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XDEV.DE vs. AIL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XDEV.DE vs. AIL.DE

Last updated Jun 13, 2026

XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) is Global Equities fund tracking the MSCI ACWI Value NR USD, while AIL.DE (Air Liquide SA) is a stock. Over the past 10 years, XDEV.DE returned 12.69%/yr vs 19.36%/yr for AIL.DE. At a 0.45 correlation, their price movements are largely independent.

Performance

XDEV.DE vs. AIL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) and Air Liquide SA (AIL.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, XDEV.DE achieves a 34.69% return, which is significantly higher than AIL.DE's 29.57% return. Over the past 10 years, XDEV.DE has underperformed AIL.DE with an annualized return of 12.69%, while AIL.DE has yielded a comparatively higher 19.36% annualized return.

XDEV.DE

1D
2.90%
1M
7.03%
YTD
34.69%
6M
37.13%
1Y
62.50%
3Y*
25.51%
5Y*
17.23%
10Y*
12.69%

AIL.DE

1D
1.93%
1M
6.79%
YTD
29.57%
6M
31.19%
1Y
13.11%
3Y*
18.18%
5Y*
18.78%
10Y*
19.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDEV.DE vs. AIL.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XDEV.DE
Xtrackers MSCI World Value Factor UCITS ETF 1C		34.69%24.74%11.64%15.69%-4.81%30.64%-12.50%22.05%-10.40%7.82%
AIL.DE
Air Liquide SA		29.57%5.64%8.44%34.97%8.04%16.88%10.01%48.66%4.49%15.05%

Correlation

The correlation between XDEV.DE and AIL.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.38

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

0.45

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

0.45

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2014

0.45

The correlation between XDEV.DE and AIL.DE shifts across timeframes, from 0.32 (1 year) to 0.45 (all time), reflecting how their relationship changes across market environments.

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Xtrackers MSCI World Value Factor UCITS ETF 1C

Air Liquide SA

Often compared with XDEV.DE:
XDEV.DE vs. SXR8.DEXDEV.DE vs. VWCE.DEXDEV.DE vs. IWDA.LXDEV.DE vs. XNAS.DEXDEV.DE vs. SPYXDEV.DE vs. VOOXDEV.DE vs. QDIV
Often compared with AIL.DE:
AIL.DE vs. 0OFM.LAIL.DE vs. TTEAIL.DE vs. SPYAIL.DE vs. PAXG.LAIL.DE vs. COSTAIL.DE vs. NVOAIL.DE vs. ^GSPC

Return for Risk

XDEV.DE vs. AIL.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XDEV.DE
XDEV.DE Risk / Return Rank: 9797
Overall Rank
XDEV.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
XDEV.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
XDEV.DE Omega Ratio Rank: 9696
Omega Ratio Rank
XDEV.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
XDEV.DE Martin Ratio Rank: 9797
Martin Ratio Rank
AIL.DE
AIL.DE Risk / Return Rank: 6161
Overall Rank
AIL.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
AIL.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
AIL.DE Omega Ratio Rank: 5959
Omega Ratio Rank
AIL.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
AIL.DE Martin Ratio Rank: 6161
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.

XDEV.DE vs. AIL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) and Air Liquide SA (AIL.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

XDEV.DEAIL.DEDifference
Sharpe ratioReturn per unit of total volatility
4.32
0.60

+3.72

Sortino ratioReturn per unit of downside risk
5.87
1.21

+4.66

Omega ratioGain probability vs. loss probability

1.76

1.14

+0.62

Calmar ratioReturn relative to maximum drawdown

10.28

0.82

+9.46

Martin ratioReturn relative to average drawdown

37.44

1.69

+35.75

XDEV.DE vs. AIL.DE - Sharpe Ratio Comparison

The current XDEV.DE Sharpe Ratio is 4.32, which is higher than the AIL.DE Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of XDEV.DE and AIL.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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Drawdowns

XDEV.DE vs. AIL.DE - Drawdown Comparison

The maximum XDEV.DE drawdown since its inception was -35.27%, smaller than the maximum AIL.DE drawdown of -42.52%. Use the drawdown chart below to compare losses from any high point for XDEV.DE and AIL.DE.

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Drawdown Indicators

XDEV.DEAIL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.27%

-42.52%

+7.25%

Max Drawdown (1Y)

Largest decline over 1 year

-6.05%

-15.87%

+9.82%

Max Drawdown (3Y)

Largest decline over 3 years

-18.02%

-16.33%

-1.69%

Max Drawdown (5Y)

Largest decline over 5 years

-18.02%

-22.17%

+4.15%

Max Drawdown (10Y)

Largest decline over 10 years

-35.27%

-30.49%

-4.78%

Current Drawdown

Current decline from peak

-1.34%

-0.36%

-0.98%

Average Drawdown

Average peak-to-trough decline

-6.92%

-8.75%

+1.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

7.75%

-6.09%

Volatility

XDEV.DE vs. AIL.DE - Volatility Comparison

The current volatility for Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) is 5.99%, while Air Liquide SA (AIL.DE) has a volatility of 6.32%. This indicates that XDEV.DE experiences smaller price fluctuations and is considered to be less risky than AIL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XDEV.DEAIL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.99%

6.32%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

11.86%

18.49%

-6.63%

Volatility (1Y)

Calculated over the trailing 1-year period

14.43%

21.63%

-7.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.05%

21.13%

-7.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.69%

28.23%

-11.54%

Dividends

XDEV.DE vs. AIL.DE - Dividend Comparison

XDEV.DE has not paid dividends to shareholders, while AIL.DE's dividend yield for the trailing twelve months is around 2.00%.

PositionTTM20252024202320222021202020192018201720162015
AIL.DE
Air Liquide SA		2.00%2.26%2.06%2.02%2.38%2.38%2.67%2.54%3.65%3.28%3.65%3.65%
XDEV.DE
Xtrackers MSCI World Value Factor UCITS ETF 1C		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

XDEV.DE and AIL.DE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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