XDEQ.DE vs. XSVT.DE
XDEQ.DE (Xtrackers MSCI World Quality Factor UCITS ETF 1C) and XSVT.DE (Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C) are both exchange-traded funds - XDEQ.DE is a Global Equities fund tracking the MSCI ACWI NR USD, while XSVT.DE is a Commodities fund tracking the Bloomberg ex-Agriculture and Livestock 15/30 Capped 3 Month Forward. Both are passively managed. Over the past 3 years, XDEQ.DE returned 15.18%/yr vs 16.36%/yr for XSVT.DE. At a 0.16 correlation, their price movements are largely independent. XDEQ.DE charges 0.25%/yr vs 0.29%/yr for XSVT.DE.
Performance
XDEQ.DE vs. XSVT.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 XSVT.DE's 21.63% 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%
XSVT.DE
- 1D
- -0.53%
- 1M
- 3.03%
- YTD
- 21.63%
- 6M
- 24.91%
- 1Y
- 42.37%
- 3Y*
- 16.36%
- 5Y*
- —
- 10Y*
- —
XDEQ.DE vs. XSVT.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% | -5.93% |
XSVT.DE Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C | 21.63% | 14.36% | 15.10% | -12.67% | 14.63% |
Correlation
The correlation between XDEQ.DE and XSVT.DE is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2022 | 0.16 |
The correlation between XDEQ.DE and XSVT.DE shifts across timeframes, from -0.02 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDEQ.DE vs. XSVT.DE — Risk / Return Rank
XDEQ.DE
XSVT.DE
XDEQ.DE vs. XSVT.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 Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XSVT.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 | XSVT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.41 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | 4.58 | -1.54 |
| Martin ratioReturn relative to average drawdown | 12.17 | 10.89 | +1.29 |
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 | XSVT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.78 | 2.31 | -0.53 |
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 | 0.61 | +0.19 |
Drawdowns
XDEQ.DE vs. XSVT.DE - Drawdown Comparison
The maximum XDEQ.DE drawdown since its inception was -32.16%, which is greater than XSVT.DE's maximum drawdown of -27.57%. Use the drawdown chart below to compare losses from any high point for XDEQ.DE and XSVT.DE.
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Drawdown Indicators
| XDEQ.DE | XSVT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.16% | -27.57% | -4.59% |
Max Drawdown (1Y)Largest decline over 1 year | -6.22% | -9.35% | +3.13% |
Max Drawdown (3Y)Largest decline over 3 years | -20.59% | -15.97% | -4.62% |
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% | -1.81% | +1.81% |
Average DrawdownAverage peak-to-trough decline | -4.75% | -14.41% | +9.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 3.95% | -2.39% |
Volatility
XDEQ.DE vs. XSVT.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) is 2.36%, while Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XSVT.DE) has a volatility of 4.33%. This indicates that XDEQ.DE experiences smaller price fluctuations and is considered to be less risky than XSVT.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 | XSVT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.36% | 4.33% | -1.97% |
Volatility (6M)Calculated over the trailing 6-month period | 7.32% | 15.57% | -8.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.64% | 18.53% | -7.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.12% | 18.83% | -4.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.35% | 18.83% | -3.48% |
XDEQ.DE vs. XSVT.DE - Expense Ratio Comparison
XDEQ.DE has a 0.25% expense ratio, which is lower than XSVT.DE's 0.29% expense ratio.
Dividends
XDEQ.DE vs. XSVT.DE - Dividend Comparison
Neither XDEQ.DE nor XSVT.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEQ.DE and XSVT.DE have a correlation of -0.02, 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 0.29% for XSVT.DE.
XDEQ.DE is categorized as Global Equities, while XSVT.DE is Commodities. XDEQ.DE tracks MSCI ACWI NR USD, while XSVT.DE tracks Bloomberg ex-Agriculture and Livestock 15/30 Capped 3 Month Forward. Their fees differ too: 0.25% for XDEQ.DE and 0.29% for XSVT.DE.
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