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XDEQ.L vs. IEFV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XDEQ.L vs. IEFV.L

Last updated Jun 9, 2026

XDEQ.L (Xtrackers MSCI World Quality Factor UCITS ETF 1C) and IEFV.L (iShares Edge MSCI Europe Value Factor UCITS ETF) are both exchange-traded funds - XDEQ.L is a Global Equities fund tracking the MSCI ACWI NR USD, while IEFV.L is a Europe Equities fund tracking the MSCI Europe Value NR EUR. Both are passively managed. Over the past 10 years, XDEQ.L returned 13.42%/yr vs 12.02%/yr for IEFV.L. A 0.69 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.

Performance

XDEQ.L vs. IEFV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L) and iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L). 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.L achieves a 8.07% return, which is significantly lower than IEFV.L's 11.85% return. Over the past 10 years, XDEQ.L has outperformed IEFV.L with an annualized return of 13.42%, while IEFV.L has yielded a comparatively lower 12.02% annualized return.

XDEQ.L

1D
-0.11%
1M
2.87%
YTD
8.07%
6M
8.54%
1Y
20.96%
3Y*
15.64%
5Y*
11.29%
10Y*
13.42%

IEFV.L

1D
-0.12%
1M
3.20%
YTD
11.85%
6M
14.76%
1Y
33.90%
3Y*
21.37%
5Y*
14.28%
10Y*
12.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDEQ.L vs. IEFV.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XDEQ.L
Xtrackers MSCI World Quality Factor UCITS ETF 1C		8.07%7.52%18.91%19.22%-9.44%25.15%10.98%26.01%-2.33%12.55%
IEFV.L
iShares Edge MSCI Europe Value Factor UCITS ETF		11.85%42.20%5.40%11.41%1.47%18.58%-3.74%15.71%-12.67%14.28%

Correlation

The correlation between XDEQ.L and IEFV.L 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 (3Y)
Calculated over the trailing 3-year period

0.51

Correlation (5Y)
Calculated over the trailing 5-year period

0.58

Correlation (10Y)
Calculated over the trailing 10-year period

0.66

Correlation (All Time)
Calculated using the full available price history since Jan 19, 2015

0.69

The correlation between XDEQ.L and IEFV.L shifts across timeframes, from 0.51 (3 years) to 0.69 (all time), reflecting how their relationship changes across market environments.

XDEQ.L vs. IEFV.L - Sectors Allocation Comparison

Sectors
XDEQ.L
IEFV.L

Technology

30.4%
12.1%

Financial Services

14.7%
22.6%

Industrials

10.1%
17.4%

Healthcare

9.2%
12.5%

Communication Services

9.1%
3.8%

Consumer Cyclical

8.9%
6.6%

Consumer Defensive

5.3%
8.6%

Energy

4.6%
5.0%

Basic Materials

3.2%
6.3%

Utilities

2.7%
4.4%

Real Estate

1.7%
0.7%

Technology

XDEQ.L
30.4%
IEFV.L
12.1%

Financial Services

XDEQ.L
14.7%
IEFV.L
22.6%

Industrials

XDEQ.L
10.1%
IEFV.L
17.4%

Healthcare

XDEQ.L
9.2%
IEFV.L
12.5%

Communication Services

XDEQ.L
9.1%
IEFV.L
3.8%

Consumer Cyclical

XDEQ.L
8.9%
IEFV.L
6.6%

Consumer Defensive

XDEQ.L
5.3%
IEFV.L
8.6%

Energy

XDEQ.L
4.6%
IEFV.L
5.0%

Basic Materials

XDEQ.L
3.2%
IEFV.L
6.3%

Utilities

XDEQ.L
2.7%
IEFV.L
4.4%

Real Estate

XDEQ.L
1.7%
IEFV.L
0.7%

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Xtrackers MSCI World Quality Factor UCITS ETF 1C

iShares Edge MSCI Europe Value Factor UCITS ETF

Often compared with XDEQ.L:
XDEQ.L vs. IWQU.LXDEQ.L vs. VWCE.DEXDEQ.L vs. SWDA.LXDEQ.L vs. SPYXDEQ.L vs. XDEV.LXDEQ.L vs. GGRG.LXDEQ.L vs. HSJP.L
Often compared with IEFV.L:
IEFV.L vs. EVAL.LIEFV.L vs. BRK-BIEFV.L vs. NASL.LIEFV.L vs. SMEA.LIEFV.L vs. UC96.LIEFV.L vs. XDAX.LIEFV.L vs. EFV

