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XDEV.DE vs. ISPA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDEV.DE vs. ISPA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) and iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE). The values are adjusted to include any dividend payments, if applicable.

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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 ISPA.DE's 12.93% return. Over the past 10 years, XDEV.DE has outperformed ISPA.DE with an annualized return of 12.54%, while ISPA.DE has yielded a comparatively lower 9.01% 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%

ISPA.DE

1D
-0.85%
1M
2.60%
YTD
12.93%
6M
15.61%
1Y
28.78%
3Y*
18.43%
5Y*
10.89%
10Y*
9.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDEV.DE vs. ISPA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
12.93%19.72%12.97%4.80%0.43%22.39%-9.12%24.24%-7.51%2.97%

Correlation

The correlation between XDEV.DE and ISPA.DE is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.74

Correlation (3Y)
Calculated over the trailing 3-year period

0.79

Correlation (5Y)
Calculated over the trailing 5-year period

0.84

Correlation (10Y)
Calculated over the trailing 10-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Sep 23, 2014

0.84

The correlation between XDEV.DE and ISPA.DE shifts across timeframes, from 0.74 (1 year) to 0.85 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

XDEV.DE vs. ISPA.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XDEV.DE
XDEV.DE Risk / Return Rank: 9797
Overall Rank
XDEV.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
XDEV.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
XDEV.DE Omega Ratio Rank: 9696
Omega Ratio Rank
XDEV.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
XDEV.DE Martin Ratio Rank: 9696
Martin Ratio Rank

ISPA.DE
ISPA.DE Risk / Return Rank: 9292
Overall Rank
ISPA.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
ISPA.DE Sortino Ratio Rank: 9292
Sortino Ratio Rank
ISPA.DE Omega Ratio Rank: 9191
Omega Ratio Rank
ISPA.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
ISPA.DE Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XDEV.DE vs. ISPA.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 STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.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.DEISPA.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.36

Sortino ratioReturn per unit of downside risk

+1.71

Omega ratioGain probability vs. loss probability

1.83

1.60

+0.23

Calmar ratioReturn relative to maximum drawdown

10.60

7.89

+2.71

Martin ratioReturn relative to average drawdown

39.99

28.06

+11.93

XDEV.DE vs. ISPA.DE - Sharpe Ratio Comparison

The current XDEV.DE Sharpe Ratio is 4.63, which is higher than the ISPA.DE Sharpe Ratio of 3.27. The chart below compares the historical Sharpe Ratios of XDEV.DE and ISPA.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XDEV.DEISPA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.63

3.27

+1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.24

0.90

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.61

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.67

+0.04

Drawdowns

XDEV.DE vs. ISPA.DE - Drawdown Comparison

The maximum XDEV.DE drawdown since its inception was -35.28%, smaller than the maximum ISPA.DE drawdown of -38.91%. Use the drawdown chart below to compare losses from any high point for XDEV.DE and ISPA.DE.


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Drawdown Indicators


XDEV.DEISPA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.28%

-38.91%

+3.63%

Max Drawdown (1Y)

Largest decline over 1 year

-6.05%

-3.63%

-2.42%

Max Drawdown (3Y)

Largest decline over 3 years

-18.02%

-15.10%

-2.92%

Max Drawdown (5Y)

Largest decline over 5 years

-18.02%

-15.10%

-2.92%

Max Drawdown (10Y)

Largest decline over 10 years

-35.28%

-38.91%

+3.63%

Current Drawdown

Current decline from peak

-0.18%

-1.57%

+1.39%

Average Drawdown

Average peak-to-trough decline

-5.56%

-4.47%

-1.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

1.02%

+0.59%

Volatility

XDEV.DE vs. ISPA.DE - Volatility Comparison

Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a higher volatility of 5.66% compared to iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) at 2.84%. This indicates that XDEV.DE's price experiences larger fluctuations and is considered to be riskier than ISPA.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.DEISPA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.66%

2.84%

+2.82%

Volatility (6M)

Calculated over the trailing 6-month period

11.16%

6.50%

+4.66%

Volatility (1Y)

Calculated over the trailing 1-year period

13.87%

8.78%

+5.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.96%

12.00%

+1.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.90%

14.79%

+1.11%

XDEV.DE vs. ISPA.DE - Expense Ratio Comparison

XDEV.DE has a 0.25% expense ratio, which is lower than ISPA.DE's 0.46% expense ratio.


Dividends

XDEV.DE vs. ISPA.DE - Dividend Comparison

XDEV.DE has not paid dividends to shareholders, while ISPA.DE's dividend yield for the trailing twelve months is around 3.76%.


PositionTTM20252024202320222021202020192018201720162015
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
3.76%4.52%4.89%5.91%6.92%3.32%4.04%4.02%3.37%5.66%3.64%4.35%
XDEV.DE
Xtrackers MSCI World Value Factor UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XDEV.DE and ISPA.DE have a correlation of 0.74, 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 0.46% for ISPA.DE.

XDEV.DE tracks MSCI ACWI Value NR USD, while ISPA.DE tracks STOXX® Global Select Dividend 100 index. They also come from different issuers: DWS and iShares. Their fees differ too: 0.25% for XDEV.DE and 0.46% for ISPA.DE.

Portfolio Optimizer

Find the right allocation for XDEV.DE and ISPA.DE

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