XDEV.DE vs. IS0E.DE
XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) and IS0E.DE (iShares Gold Producers UCITS ETF) are both exchange-traded funds - XDEV.DE is a Global Equities fund tracking the MSCI ACWI Value NR USD, while IS0E.DE is a Gold fund tracking the S&P Commodity Producers Gold. Both are passively managed. Over the past 10 years, XDEV.DE returned 12.69%/yr vs 12.85%/yr for IS0E.DE. At a 0.12 correlation, their price movements are largely independent. XDEV.DE charges 0.25%/yr vs 0.55%/yr for IS0E.DE.
Performance
XDEV.DE vs. IS0E.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDEV.DE achieves a 34.69% return, which is significantly higher than IS0E.DE's -7.03% return. Both investments have delivered pretty close results over the past 10 years, with XDEV.DE having a 12.69% annualized return and IS0E.DE not far ahead at 12.85%.
XDEV.DE
- 1D
- 2.90%
- 1M
- 7.78%
- YTD
- 34.69%
- 6M
- 37.13%
- 1Y
- 63.28%
- 3Y*
- 25.51%
- 5Y*
- 17.23%
- 10Y*
- 12.69%
IS0E.DE
- 1D
- 5.81%
- 1M
- -13.97%
- YTD
- -7.03%
- 6M
- -3.86%
- 1Y
- 46.28%
- 3Y*
- 36.13%
- 5Y*
- 18.25%
- 10Y*
- 12.85%
XDEV.DE vs. IS0E.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 | 34.69% | 24.74% | 11.64% | 15.69% | -4.81% | 30.64% | -12.50% | 22.05% | -10.40% | 7.82% |
IS0E.DE iShares Gold Producers UCITS ETF | -7.03% | 129.59% | 18.76% | 6.25% | -3.74% | -3.07% | 13.51% | 44.07% | -4.43% | -6.02% |
Correlation
The correlation between XDEV.DE and IS0E.DE is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2014 | 0.12 |
The correlation between XDEV.DE and IS0E.DE shifts across timeframes, from 0.12 (all time) to 0.31 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XDEV.DE vs. IS0E.DE — Risk / Return Rank
XDEV.DE
IS0E.DE
XDEV.DE vs. IS0E.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 Gold Producers UCITS ETF (IS0E.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XDEV.DE | IS0E.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.13 | ||
| Sortino ratioReturn per unit of downside risk | +4.21 | ||
| Omega ratioGain probability vs. loss probability | 1.76 | 1.21 | +0.55 |
| Calmar ratioReturn relative to maximum drawdown | 10.28 | 1.53 | +8.75 |
| Martin ratioReturn relative to average drawdown | 37.44 | 4.31 | +33.14 |
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Drawdowns
XDEV.DE vs. IS0E.DE - Drawdown Comparison
The maximum XDEV.DE drawdown since its inception was -35.27%, smaller than the maximum IS0E.DE drawdown of -82.14%. Use the drawdown chart below to compare losses from any high point for XDEV.DE and IS0E.DE.
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Drawdown Indicators
| XDEV.DE | IS0E.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.27% | -82.14% | +46.87% |
Max Drawdown (1Y)Largest decline over 1 year | -6.05% | -32.80% | +26.75% |
Max Drawdown (3Y)Largest decline over 3 years | -18.02% | -32.80% | +14.78% |
Max Drawdown (5Y)Largest decline over 5 years | -18.02% | -38.05% | +20.03% |
Max Drawdown (10Y)Largest decline over 10 years | -35.27% | -45.61% | +10.34% |
Current DrawdownCurrent decline from peak | -1.34% | -28.30% | +26.96% |
Average DrawdownAverage peak-to-trough decline | -6.92% | -54.08% | +47.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.66% | 11.59% | -9.93% |
Volatility
XDEV.DE vs. IS0E.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) is 5.99%, while iShares Gold Producers UCITS ETF (IS0E.DE) has a volatility of 14.22%. This indicates that XDEV.DE experiences smaller price fluctuations and is considered to be less risky than IS0E.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 | IS0E.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.99% | 14.22% | -8.23% |
Volatility (6M)Calculated over the trailing 6-month period | 11.86% | 34.38% | -22.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.43% | 42.45% | -28.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.05% | 32.47% | -18.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.69% | 32.12% | -15.43% |
XDEV.DE vs. IS0E.DE - Expense Ratio Comparison
XDEV.DE has a 0.25% expense ratio, which is lower than IS0E.DE's 0.55% expense ratio.
Dividends
XDEV.DE vs. IS0E.DE - Dividend Comparison
Neither XDEV.DE nor IS0E.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEV.DE and IS0E.DE have a correlation of 0.31, 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 0.55% for IS0E.DE.
XDEV.DE is categorized as Global Equities, while IS0E.DE is Gold. XDEV.DE tracks MSCI ACWI Value NR USD, while IS0E.DE tracks S&P Commodity Producers Gold. They also come from different issuers: DWS and iShares. Their fees differ too: 0.25% for XDEV.DE and 0.55% for IS0E.DE.
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