XDEV.DE vs. AVGV
Compare and contrast key facts about Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) and Avantis ALL Equity Markets Value ETF (AVGV).
XDEV.DE and AVGV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDEV.DE is a passively managed fund by DWS Investment S.A. (ETF) that tracks the performance of the MSCI ACWI Value NR USD. It was launched on Sep 11, 2014. AVGV is an actively managed fund by Avantis. It was launched on Jun 27, 2023.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XDEV.DE or AVGV.
Key characteristics
| XDEV.DE | AVGV | |
|---|---|---|
| YTD Return | 11.72% | 14.36% |
| 1Y Return | 17.96% | 24.64% |
| Sharpe Ratio | 1.59 | 2.08 |
| Sortino Ratio | 2.02 | 2.88 |
| Omega Ratio | 1.31 | 1.37 |
| Calmar Ratio | 1.83 | 3.39 |
| Martin Ratio | 7.85 | 13.06 |
| Ulcer Index | 2.22% | 2.17% |
| Daily Std Dev | 11.02% | 13.63% |
| Max Drawdown | -35.28% | -10.54% |
| Current Drawdown | -1.28% | -1.65% |
Correlation
The correlation between XDEV.DE and AVGV is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
XDEV.DE vs. AVGV - Performance Comparison
In the year-to-date period, XDEV.DE achieves a 11.72% return, which is significantly lower than AVGV's 14.36% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XDEV.DE vs. AVGV - Expense Ratio Comparison
XDEV.DE has a 0.25% expense ratio, which is lower than AVGV's 0.26% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
XDEV.DE vs. AVGV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) and Avantis ALL Equity Markets Value ETF (AVGV). 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.
Dividends
XDEV.DE vs. AVGV - Dividend Comparison
XDEV.DE has not paid dividends to shareholders, while AVGV's dividend yield for the trailing twelve months is around 2.06%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.73% |
AVGV Avantis ALL Equity Markets Value ETF | 2.06% | 1.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XDEV.DE vs. AVGV - Drawdown Comparison
The maximum XDEV.DE drawdown since its inception was -35.28%, which is greater than AVGV's maximum drawdown of -10.54%. Use the drawdown chart below to compare losses from any high point for XDEV.DE and AVGV. For additional features, visit the drawdowns tool.
Volatility
XDEV.DE vs. AVGV - Volatility Comparison
The current volatility for Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) is 3.20%, while Avantis ALL Equity Markets Value ETF (AVGV) has a volatility of 4.05%. This indicates that XDEV.DE experiences smaller price fluctuations and is considered to be less risky than AVGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.