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

Performance

XDEV.DE vs. MVEW.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 Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) (MVEW.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 MVEW.DE's 1.10% 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%

MVEW.DE

1D
0.10%
1M
1.45%
YTD
1.10%
6M
1.14%
1Y
0.37%
3Y*
6.64%
5Y*
6.45%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
XDEV.DE
Xtrackers MSCI World Value Factor UCITS ETF 1C
36.28%24.76%11.62%15.67%-4.96%30.90%12.13%
MVEW.DE
iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc)
1.10%-0.99%17.25%6.27%-5.98%26.26%1.55%

Correlation

The correlation between XDEV.DE and MVEW.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.56

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

0.62

Correlation (All Time)
Calculated using the full available price history since Apr 24, 2020

0.65

Over the past year, the correlation between XDEV.DE and MVEW.DE has dropped to 0.36 - well below their long-term average of 0.65, suggesting their price drivers have been diverging.

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Return for Risk

XDEV.DE vs. MVEW.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

MVEW.DE
MVEW.DE Risk / Return Rank: 99
Overall Rank
MVEW.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
MVEW.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
MVEW.DE Omega Ratio Rank: 99
Omega Ratio Rank
MVEW.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
MVEW.DE Martin Ratio Rank: 1010
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. MVEW.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 ESG UCITS ETF (Acc) (MVEW.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.DEMVEW.DEDifference
Sharpe ratioReturn per unit of total volatility

+4.58

Sortino ratioReturn per unit of downside risk

+6.15

Omega ratioGain probability vs. loss probability

1.83

1.01

+0.82

Calmar ratioReturn relative to maximum drawdown

10.60

0.08

+10.52

Martin ratioReturn relative to average drawdown

39.99

0.16

+39.83

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

The current XDEV.DE Sharpe Ratio is 4.63, which is higher than the MVEW.DE Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of XDEV.DE and MVEW.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.DEMVEW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.63

0.05

+4.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.24

0.62

+0.62

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

0.63

+0.08

Drawdowns

XDEV.DE vs. MVEW.DE - Drawdown Comparison

The maximum XDEV.DE drawdown since its inception was -35.28%, which is greater than MVEW.DE's maximum drawdown of -13.19%. Use the drawdown chart below to compare losses from any high point for XDEV.DE and MVEW.DE.


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Drawdown Indicators


XDEV.DEMVEW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.28%

-13.19%

-22.09%

Max Drawdown (1Y)

Largest decline over 1 year

-6.05%

-4.68%

-1.37%

Max Drawdown (3Y)

Largest decline over 3 years

-18.02%

-13.19%

-4.83%

Max Drawdown (5Y)

Largest decline over 5 years

-18.02%

-13.19%

-4.83%

Max Drawdown (10Y)

Largest decline over 10 years

-35.28%

Current Drawdown

Current decline from peak

-0.18%

-5.81%

+5.63%

Average Drawdown

Average peak-to-trough decline

-5.56%

-3.83%

-1.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

2.26%

-0.65%

Volatility

XDEV.DE vs. MVEW.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 ESG UCITS ETF (Acc) (MVEW.DE) at 2.61%. This indicates that XDEV.DE's price experiences larger fluctuations and is considered to be riskier than MVEW.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.DEMVEW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.66%

2.61%

+3.05%

Volatility (6M)

Calculated over the trailing 6-month period

11.16%

5.43%

+5.73%

Volatility (1Y)

Calculated over the trailing 1-year period

13.87%

7.98%

+5.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.96%

10.26%

+3.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.90%

10.83%

+5.07%

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

XDEV.DE has a 0.25% expense ratio, which is lower than MVEW.DE's 0.30% expense ratio.


Dividends

XDEV.DE vs. MVEW.DE - Dividend Comparison

Neither XDEV.DE nor MVEW.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XDEV.DE and MVEW.DE have a correlation of 0.36, 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 MVEW.DE.

XDEV.DE tracks MSCI ACWI Value NR USD, while MVEW.DE tracks MSCI ACWI NR USD. They also come from different issuers: DWS and iShares. Their fees differ too: 0.25% for XDEV.DE and 0.30% for MVEW.DE.

Portfolio Optimizer

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