Return for Risk

XDEQ.L vs. IEFV.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XDEQ.L
XDEQ.L Risk / Return Rank: 7373
Overall Rank
XDEQ.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
XDEQ.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
XDEQ.L Omega Ratio Rank: 7575
Omega Ratio Rank
XDEQ.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
XDEQ.L Martin Ratio Rank: 7474
Martin Ratio Rank
IEFV.L
IEFV.L Risk / Return Rank: 7979
Overall Rank
IEFV.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IEFV.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
IEFV.L Omega Ratio Rank: 8585
Omega Ratio Rank
IEFV.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
IEFV.L Martin Ratio Rank: 7070
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.L vs. IEFV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L) and iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L). 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.LIEFV.LDifference
Sharpe ratioReturn per unit of total volatility
2.13
2.54

-0.41

Sortino ratioReturn per unit of downside risk
3.00
3.45

-0.45

Omega ratioGain probability vs. loss probability

1.40

1.46

-0.06

Calmar ratioReturn relative to maximum drawdown

3.02

3.19

-0.17

Martin ratioReturn relative to average drawdown

12.54

11.73

+0.81

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XDEQ.L vs. IEFV.L - Sharpe Ratio Comparison

The current XDEQ.L Sharpe Ratio is 2.13, which is comparable to the IEFV.L Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of XDEQ.L and IEFV.L, 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.LIEFV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

2.54

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.84

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.68

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.56

-0.29

Drawdowns

XDEQ.L vs. IEFV.L - Drawdown Comparison

The maximum XDEQ.L drawdown since its inception was -44.31%, which is greater than IEFV.L's maximum drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for XDEQ.L and IEFV.L.

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Drawdown Indicators

XDEQ.LIEFV.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.31%

-34.64%

-9.67%

Max Drawdown (1Y)

Largest decline over 1 year

-6.90%

-10.57%

+3.67%

Max Drawdown (3Y)

Largest decline over 3 years

-20.24%

-15.02%

-5.22%

Max Drawdown (5Y)

Largest decline over 5 years

-20.24%

-16.16%

-4.08%

Max Drawdown (10Y)

Largest decline over 10 years

-24.31%

-34.64%

+10.33%

Current Drawdown

Current decline from peak

-0.52%

-1.66%

+1.14%

Average Drawdown

Average peak-to-trough decline

-12.46%

-6.21%

-6.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

2.88%

-1.21%

Volatility

XDEQ.L vs. IEFV.L - Volatility Comparison

The current volatility for Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L) is 2.33%, while iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L) has a volatility of 3.71%. This indicates that XDEQ.L experiences smaller price fluctuations and is considered to be less risky than IEFV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XDEQ.LIEFV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.33%

3.71%

-1.38%

Volatility (6M)

Calculated over the trailing 6-month period

7.11%

10.75%

-3.64%

Volatility (1Y)

Calculated over the trailing 1-year period

9.83%

13.32%

-3.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.16%

17.08%

+2.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.54%

17.63%

+2.91%

XDEQ.L vs. IEFV.L - Expense Ratio Comparison

Both XDEQ.L and IEFV.L 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.L vs. IEFV.L - Dividend Comparison

Neither XDEQ.L nor IEFV.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

XDEQ.L and IEFV.L 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.L and IEFV.L have the same expense ratio: 0.25% per year.

XDEQ.L is categorized as Global Equities, while IEFV.L is Europe Equities. XDEQ.L tracks MSCI ACWI NR USD, while IEFV.L tracks MSCI Europe Value NR EUR. They also come from different issuers: Xtrackers and iShares.

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