XDEV.DE vs. DEGT.DE
XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) and DEGT.DE (Dimensional Global Targeted Value UCITS ETF USD Acc) are both exchange-traded funds - XDEV.DE is a Global Equities fund tracking the MSCI ACWI Value NR USD, while DEGT.DE is a Small Cap Value Equities fund actively managed by Dimensional. XDEV.DE is passively managed, while DEGT.DE is actively managed. A 0.63 correlation means they provide meaningful diversification when combined. XDEV.DE charges 0.25%/yr vs 0.44%/yr for DEGT.DE.
Performance
XDEV.DE vs. DEGT.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 DEGT.DE's 8.80% 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%
DEGT.DE
- 1D
- -0.12%
- 1M
- 2.75%
- YTD
- 8.80%
- 6M
- 10.97%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XDEV.DE vs. DEGT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 36.28% | 4.57% |
DEGT.DE Dimensional Global Targeted Value UCITS ETF USD Acc | 8.80% | 6.38% |
Correlation
The correlation between XDEV.DE and DEGT.DE is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 18, 2025 | 0.63 |
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Return for Risk
XDEV.DE vs. DEGT.DE — Risk / Return Rank
XDEV.DE
DEGT.DE
XDEV.DE vs. DEGT.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 Dimensional Global Targeted Value UCITS ETF USD Acc (DEGT.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 | DEGT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.83 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 10.60 | — | — |
| Martin ratioReturn relative to average drawdown | 39.99 | — | — |
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 | DEGT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.63 | — | — |
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 | 2.91 | -2.19 |
Drawdowns
XDEV.DE vs. DEGT.DE - Drawdown Comparison
The maximum XDEV.DE drawdown since its inception was -35.28%, which is greater than DEGT.DE's maximum drawdown of -7.06%. Use the drawdown chart below to compare losses from any high point for XDEV.DE and DEGT.DE.
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Drawdown Indicators
| XDEV.DE | DEGT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.28% | -7.06% | -28.22% |
Max Drawdown (1Y)Largest decline over 1 year | -6.05% | — | — |
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% | -1.39% | -4.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | — | — |
Volatility
XDEV.DE vs. DEGT.DE - Volatility Comparison
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Volatility by Period
| XDEV.DE | DEGT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.66% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 11.16% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.87% | 10.93% | +2.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.96% | 10.93% | +3.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.90% | 10.93% | +4.97% |
XDEV.DE vs. DEGT.DE - Expense Ratio Comparison
XDEV.DE has a 0.25% expense ratio, which is lower than DEGT.DE's 0.44% expense ratio.
Dividends
XDEV.DE vs. DEGT.DE - Dividend Comparison
Neither XDEV.DE nor DEGT.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEV.DE and DEGT.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEV.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEV.DE is cheaper with a 0.25% expense ratio, compared with 0.44% for DEGT.DE.
XDEV.DE is categorized as Global Equities, while DEGT.DE is Small Cap Value Equities. They also come from different issuers: DWS and Dimensional. Their fees differ too: 0.25% for XDEV.DE and 0.44% for DEGT.DE.
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