XDEV.DE vs. SXRJ.DE
XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) and SXRJ.DE (iShares MSCI EMU Small Cap UCITS ETF (Acc)) are both exchange-traded funds - XDEV.DE is a Global Equities fund tracking the MSCI ACWI Value NR USD, while SXRJ.DE is a Europe Equities fund tracking the MSCI EMU Small Cap. Both are passively managed. Over the past 10 years, XDEV.DE returned 12.54%/yr vs 9.04%/yr for SXRJ.DE. A 0.74 correlation means they provide meaningful diversification when combined. XDEV.DE charges 0.25%/yr vs 0.58%/yr for SXRJ.DE.
Performance
XDEV.DE vs. SXRJ.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 SXRJ.DE's 10.81% return. Over the past 10 years, XDEV.DE has outperformed SXRJ.DE with an annualized return of 12.54%, while SXRJ.DE has yielded a comparatively lower 9.04% annualized 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%
SXRJ.DE
- 1D
- -0.66%
- 1M
- 3.95%
- YTD
- 10.81%
- 6M
- 14.27%
- 1Y
- 17.51%
- 3Y*
- 13.32%
- 5Y*
- 6.52%
- 10Y*
- 9.04%
XDEV.DE vs. SXRJ.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% |
SXRJ.DE iShares MSCI EMU Small Cap UCITS ETF (Acc) | 10.81% | 25.22% | -0.19% | 14.41% | -16.60% | 23.00% | 5.26% | 29.83% | -17.96% | 23.99% |
Correlation
The correlation between XDEV.DE and SXRJ.DE is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2014 | 0.74 |
The correlation between XDEV.DE and SXRJ.DE has been stable across timeframes, ranging from 0.69 to 0.75 - a consistent structural relationship.
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Return for Risk
XDEV.DE vs. SXRJ.DE — Risk / Return Rank
XDEV.DE
SXRJ.DE
XDEV.DE vs. SXRJ.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 MSCI EMU Small Cap UCITS ETF (Acc) (SXRJ.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 | SXRJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.36 | ||
| Sortino ratioReturn per unit of downside risk | +4.42 | ||
| Omega ratioGain probability vs. loss probability | 1.83 | 1.23 | +0.60 |
| Calmar ratioReturn relative to maximum drawdown | 10.60 | 1.63 | +8.97 |
| Martin ratioReturn relative to average drawdown | 39.99 | 6.09 | +33.90 |
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 | SXRJ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.63 | 1.26 | +3.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.24 | 0.40 | +0.85 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.55 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.59 | +0.12 |
Drawdowns
XDEV.DE vs. SXRJ.DE - Drawdown Comparison
The maximum XDEV.DE drawdown since its inception was -35.28%, smaller than the maximum SXRJ.DE drawdown of -39.38%. Use the drawdown chart below to compare losses from any high point for XDEV.DE and SXRJ.DE.
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Drawdown Indicators
| XDEV.DE | SXRJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.28% | -39.38% | +4.10% |
Max Drawdown (1Y)Largest decline over 1 year | -6.05% | -10.68% | +4.63% |
Max Drawdown (3Y)Largest decline over 3 years | -18.02% | -15.73% | -2.29% |
Max Drawdown (5Y)Largest decline over 5 years | -18.02% | -29.43% | +11.41% |
Max Drawdown (10Y)Largest decline over 10 years | -35.28% | -39.38% | +4.10% |
Current DrawdownCurrent decline from peak | -0.18% | -1.41% | +1.23% |
Average DrawdownAverage peak-to-trough decline | -5.56% | -7.44% | +1.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 2.87% | -1.26% |
Volatility
XDEV.DE vs. SXRJ.DE - Volatility Comparison
Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a higher volatility of 5.66% compared to iShares MSCI EMU Small Cap UCITS ETF (Acc) (SXRJ.DE) at 4.41%. This indicates that XDEV.DE's price experiences larger fluctuations and is considered to be riskier than SXRJ.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 | SXRJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.66% | 4.41% | +1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 11.16% | 11.43% | -0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.87% | 13.80% | +0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.96% | 16.23% | -2.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.90% | 16.29% | -0.39% |
XDEV.DE vs. SXRJ.DE - Expense Ratio Comparison
XDEV.DE has a 0.25% expense ratio, which is lower than SXRJ.DE's 0.58% expense ratio.
Dividends
XDEV.DE vs. SXRJ.DE - Dividend Comparison
Neither XDEV.DE nor SXRJ.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEV.DE and SXRJ.DE have a correlation of 0.69, 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 0.58% for SXRJ.DE.
XDEV.DE is categorized as Global Equities, while SXRJ.DE is Europe Equities. XDEV.DE tracks MSCI ACWI Value NR USD, while SXRJ.DE tracks MSCI EMU Small Cap. They also come from different issuers: DWS and iShares. Their fees differ too: 0.25% for XDEV.DE and 0.58% for SXRJ.DE.
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