XDEV.DE vs. PSWD.DE
XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) and PSWD.DE (Invesco FTSE RAFI All World 3000 UCITS ETF) are both Global Equities funds - XDEV.DE tracks the MSCI ACWI Value NR USD while PSWD.DE tracks the FTSE RAFI All-World 3000. Both are passively managed. Over the past 10 years, XDEV.DE returned 12.54%/yr vs 11.99%/yr for PSWD.DE. Their correlation of 0.84 suggests significant overlap in exposure. XDEV.DE charges 0.25%/yr vs 0.39%/yr for PSWD.DE.
Performance
XDEV.DE vs. PSWD.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 PSWD.DE's 16.67% return. Both investments have delivered pretty close results over the past 10 years, with XDEV.DE having a 12.54% annualized return and PSWD.DE not far behind at 11.99%.
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%
PSWD.DE
- 1D
- -0.13%
- 1M
- 5.99%
- YTD
- 16.67%
- 6M
- 18.47%
- 1Y
- 33.05%
- 3Y*
- 19.16%
- 5Y*
- 13.38%
- 10Y*
- 11.99%
XDEV.DE vs. PSWD.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 | 36.28% | 24.76% | 11.62% | 15.67% | -4.96% | 30.90% | -12.53% | 22.09% | -10.42% | 7.82% |
PSWD.DE Invesco FTSE RAFI All World 3000 UCITS ETF | 16.67% | 14.64% | 17.68% | 12.73% | -3.63% | 31.90% | -3.90% | 26.32% | -9.60% | 5.60% |
Correlation
The correlation between XDEV.DE and PSWD.DE is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2014 | 0.84 |
The correlation between XDEV.DE and PSWD.DE has been stable across timeframes, ranging from 0.84 to 0.90 - a consistent structural relationship.
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Return for Risk
XDEV.DE vs. PSWD.DE — Risk / Return Rank
XDEV.DE
PSWD.DE
XDEV.DE vs. PSWD.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 Invesco FTSE RAFI All World 3000 UCITS ETF (PSWD.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 | PSWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.51 | ||
| Sortino ratioReturn per unit of downside risk | +2.08 | ||
| Omega ratioGain probability vs. loss probability | 1.83 | 1.58 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 10.60 | 5.59 | +5.01 |
| Martin ratioReturn relative to average drawdown | 39.99 | 22.51 | +17.48 |
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 | PSWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.63 | 3.12 | +1.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.24 | 1.01 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.80 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.68 | +0.03 |
Drawdowns
XDEV.DE vs. PSWD.DE - Drawdown Comparison
The maximum XDEV.DE drawdown since its inception was -35.28%, roughly equal to the maximum PSWD.DE drawdown of -36.39%. Use the drawdown chart below to compare losses from any high point for XDEV.DE and PSWD.DE.
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Drawdown Indicators
| XDEV.DE | PSWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.28% | -36.39% | +1.11% |
Max Drawdown (1Y)Largest decline over 1 year | -6.05% | -5.89% | -0.16% |
Max Drawdown (3Y)Largest decline over 3 years | -18.02% | -18.19% | +0.17% |
Max Drawdown (5Y)Largest decline over 5 years | -18.02% | -18.19% | +0.17% |
Max Drawdown (10Y)Largest decline over 10 years | -35.28% | -36.39% | +1.11% |
Current DrawdownCurrent decline from peak | -0.18% | -0.13% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -5.56% | -4.65% | -0.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 1.46% | +0.15% |
Volatility
XDEV.DE vs. PSWD.DE - Volatility Comparison
Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a higher volatility of 5.66% compared to Invesco FTSE RAFI All World 3000 UCITS ETF (PSWD.DE) at 3.21%. This indicates that XDEV.DE's price experiences larger fluctuations and is considered to be riskier than PSWD.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 | PSWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.66% | 3.21% | +2.45% |
Volatility (6M)Calculated over the trailing 6-month period | 11.16% | 7.85% | +3.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.87% | 10.58% | +3.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.96% | 13.16% | +0.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.90% | 15.19% | +0.71% |
XDEV.DE vs. PSWD.DE - Expense Ratio Comparison
XDEV.DE has a 0.25% expense ratio, which is lower than PSWD.DE's 0.39% expense ratio.
Dividends
XDEV.DE vs. PSWD.DE - Dividend Comparison
XDEV.DE has not paid dividends to shareholders, while PSWD.DE's dividend yield for the trailing twelve months is around 1.75%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSWD.DE Invesco FTSE RAFI All World 3000 UCITS ETF | 1.75% | 2.03% | 2.27% | 2.48% | 2.66% | 1.92% | 1.98% | 2.37% | 2.56% | 2.06% | 1.97% | 2.02% |
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 PSWD.DE have a correlation of 0.87, 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 0.39% for PSWD.DE.
XDEV.DE tracks MSCI ACWI Value NR USD, while PSWD.DE tracks FTSE RAFI All-World 3000. They also come from different issuers: DWS and Invesco. Their fees differ too: 0.25% for XDEV.DE and 0.39% for PSWD.DE.
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