XDEV.DE vs. ESAD.DE
XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) and ESAD.DE (BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF EUR Capitalisation) are both exchange-traded funds - XDEV.DE is a Global Equities fund tracking the MSCI ACWI Value NR USD, while ESAD.DE is a REIT fund tracking the FTSE EPRA Nareit Developed Green EU CTB. Both are passively managed. Over the past 3 years, XDEV.DE returned 26.76%/yr vs 4.85%/yr for ESAD.DE. A 0.59 correlation means they provide meaningful diversification when combined. XDEV.DE charges 0.25%/yr vs 0.41%/yr for ESAD.DE.
Performance
XDEV.DE vs. ESAD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDEV.DE achieves a 35.07% return, which is significantly higher than ESAD.DE's 7.67% return.
XDEV.DE
- 1D
- -0.89%
- 1M
- 9.96%
- YTD
- 35.07%
- 6M
- 38.05%
- 1Y
- 61.89%
- 3Y*
- 26.76%
- 5Y*
- 17.35%
- 10Y*
- 12.35%
ESAD.DE
- 1D
- 0.00%
- 1M
- -1.44%
- YTD
- 7.67%
- 6M
- 7.12%
- 1Y
- 6.98%
- 3Y*
- 4.85%
- 5Y*
- —
- 10Y*
- —
XDEV.DE vs. ESAD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 35.07% | 24.76% | 11.62% | 15.67% | -3.51% |
ESAD.DE BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF EUR Capitalisation | 7.67% | -3.81% | 3.54% | 7.64% | -19.66% |
Correlation
The correlation between XDEV.DE and ESAD.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 2022 | 0.59 |
The correlation between XDEV.DE and ESAD.DE shifts across timeframes, from 0.47 (1 year) to 0.59 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDEV.DE vs. ESAD.DE — Risk / Return Rank
XDEV.DE
ESAD.DE
XDEV.DE vs. ESAD.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 BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF EUR Capitalisation (ESAD.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 | ESAD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.89 | ||
| Sortino ratioReturn per unit of downside risk | +5.18 | ||
| Omega ratioGain probability vs. loss probability | 1.81 | 1.12 | +0.69 |
| Calmar ratioReturn relative to maximum drawdown | 10.38 | 0.90 | +9.48 |
| Martin ratioReturn relative to average drawdown | 39.12 | 2.70 | +36.42 |
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 | ESAD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.52 | 0.63 | +3.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.23 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | -0.12 | +0.83 |
Drawdowns
XDEV.DE vs. ESAD.DE - Drawdown Comparison
The maximum XDEV.DE drawdown since its inception was -35.28%, which is greater than ESAD.DE's maximum drawdown of -30.37%. Use the drawdown chart below to compare losses from any high point for XDEV.DE and ESAD.DE.
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Drawdown Indicators
| XDEV.DE | ESAD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.28% | -30.37% | -4.91% |
Max Drawdown (1Y)Largest decline over 1 year | -6.05% | -8.26% | +2.21% |
Max Drawdown (3Y)Largest decline over 3 years | -18.02% | -17.22% | -0.80% |
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 | -1.07% | -11.52% | +10.45% |
Average DrawdownAverage peak-to-trough decline | -5.56% | -17.56% | +12.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 2.75% | -1.14% |
Volatility
XDEV.DE vs. ESAD.DE - Volatility Comparison
Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a higher volatility of 5.77% compared to BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF EUR Capitalisation (ESAD.DE) at 2.98%. This indicates that XDEV.DE's price experiences larger fluctuations and is considered to be riskier than ESAD.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 | ESAD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.77% | 2.98% | +2.79% |
Volatility (6M)Calculated over the trailing 6-month period | 11.20% | 9.07% | +2.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.89% | 11.74% | +2.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.96% | 14.78% | -0.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.90% | 14.78% | +1.12% |
XDEV.DE vs. ESAD.DE - Expense Ratio Comparison
XDEV.DE has a 0.25% expense ratio, which is lower than ESAD.DE's 0.41% expense ratio.
Dividends
XDEV.DE vs. ESAD.DE - Dividend Comparison
Neither XDEV.DE nor ESAD.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEV.DE and ESAD.DE have a correlation of 0.47, 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 0.41% for ESAD.DE.
XDEV.DE is categorized as Global Equities, while ESAD.DE is REIT. XDEV.DE tracks MSCI ACWI Value NR USD, while ESAD.DE tracks FTSE EPRA Nareit Developed Green EU CTB. They also come from different issuers: DWS and BNP Paribas. Their fees differ too: 0.25% for XDEV.DE and 0.41% for ESAD.DE.
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