XDEV.DE vs. QDIV
Compare and contrast key facts about Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) and Global X S&P 500 Quality Dividend ETF (QDIV).
XDEV.DE and QDIV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDEV.DE is a passively managed fund by DWS Investment S.A. (ETF) that tracks the performance of the MSCI ACWI Value NR USD. It was launched on Sep 11, 2014. QDIV is a passively managed fund by Global X that tracks the performance of the S&P 500 Quality High Dividend Index. It was launched on Jul 13, 2018. Both XDEV.DE and QDIV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XDEV.DE or QDIV.
Key characteristics
| XDEV.DE | QDIV | |
|---|---|---|
| YTD Return | 9.70% | 13.46% |
| 1Y Return | 16.04% | 22.48% |
| 3Y Return (Ann) | 7.74% | 6.53% |
| 5Y Return (Ann) | 6.77% | 9.60% |
| Sharpe Ratio | 1.58 | 2.12 |
| Sortino Ratio | 2.00 | 3.07 |
| Omega Ratio | 1.30 | 1.36 |
| Calmar Ratio | 1.80 | 2.09 |
| Martin Ratio | 7.72 | 10.16 |
| Ulcer Index | 2.22% | 2.14% |
| Daily Std Dev | 10.83% | 10.28% |
| Max Drawdown | -35.28% | -41.20% |
| Current Drawdown | -1.81% | -1.94% |
Correlation
The correlation between XDEV.DE and QDIV is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
XDEV.DE vs. QDIV - Performance Comparison
In the year-to-date period, XDEV.DE achieves a 9.70% return, which is significantly lower than QDIV's 13.46% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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%.
Risk-Adjusted Performance
XDEV.DE vs. QDIV - Risk-Adjusted Performance 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.
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 2.65%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.73% |
QDIV Global X S&P 500 Quality Dividend ETF | 2.65% | 3.26% | 3.02% | 2.44% | 3.06% | 2.85% | 1.55% | 0.00% | 0.00% | 0.00% | 0.00% |
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 -41.20%. Use the drawdown chart below to compare losses from any high point for XDEV.DE and QDIV. For additional features, visit the drawdowns tool.
Volatility
XDEV.DE vs. QDIV - Volatility Comparison
Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a higher volatility of 2.23% compared to Global X S&P 500 Quality Dividend ETF (QDIV) at 2.07%. 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.