XDEV.DE vs. AVWC.DE
XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) and AVWC.DE (Avantis Global Equity UCITS ETF USD Acc EUR) are both Global Equities funds. XDEV.DE is passively managed, while AVWC.DE is actively managed. Over the past year, XDEV.DE returned 64.43% vs 28.44% for AVWC.DE. Their correlation of 0.81 suggests significant overlap in exposure. XDEV.DE charges 0.25%/yr vs 0.22%/yr for AVWC.DE.
Performance
XDEV.DE vs. AVWC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDEV.DE achieves a 36.28% return, which is significantly higher than AVWC.DE's 14.19% return.
XDEV.DE
- 1D
- -0.18%
- 1M
- 16.24%
- YTD
- 36.28%
- 6M
- 40.37%
- 1Y
- 64.43%
- 3Y*
- 27.19%
- 5Y*
- 17.56%
- 10Y*
- 12.54%
AVWC.DE
- 1D
- -0.12%
- 1M
- 5.22%
- YTD
- 14.19%
- 6M
- 15.59%
- 1Y
- 28.44%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XDEV.DE vs. AVWC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 36.28% | 24.76% | 1.89% |
AVWC.DE Avantis Global Equity UCITS ETF USD Acc EUR | 14.19% | 9.08% | 6.46% |
Correlation
The correlation between XDEV.DE and AVWC.DE is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2024 | 0.81 |
The correlation between XDEV.DE and AVWC.DE has been stable across timeframes, ranging from 0.80 to 0.81 - a consistent structural relationship.
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Return for Risk
XDEV.DE vs. AVWC.DE — Risk / Return Rank
XDEV.DE
AVWC.DE
XDEV.DE vs. AVWC.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 Avantis Global Equity UCITS ETF USD Acc EUR (AVWC.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.
| XDEV.DE | AVWC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.08 | ||
| Sortino ratioReturn per unit of downside risk | +2.69 | ||
| Omega ratioGain probability vs. loss probability | 1.83 | 1.49 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 10.60 | 5.16 | +5.44 |
| Martin ratioReturn relative to average drawdown | 39.99 | 19.72 | +20.27 |
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
| XDEV.DE | AVWC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.63 | 2.55 | +2.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.24 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 1.24 | -0.53 |
Drawdowns
XDEV.DE vs. AVWC.DE - Drawdown Comparison
The maximum XDEV.DE drawdown since its inception was -35.28%, which is greater than AVWC.DE's maximum drawdown of -21.65%. Use the drawdown chart below to compare losses from any high point for XDEV.DE and AVWC.DE.
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Drawdown Indicators
| XDEV.DE | AVWC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.28% | -21.65% | -13.63% |
Max Drawdown (1Y)Largest decline over 1 year | -6.05% | -5.49% | -0.56% |
Max Drawdown (3Y)Largest decline over 3 years | -18.02% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -18.02% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.28% | — | — |
Current DrawdownCurrent decline from peak | -0.18% | -0.12% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -5.56% | -3.33% | -2.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 1.44% | +0.17% |
Volatility
XDEV.DE vs. AVWC.DE - Volatility Comparison
Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a higher volatility of 5.66% compared to Avantis Global Equity UCITS ETF USD Acc EUR (AVWC.DE) at 3.05%. This indicates that XDEV.DE's price experiences larger fluctuations and is considered to be riskier than AVWC.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.DE | AVWC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.66% | 3.05% | +2.61% |
Volatility (6M)Calculated over the trailing 6-month period | 11.16% | 7.84% | +3.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.87% | 11.16% | +2.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.96% | 14.93% | -0.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.90% | 14.93% | +0.97% |
XDEV.DE vs. AVWC.DE - Expense Ratio Comparison
XDEV.DE has a 0.25% expense ratio, which is higher than AVWC.DE's 0.22% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XDEV.DE vs. AVWC.DE - Dividend Comparison
Neither XDEV.DE nor AVWC.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEV.DE and AVWC.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AVWC.DE is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AVWC.DE is cheaper with a 0.22% expense ratio, compared with 0.25% for XDEV.DE.
They also come from different issuers: DWS and Avantis. Their fees differ too: 0.25% for XDEV.DE and 0.22% for AVWC.DE.
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