XDEV.DE vs. IQQ0.DE
XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) and IQQ0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)) are both Global Equities funds - XDEV.DE tracks the MSCI ACWI Value NR USD while IQQ0.DE tracks the MSCI World Minimum Volatility. Both are passively managed. Over the past 10 years, XDEV.DE returned 12.54%/yr vs 6.85%/yr for IQQ0.DE. A 0.67 correlation means they provide meaningful diversification when combined. XDEV.DE charges 0.25%/yr vs 0.30%/yr for IQQ0.DE.
Performance
XDEV.DE vs. IQQ0.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 IQQ0.DE's 1.61% return. Over the past 10 years, XDEV.DE has outperformed IQQ0.DE with an annualized return of 12.54%, while IQQ0.DE has yielded a comparatively lower 6.85% annualized 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%
IQQ0.DE
- 1D
- 0.20%
- 1M
- 1.22%
- YTD
- 1.61%
- 6M
- 1.76%
- 1Y
- -0.39%
- 3Y*
- 6.54%
- 5Y*
- 6.15%
- 10Y*
- 6.85%
XDEV.DE vs. IQQ0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 36.28% | 24.76% | 11.62% | 15.67% | -4.96% | 30.90% | -12.53% | 22.09% | -10.42% | 7.82% |
IQQ0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) | 1.61% | -1.26% | 17.64% | 3.73% | -4.34% | 24.26% | -6.77% | 26.17% | 2.03% | 3.11% |
Correlation
The correlation between XDEV.DE and IQQ0.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2014 | 0.67 |
Over the past year, the correlation between XDEV.DE and IQQ0.DE has dropped to 0.30 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.
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Return for Risk
XDEV.DE vs. IQQ0.DE — Risk / Return Rank
XDEV.DE
IQQ0.DE
XDEV.DE vs. IQQ0.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 iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.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 | IQQ0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.68 | ||
| Sortino ratioReturn per unit of downside risk | +6.29 | ||
| Omega ratioGain probability vs. loss probability | 1.83 | 1.00 | +0.83 |
| Calmar ratioReturn relative to maximum drawdown | 10.60 | -0.07 | +10.67 |
| Martin ratioReturn relative to average drawdown | 39.99 | -0.16 | +40.15 |
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 | IQQ0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.63 | -0.05 | +4.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.24 | 0.60 | +0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.59 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.76 | -0.05 |
Drawdowns
XDEV.DE vs. IQQ0.DE - Drawdown Comparison
The maximum XDEV.DE drawdown since its inception was -35.28%, which is greater than IQQ0.DE's maximum drawdown of -28.65%. Use the drawdown chart below to compare losses from any high point for XDEV.DE and IQQ0.DE.
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Drawdown Indicators
| XDEV.DE | IQQ0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.28% | -28.65% | -6.63% |
Max Drawdown (1Y)Largest decline over 1 year | -6.05% | -5.22% | -0.83% |
Max Drawdown (3Y)Largest decline over 3 years | -18.02% | -12.82% | -5.20% |
Max Drawdown (5Y)Largest decline over 5 years | -18.02% | -12.82% | -5.20% |
Max Drawdown (10Y)Largest decline over 10 years | -35.28% | -28.65% | -6.63% |
Current DrawdownCurrent decline from peak | -0.18% | -6.64% | +6.46% |
Average DrawdownAverage peak-to-trough decline | -5.56% | -4.54% | -1.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 2.43% | -0.82% |
Volatility
XDEV.DE vs. IQQ0.DE - Volatility Comparison
Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a higher volatility of 5.66% compared to iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) at 2.56%. This indicates that XDEV.DE's price experiences larger fluctuations and is considered to be riskier than IQQ0.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 | IQQ0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.66% | 2.56% | +3.10% |
Volatility (6M)Calculated over the trailing 6-month period | 11.16% | 5.36% | +5.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.87% | 7.79% | +6.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.96% | 10.08% | +3.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.90% | 11.62% | +4.28% |
XDEV.DE vs. IQQ0.DE - Expense Ratio Comparison
XDEV.DE has a 0.25% expense ratio, which is lower than IQQ0.DE's 0.30% expense ratio.
Dividends
XDEV.DE vs. IQQ0.DE - Dividend Comparison
Neither XDEV.DE nor IQQ0.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEV.DE and IQQ0.DE have a correlation of 0.30, 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 0.30% for IQQ0.DE.
XDEV.DE tracks MSCI ACWI Value NR USD, while IQQ0.DE tracks MSCI World Minimum Volatility. They also come from different issuers: DWS and iShares. Their fees differ too: 0.25% for XDEV.DE and 0.30% for IQQ0.DE.
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