XDEV.DE vs. MVEW.DE
XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) and MVEW.DE (iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc)) are both Global Equities funds - XDEV.DE tracks the MSCI ACWI Value NR USD while MVEW.DE tracks the MSCI ACWI NR USD. Both are passively managed. Over the past 5 years, XDEV.DE returned 17.56%/yr vs 6.45%/yr for MVEW.DE. A 0.65 correlation means they provide meaningful diversification when combined. XDEV.DE charges 0.25%/yr vs 0.30%/yr for MVEW.DE.
Performance
XDEV.DE vs. MVEW.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 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*
- —
XDEV.DE vs. MVEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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
XDEV.DE
MVEW.DE
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.DE | MVEW.DE | Difference | |
|---|---|---|---|
| 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 |
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 | MVEW.DE | Difference | |
|---|---|---|---|
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.DE | MVEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.18% | -5.81% | +5.63% |
Average DrawdownAverage peak-to-trough decline | -5.56% | -3.83% | -1.73% |
Ulcer IndexDepth 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.DE | MVEW.DE | Difference | |
|---|---|---|---|
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.
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.
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