.DE) has a volatility of 6.86%. This indicates that XDEQ.DE experiences smaller price fluctuations and is considered to be less risky than XG12.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XDEQ.DE | XG12.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.36% | 6.86% | -4.50% |
Volatility (6M)Calculated over the trailing 6-month period | 7.32% | 12.62% | -5.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.64% | 16.18% | -5.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.12% | 17.44% | -3.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.35% | 17.44% | -2.09% |
XDEQ.DE vs. XG12.DE - Expense Ratio Comparison
XDEQ.DE has a 0.25% expense ratio, which is lower than XG12.DE's 0.35% expense ratio.
Dividends
XDEQ.DE vs. XG12.DE - Dividend Comparison
Neither XDEQ.DE nor XG12.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEQ.DE and XG12.DE have a correlation of 0.73, 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 0.35% for XG12.DE.
XDEQ.DE tracks MSCI ACWI NR USD, while XG12.DE tracks MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select. Their fees differ too: 0.25% for XDEQ.DE and 0.35% for XG12.DE.
Find the right allocation for XDEQ.DE and XG12.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer