XDER.L vs. IWFV.L

Last updated Jun 5, 2026

XDER.L (Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C) and IWFV.L (iShares Edge MSCI World Value Factor UCITS ETF) are both exchange-traded funds - XDER.L is a REIT fund tracking the FTSE EPRA Nareit Developed Europe TR EUR, while IWFV.L is a Global Equities fund tracking the MSCI ACWI Value NR USD. Both are passively managed. Over the past 10 years, XDER.L returned 0.79%/yr vs 13.69%/yr for IWFV.L. At a 0.47 correlation, their price movements are largely independent. XDER.L charges 0.33%/yr vs 0.30%/yr for IWFV.L.

Performance

XDER.L vs. IWFV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (XDER.L) and iShares Edge MSCI World Value Factor UCITS ETF (IWFV.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XDER.L achieves a -1.79% return, which is significantly lower than IWFV.L's 34.52% return. Over the past 10 years, XDER.L has underperformed IWFV.L with an annualized return of 0.79%, while IWFV.L has yielded a comparatively higher 13.69% annualized return.

XDER.L

• 1D: 0.28%
• 1M: -0.05%
• YTD: -1.79%
• 6M: -0.97%
• 1Y: -0.33%
• 3Y*: 6.56%
• 5Y*: -4.50%
• 10Y*: 0.79%

IWFV.L

• 1D: -0.71%
• 1M: 13.23%
• YTD: 34.52%
• 6M: 37.29%
• 1Y: 67.80%
• 3Y*: 26.96%
• 5Y*: 17.48%
• 10Y*: 13.69%

*Multi-year figures are annualized to reflect compound growth (CAGR)

XDER.L vs. IWFV.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XDER.L Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C	-1.79%	11.17%	-7.99%	13.38%	-32.92%	10.39%	-5.98%	22.10%	-7.09%	16.56%
IWFV.L iShares Edge MSCI World Value Factor UCITS ETF	34.52%	30.69%	6.85%	13.02%	0.95%	21.60%	-6.91%	14.69%	-9.34%	12.04%

Correlation

The correlation between XDER.L and IWFV.L is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.37
Correlation (3Y) Calculated over the trailing 3-year period	0.39
Correlation (5Y) Calculated over the trailing 5-year period	0.43
Correlation (10Y) Calculated over the trailing 10-year period	0.44
Correlation (All Time) Calculated using the full available price history since Oct 7, 2014	0.47

The correlation between XDER.L and IWFV.L shifts across timeframes, from 0.37 (1 year) to 0.47 (all time), reflecting how their relationship changes across market environments.

XDER.L vs. IWFV.L - Sectors Allocation Comparison

Sectors	XDER.L	IWFV.L
Real Estate	97.7%	1.8%
Consumer Cyclical	1.0%	7.9%
Financial Services	0.5%	14.8%
Basic Materials	-	3.0%
Communication Services	-	7.6%
Consumer Defensive	-	4.5%
Energy	-	3.8%
Healthcare	-	8.8%
Industrials	-	11.3%
Technology	-	33.9%
Utilities	-	2.5%

Return for Risk

XDER.L vs. IWFV.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XDER.L

XDER.L Risk / Return Rank: 9
XDER.L Sharpe Ratio Rank: 9
XDER.L Sortino Ratio Rank: 9
XDER.L Omega Ratio Rank: 9
XDER.L Calmar Ratio Rank: 9
XDER.L Martin Ratio Rank: 9

IWFV.L

IWFV.L Risk / Return Rank: 97
IWFV.L Sharpe Ratio Rank: 98
IWFV.L Sortino Ratio Rank: 98
IWFV.L Omega Ratio Rank: 97
IWFV.L Calmar Ratio Rank: 96
IWFV.L Martin Ratio Rank: 96

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.

XDER.L vs. IWFV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (XDER.L) and iShares Edge MSCI World Value Factor UCITS ETF (IWFV.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.

	XDER.L	IWFV.L	Difference
Sharpe ratio: Return per unit of total volatility	-0.02	5.02	-5.04
Sortino ratio: Return per unit of downside risk	0.08	6.78	-6.70
Omega ratio: Gain probability vs. loss probability	1.01	1.94	-0.93
Calmar ratio: Return relative to maximum drawdown	-0.02	9.53	-9.55
Martin ratio: Return relative to average drawdown	-0.05	36.85	-36.90
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XDER.L vs. IWFV.L - Sharpe Ratio Comparison

The current XDER.L Sharpe Ratio is -0.02, which is lower than the IWFV.L Sharpe Ratio of 5.02. The chart below compares the historical Sharpe Ratios of XDER.L and IWFV.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.

Sharpe Ratios by Period

	XDER.L	IWFV.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.02	5.02	-5.04
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.21	1.33	-1.55
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.04	0.91	-0.86
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	0.79	-0.48

Drawdowns

XDER.L vs. IWFV.L - Drawdown Comparison

The maximum XDER.L drawdown since its inception was -45.20%, which is greater than IWFV.L's maximum drawdown of -28.79%. Use the drawdown chart below to compare losses from any high point for XDER.L and IWFV.L.

Drawdown Indicators

	XDER.L	IWFV.L	Difference
Max Drawdown Largest peak-to-trough decline	-45.20%	-28.79%	-16.41%
Max Drawdown (1Y) Largest decline over 1 year	-16.58%	-7.08%	-9.50%
Max Drawdown (3Y) Largest decline over 3 years	-19.16%	-13.82%	-5.34%
Max Drawdown (5Y) Largest decline over 5 years	-45.20%	-13.82%	-31.38%
Max Drawdown (10Y) Largest decline over 10 years	-45.20%	-28.79%	-16.41%
Current Drawdown Current decline from peak	-27.03%	-0.71%	-26.32%
Average Drawdown Average peak-to-trough decline	-13.36%	-4.38%	-8.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.26%	1.83%	+4.43%

Volatility

XDER.L vs. IWFV.L - Volatility Comparison

Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (XDER.L) and iShares Edge MSCI World Value Factor UCITS ETF (IWFV.L) have volatilities of 5.38% and 5.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XDER.L	IWFV.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.38%	5.45%	-0.07%
Volatility (6M) Calculated over the trailing 6-month period	13.22%	11.21%	+2.01%
Volatility (1Y) Calculated over the trailing 1-year period	15.53%	13.44%	+2.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.06%	13.10%	+7.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.77%	15.10%	+3.67%

XDER.L vs. IWFV.L - Expense Ratio Comparison

XDER.L has a 0.33% expense ratio, which is higher than IWFV.L's 0.30% expense ratio.

Dividends

XDER.L vs. IWFV.L - Dividend Comparison

Neither XDER.L nor IWFV.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both XDER.L and IWFV.L in my portfolio?

XDER.L and IWFV.L have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XDER.L or IWFV.L?

On fees, IWFV.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XDER.L or IWFV.L?

IWFV.L is cheaper with a 0.30% expense ratio, compared with 0.33% for XDER.L.

What is the main difference between XDER.L and IWFV.L?

XDER.L is categorized as REIT, while IWFV.L is Global Equities. XDER.L tracks FTSE EPRA Nareit Developed Europe TR EUR, while IWFV.L tracks MSCI ACWI Value NR USD. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.33% for XDER.L and 0.30% for IWFV.L.