XDEV.DE vs. SPYI.DE
XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) and SPYI.DE (SPDR MSCI ACWI IMI UCITS ETF) are both Global Equities funds - XDEV.DE tracks the MSCI ACWI Value NR USD while SPYI.DE tracks the MSCI All Country World Investable Market (ACWI IMI). Both are passively managed. Over the past 10 years, XDEV.DE returned 12.54%/yr vs 12.21%/yr for SPYI.DE. Their correlation of 0.81 suggests significant overlap in exposure. XDEV.DE charges 0.25%/yr vs 0.17%/yr for SPYI.DE.
Performance
XDEV.DE vs. SPYI.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 SPYI.DE's 13.41% return. Both investments have delivered pretty close results over the past 10 years, with XDEV.DE having a 12.54% annualized return and SPYI.DE not far behind at 12.21%.
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%
SPYI.DE
- 1D
- -0.44%
- 1M
- 6.27%
- YTD
- 13.41%
- 6M
- 14.46%
- 1Y
- 28.04%
- 3Y*
- 17.72%
- 5Y*
- 12.04%
- 10Y*
- 12.21%
XDEV.DE vs. SPYI.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% |
SPYI.DE SPDR MSCI ACWI IMI UCITS ETF | 13.41% | 9.10% | 22.92% | 17.54% | -12.90% | 27.74% | 5.39% | 29.64% | -6.71% | 8.46% |
Correlation
The correlation between XDEV.DE and SPYI.DE is 0.83, 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 | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2014 | 0.81 |
The correlation between XDEV.DE and SPYI.DE has been stable across timeframes, ranging from 0.81 to 0.85 - a consistent structural relationship.
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Return for Risk
XDEV.DE vs. SPYI.DE — Risk / Return Rank
XDEV.DE
SPYI.DE
XDEV.DE vs. SPYI.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 SPDR MSCI ACWI IMI UCITS ETF (SPYI.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 | SPYI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.20 | ||
| Sortino ratioReturn per unit of downside risk | +2.87 | ||
| Omega ratioGain probability vs. loss probability | 1.83 | 1.46 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 10.60 | 4.35 | +6.25 |
| Martin ratioReturn relative to average drawdown | 39.99 | 17.59 | +22.40 |
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 | SPYI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.63 | 2.43 | +2.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.24 | 0.86 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.82 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.84 | -0.13 |
Drawdowns
XDEV.DE vs. SPYI.DE - Drawdown Comparison
The maximum XDEV.DE drawdown since its inception was -35.28%, roughly equal to the maximum SPYI.DE drawdown of -34.60%. Use the drawdown chart below to compare losses from any high point for XDEV.DE and SPYI.DE.
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Drawdown Indicators
| XDEV.DE | SPYI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.28% | -34.60% | -0.68% |
Max Drawdown (1Y)Largest decline over 1 year | -6.05% | -6.41% | +0.36% |
Max Drawdown (3Y)Largest decline over 3 years | -18.02% | -21.66% | +3.64% |
Max Drawdown (5Y)Largest decline over 5 years | -18.02% | -21.66% | +3.64% |
Max Drawdown (10Y)Largest decline over 10 years | -35.28% | -34.60% | -0.68% |
Current DrawdownCurrent decline from peak | -0.18% | -0.44% | +0.26% |
Average DrawdownAverage peak-to-trough decline | -5.56% | -4.34% | -1.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 1.59% | +0.02% |
Volatility
XDEV.DE vs. SPYI.DE - Volatility Comparison
Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a higher volatility of 5.66% compared to SPDR MSCI ACWI IMI UCITS ETF (SPYI.DE) at 3.28%. This indicates that XDEV.DE's price experiences larger fluctuations and is considered to be riskier than SPYI.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 | SPYI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.66% | 3.28% | +2.38% |
Volatility (6M)Calculated over the trailing 6-month period | 11.16% | 8.21% | +2.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.87% | 11.53% | +2.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.96% | 13.90% | +0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.90% | 15.18% | +0.72% |
XDEV.DE vs. SPYI.DE - Expense Ratio Comparison
XDEV.DE has a 0.25% expense ratio, which is higher than SPYI.DE's 0.17% 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. SPYI.DE - Dividend Comparison
Neither XDEV.DE nor SPYI.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEV.DE and SPYI.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYI.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYI.DE is cheaper with a 0.17% expense ratio, compared with 0.25% for XDEV.DE.
XDEV.DE tracks MSCI ACWI Value NR USD, while SPYI.DE tracks MSCI All Country World Investable Market (ACWI IMI). They also come from different issuers: DWS and State Street. Their fees differ too: 0.25% for XDEV.DE and 0.17% for SPYI.DE.
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