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

Performance

XDEQ.DE vs. XWEB.DE - 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 Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C (XWEB.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XDEQ.DE achieves a 9.48% return, which is significantly higher than XWEB.DE's 1.64% 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%

XWEB.DE

1D
0.38%
1M
1.08%
YTD
1.64%
6M
1.64%
1Y
3.62%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDEQ.DE vs. XWEB.DE - Yearly Performance Comparison


2026 (YTD)202520242023
XDEQ.DE
Xtrackers MSCI World Quality Factor UCITS ETF 1C
9.48%2.87%23.81%9.21%
XWEB.DE
Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C
1.64%1.61%16.94%4.70%

Correlation

The correlation between XDEQ.DE and XWEB.DE is 0.64, 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

0.64

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2023

0.70

The correlation between XDEQ.DE and XWEB.DE has been stable across timeframes, ranging from 0.64 to 0.70 - a consistent structural relationship.

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Return for Risk

XDEQ.DE vs. XWEB.DE — 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: 5858
Overall Rank
XDEQ.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
XDEQ.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
XDEQ.DE Omega Ratio Rank: 5555
Omega Ratio Rank
XDEQ.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
XDEQ.DE Martin Ratio Rank: 6767
Martin Ratio Rank

XWEB.DE
XWEB.DE Risk / Return Rank: 1515
Overall Rank
XWEB.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
XWEB.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
XWEB.DE Omega Ratio Rank: 1414
Omega Ratio Rank
XWEB.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
XWEB.DE Martin Ratio Rank: 1616
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. XWEB.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 Minimum Volatility ESG UCITS ETF 1C (XWEB.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.DEXWEB.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.37

Sortino ratioReturn per unit of downside risk

+1.94

Omega ratioGain probability vs. loss probability

1.34

1.07

+0.26

Calmar ratioReturn relative to maximum drawdown

3.04

0.63

+2.41

Martin ratioReturn relative to average drawdown

12.17

1.53

+10.65

XDEQ.DE vs. XWEB.DE - Sharpe Ratio Comparison

The current XDEQ.DE Sharpe Ratio is 1.78, which is higher than the XWEB.DE Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of XDEQ.DE and XWEB.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XDEQ.DEXWEB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.78

0.41

+1.37

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

0.89

-0.09

Drawdowns

XDEQ.DE vs. XWEB.DE - Drawdown Comparison

The maximum XDEQ.DE drawdown since its inception was -32.16%, which is greater than XWEB.DE's maximum drawdown of -14.46%. Use the drawdown chart below to compare losses from any high point for XDEQ.DE and XWEB.DE.


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Drawdown Indicators


XDEQ.DEXWEB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.16%

-14.46%

-17.70%

Max Drawdown (1Y)

Largest decline over 1 year

-6.22%

-5.03%

-1.19%

Max Drawdown (3Y)

Largest decline over 3 years

-20.59%

Max Drawdown (5Y)

Largest decline over 5 years

-20.59%

Max Drawdown (10Y)

Largest decline over 10 years

-32.16%

Current Drawdown

Current decline from peak

0.00%

-3.10%

+3.10%

Average Drawdown

Average peak-to-trough decline

-4.75%

-3.02%

-1.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.56%

2.10%

-0.54%

Volatility

XDEQ.DE vs. XWEB.DE - Volatility Comparison

Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) has a higher volatility of 2.36% compared to Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C (XWEB.DE) at 2.21%. This indicates that XDEQ.DE's price experiences larger fluctuations and is considered to be riskier than XWEB.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.DEXWEB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.36%

2.21%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

7.32%

5.37%

+1.95%

Volatility (1Y)

Calculated over the trailing 1-year period

10.64%

7.78%

+2.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.12%

9.49%

+4.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.35%

9.49%

+5.86%

XDEQ.DE vs. XWEB.DE - Expense Ratio Comparison

Both XDEQ.DE and XWEB.DE 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. XWEB.DE - Dividend Comparison

Neither XDEQ.DE nor XWEB.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XDEQ.DE and XWEB.DE have a correlation of 0.64, 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 XWEB.DE have the same expense ratio: 0.25% per year.

XDEQ.DE tracks MSCI ACWI NR USD, while XWEB.DE tracks MSCI World Minimum Volatility Low Carbon SRI Screened Select.

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