XDEV.DE vs. SXR0.DE
XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) and SXR0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc)) are both Global Equities funds - XDEV.DE tracks the MSCI ACWI Value NR USD while SXR0.DE tracks the MSCI World Minimum Volatility Index (EUR Hedged). Both are passively managed. Over the past 5 years, XDEV.DE returned 17.08%/yr vs 4.62%/yr for SXR0.DE. A 0.62 correlation means they provide meaningful diversification when combined. XDEV.DE charges 0.25%/yr vs 0.35%/yr for SXR0.DE.
Performance
XDEV.DE vs. SXR0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDEV.DE achieves a 31.35% return, which is significantly higher than SXR0.DE's 2.62% return.
XDEV.DE
- 1D
- -0.39%
- 1M
- -3.15%
- 6M
- 25.81%
- YTD
- 31.35%
- 1Y
- 57.28%
- 3Y*
- 25.08%
- 5Y*
- 17.08%
- 10Y*
- 11.62%
SXR0.DE
- 1D
- 0.70%
- 1M
- 2.14%
- 6M
- 2.74%
- YTD
- 2.62%
- 1Y
- 4.36%
- 3Y*
- 8.50%
- 5Y*
- 4.62%
- 10Y*
- —
XDEV.DE vs. SXR0.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 | 31.35% | 24.74% | 11.64% | 15.69% | -4.81% | 30.64% | -12.50% | 22.05% | -10.40% | 6.90% |
SXR0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) | 2.62% | 7.02% | 13.29% | 5.81% | -9.67% | 16.59% | -1.27% | 20.04% | -4.03% | 8.98% |
Correlation
The correlation between XDEV.DE and SXR0.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2017 | 0.62 |
Over the past year, the correlation between XDEV.DE and SXR0.DE has dropped to 0.21 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.
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Return for Risk
XDEV.DE vs. SXR0.DE — Risk / Return Rank
XDEV.DE
SXR0.DE
XDEV.DE vs. SXR0.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 iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XDEV.DE | SXR0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.23 | ||
| Sortino ratioReturn per unit of downside risk | +4.33 | ||
| Omega ratioGain probability vs. loss probability | 1.65 | 1.10 | +0.56 |
| Calmar ratioReturn relative to maximum drawdown | 9.42 | 0.83 | +8.60 |
| Martin ratioReturn relative to average drawdown | 30.62 | 1.77 | +28.86 |
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Drawdowns
XDEV.DE vs. SXR0.DE - Drawdown Comparison
The maximum XDEV.DE drawdown since its inception was -35.27%, which is greater than SXR0.DE's maximum drawdown of -27.73%. Use the drawdown chart below to compare losses from any high point for XDEV.DE and SXR0.DE.
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Drawdown Indicators
| XDEV.DE | SXR0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.27% | -27.73% | -7.54% |
Max Drawdown (1Y)Largest decline over 1 year | -6.05% | -5.26% | -0.79% |
Max Drawdown (3Y)Largest decline over 3 years | -18.02% | -9.18% | -8.84% |
Max Drawdown (5Y)Largest decline over 5 years | -18.02% | -15.61% | -2.41% |
Max Drawdown (10Y)Largest decline over 10 years | -35.27% | — | — |
Current DrawdownCurrent decline from peak | -5.38% | -1.49% | -3.89% |
Average DrawdownAverage peak-to-trough decline | -6.88% | -3.95% | -2.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.86% | 2.46% | -0.60% |
Volatility
XDEV.DE vs. SXR0.DE - Volatility Comparison
Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a higher volatility of 5.64% compared to iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.DE) at 2.16%. This indicates that XDEV.DE's price experiences larger fluctuations and is considered to be riskier than SXR0.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 | SXR0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.64% | 2.16% | +3.48% |
Volatility (6M)Calculated over the trailing 6-month period | 12.94% | 5.96% | +6.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.19% | 8.21% | +6.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.20% | 10.15% | +4.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.68% | 11.60% | +5.08% |
XDEV.DE vs. SXR0.DE - Expense Ratio Comparison
XDEV.DE has a 0.25% expense ratio, which is lower than SXR0.DE's 0.35% expense ratio.
Dividends
XDEV.DE vs. SXR0.DE - Dividend Comparison
Neither XDEV.DE nor SXR0.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEV.DE and SXR0.DE have a correlation of 0.21, 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 0.35% for SXR0.DE.
XDEV.DE tracks MSCI ACWI Value NR USD, while SXR0.DE tracks MSCI World Minimum Volatility Index (EUR Hedged). They also come from different issuers: DWS and iShares. Their fees differ too: 0.25% for XDEV.DE and 0.35% for SXR0.DE.
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