XDEV.DE vs. MWOL.DE
XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) and MWOL.DE (Amundi Prime Global UCITS ETF Dist) are both Global Equities funds - XDEV.DE tracks the MSCI ACWI Value NR USD while MWOL.DE tracks the Solactive GBS Developed Markets Large & Mid Cap USD Index Net TR. Both are passively managed. Over the past 5 years, XDEV.DE returned 17.56%/yr vs 11.87%/yr for MWOL.DE. Their correlation of 0.81 suggests significant overlap in exposure. XDEV.DE charges 0.25%/yr vs 0.05%/yr for MWOL.DE.
Performance
XDEV.DE vs. MWOL.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 MWOL.DE's 10.91% 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%
MWOL.DE
- 1D
- -0.33%
- 1M
- 5.64%
- YTD
- 10.91%
- 6M
- 11.65%
- 1Y
- 24.31%
- 3Y*
- 17.22%
- 5Y*
- 11.87%
- 10Y*
- —
XDEV.DE vs. MWOL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 36.28% | 24.76% | 11.62% | 15.67% | -4.96% | 30.90% | -12.53% | 11.45% |
MWOL.DE Amundi Prime Global UCITS ETF Dist | 10.91% | 8.53% | 25.60% | 18.54% | -15.49% | 30.82% | 3.73% | 15.10% |
Correlation
The correlation between XDEV.DE and MWOL.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2019 | 0.81 |
The correlation between XDEV.DE and MWOL.DE has been stable across timeframes, ranging from 0.78 to 0.81 - a consistent structural relationship.
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Return for Risk
XDEV.DE vs. MWOL.DE — Risk / Return Rank
XDEV.DE
MWOL.DE
XDEV.DE vs. MWOL.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 Amundi Prime Global UCITS ETF Dist (MWOL.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 | MWOL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.45 | ||
| Sortino ratioReturn per unit of downside risk | +3.23 | ||
| Omega ratioGain probability vs. loss probability | 1.83 | 1.41 | +0.43 |
| Calmar ratioReturn relative to maximum drawdown | 10.60 | 3.68 | +6.92 |
| Martin ratioReturn relative to average drawdown | 39.99 | 14.67 | +25.32 |
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 | MWOL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.63 | 2.18 | +2.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.24 | 0.83 | +0.42 |
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 | 0.77 | -0.06 |
Drawdowns
XDEV.DE vs. MWOL.DE - Drawdown Comparison
The maximum XDEV.DE drawdown since its inception was -35.28%, which is greater than MWOL.DE's maximum drawdown of -33.56%. Use the drawdown chart below to compare losses from any high point for XDEV.DE and MWOL.DE.
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Drawdown Indicators
| XDEV.DE | MWOL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.28% | -33.56% | -1.72% |
Max Drawdown (1Y)Largest decline over 1 year | -6.05% | -6.58% | +0.53% |
Max Drawdown (3Y)Largest decline over 3 years | -18.02% | -21.64% | +3.62% |
Max Drawdown (5Y)Largest decline over 5 years | -18.02% | -21.64% | +3.62% |
Max Drawdown (10Y)Largest decline over 10 years | -35.28% | — | — |
Current DrawdownCurrent decline from peak | -0.18% | -0.33% | +0.15% |
Average DrawdownAverage peak-to-trough decline | -5.56% | -4.89% | -0.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 1.65% | -0.04% |
Volatility
XDEV.DE vs. MWOL.DE - Volatility Comparison
Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a higher volatility of 5.66% compared to Amundi Prime Global UCITS ETF Dist (MWOL.DE) at 2.77%. This indicates that XDEV.DE's price experiences larger fluctuations and is considered to be riskier than MWOL.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 | MWOL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.66% | 2.77% | +2.89% |
Volatility (6M)Calculated over the trailing 6-month period | 11.16% | 7.72% | +3.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.87% | 11.17% | +2.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.96% | 14.20% | -0.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.90% | 16.47% | -0.57% |
XDEV.DE vs. MWOL.DE - Expense Ratio Comparison
XDEV.DE has a 0.25% expense ratio, which is higher than MWOL.DE's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XDEV.DE vs. MWOL.DE - Dividend Comparison
XDEV.DE has not paid dividends to shareholders, while MWOL.DE's dividend yield for the trailing twelve months is around 1.19%.
| Position | TTM | 2025 |
|---|---|---|
MWOL.DE Amundi Prime Global UCITS ETF Dist | 1.19% | 1.67% |
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 0.00% | 0.00% |
Frequently Asked Questions
XDEV.DE and MWOL.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MWOL.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MWOL.DE is cheaper with a 0.05% expense ratio, compared with 0.25% for XDEV.DE.
XDEV.DE tracks MSCI ACWI Value NR USD, while MWOL.DE tracks Solactive GBS Developed Markets Large & Mid Cap USD Index Net TR. They also come from different issuers: DWS and Amundi. Their fees differ too: 0.25% for XDEV.DE and 0.05% for MWOL.DE.
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