XDEQ.DE vs. XWEB.DE
XDEQ.DE (Xtrackers MSCI World Quality Factor UCITS ETF 1C) and XWEB.DE (Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C) are both Global Equities funds from Xtrackers - XDEQ.DE tracks the MSCI ACWI NR USD while XWEB.DE tracks the MSCI World Minimum Volatility Low Carbon SRI Screened Select. Both are passively managed. Over the past year, XDEQ.DE returned 19.01% vs 3.62% for XWEB.DE. A 0.70 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.
Performance
XDEQ.DE vs. XWEB.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 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*
- —
XDEQ.DE vs. XWEB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
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
XDEQ.DE
XWEB.DE
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.DE | XWEB.DE | Difference | |
|---|---|---|---|
| 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 |
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 | XWEB.DE | Difference | |
|---|---|---|---|
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.DE | XWEB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -3.10% | +3.10% |
Average DrawdownAverage peak-to-trough decline | -4.75% | -3.02% | -1.73% |
Ulcer IndexDepth 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.DE | XWEB.DE | Difference | |
|---|---|---|---|
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.
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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