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

Performance

XDEV.DE vs. QDIV - 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 Global X S&P 500 Quality Dividend ETF (QDIV). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XDEV.DE is traded in EUR, while QDIV is traded in USD. To make them comparable, the QDIV values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XDEV.DE achieves a 36.28% return, which is significantly higher than QDIV's 9.51% 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%

QDIV

1D
0.11%
1M
2.57%
YTD
9.51%
6M
8.29%
1Y
11.57%
3Y*
6.90%
5Y*
7.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDEV.DE vs. QDIV - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%-10.39%
QDIV
Global X S&P 500 Quality Dividend ETF
9.51%-9.09%17.92%2.03%5.67%38.64%-8.21%31.91%-10.71%

Correlation

The correlation between XDEV.DE and QDIV is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.41

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

0.48

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2018

0.53

The correlation between XDEV.DE and QDIV shifts across timeframes, from 0.39 (1 year) to 0.53 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XDEV.DE vs. QDIV — 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

QDIV
QDIV Risk / Return Rank: 3232
Overall Rank
QDIV Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
QDIV Sortino Ratio Rank: 3434
Sortino Ratio Rank
QDIV Omega Ratio Rank: 3030
Omega Ratio Rank
QDIV Calmar Ratio Rank: 3535
Calmar Ratio Rank
QDIV Martin Ratio Rank: 3030
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. QDIV - 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 Global X S&P 500 Quality Dividend ETF (QDIV). 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.DEQDIVDifference
Sharpe ratioReturn per unit of total volatility

+3.69

Sortino ratioReturn per unit of downside risk

+4.84

Omega ratioGain probability vs. loss probability

1.83

1.16

+0.67

Calmar ratioReturn relative to maximum drawdown

10.60

1.96

+8.64

Martin ratioReturn relative to average drawdown

39.99

4.82

+35.17

XDEV.DE vs. QDIV - Sharpe Ratio Comparison

The current XDEV.DE Sharpe Ratio is 4.63, which is higher than the QDIV Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of XDEV.DE and QDIV, 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.DEQDIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.63

0.94

+3.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.24

0.47

+0.77

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

0.43

+0.28

Drawdowns

XDEV.DE vs. QDIV - Drawdown Comparison

The maximum XDEV.DE drawdown since its inception was -35.28%, smaller than the maximum QDIV drawdown of -39.46%. Use the drawdown chart below to compare losses from any high point for XDEV.DE and QDIV.


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Drawdown Indicators


XDEV.DEQDIVDifference

Max Drawdown

Largest peak-to-trough decline

-35.28%

-39.46%

+4.18%

Max Drawdown (1Y)

Largest decline over 1 year

-6.05%

-5.93%

-0.12%

Max Drawdown (3Y)

Largest decline over 3 years

-18.02%

-20.70%

+2.68%

Max Drawdown (5Y)

Largest decline over 5 years

-18.02%

-20.70%

+2.68%

Max Drawdown (10Y)

Largest decline over 10 years

-35.28%

Current Drawdown

Current decline from peak

-0.18%

-5.52%

+5.34%

Average Drawdown

Average peak-to-trough decline

-5.56%

-6.86%

+1.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

2.41%

-0.80%

Volatility

XDEV.DE vs. QDIV - Volatility Comparison

Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a higher volatility of 5.66% compared to Global X S&P 500 Quality Dividend ETF (QDIV) at 2.93%. This indicates that XDEV.DE's price experiences larger fluctuations and is considered to be riskier than QDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDEV.DEQDIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.66%

2.93%

+2.73%

Volatility (6M)

Calculated over the trailing 6-month period

11.16%

8.77%

+2.39%

Volatility (1Y)

Calculated over the trailing 1-year period

13.87%

12.45%

+1.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.96%

15.27%

-1.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.90%

19.82%

-3.92%

XDEV.DE vs. QDIV - Expense Ratio Comparison

XDEV.DE has a 0.25% expense ratio, which is higher than QDIV's 0.20% 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. QDIV - Dividend Comparison

XDEV.DE has not paid dividends to shareholders, while QDIV's dividend yield for the trailing twelve months is around 3.23%.


PositionTTM20252024202320222021202020192018
QDIV
Global X S&P 500 Quality Dividend ETF
3.23%3.13%2.88%3.26%3.02%2.44%3.06%2.84%1.30%
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%

Frequently Asked Questions


XDEV.DE and QDIV have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QDIV is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QDIV is cheaper with a 0.20% expense ratio, compared with 0.25% for XDEV.DE.

XDEV.DE is categorized as Global Equities, while QDIV is Dividend. XDEV.DE tracks MSCI ACWI Value NR USD, while QDIV tracks S&P 500 Quality High Dividend Index. They also come from different issuers: DWS and Global X. Their fees differ too: 0.25% for XDEV.DE and 0.20% for QDIV.

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