XDEV.DE vs. XCEU.DE
XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) and XCEU.DE (Xtrackers MSCI EMU Climate Transition UCITS ETF 1C) are both exchange-traded funds - XDEV.DE is a Global Equities fund tracking the MSCI ACWI Value NR USD, while XCEU.DE is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 3 years, XDEV.DE returned 27.19%/yr vs 14.00%/yr for XCEU.DE. A 0.72 correlation means they provide meaningful diversification when combined. XDEV.DE charges 0.25%/yr vs 0.12%/yr for XCEU.DE.
Performance
XDEV.DE vs. XCEU.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 XCEU.DE's 8.60% 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%
XCEU.DE
- 1D
- -0.27%
- 1M
- 7.08%
- YTD
- 8.60%
- 6M
- 11.04%
- 1Y
- 16.75%
- 3Y*
- 14.00%
- 5Y*
- —
- 10Y*
- —
XDEV.DE vs. XCEU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 36.28% | 24.76% | 11.62% | 7.90% |
XCEU.DE Xtrackers MSCI EMU Climate Transition UCITS ETF 1C | 8.60% | 19.79% | 9.57% | 5.60% |
Correlation
The correlation between XDEV.DE and XCEU.DE is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2023 | 0.72 |
The correlation between XDEV.DE and XCEU.DE has been stable across timeframes, ranging from 0.71 to 0.72 - a consistent structural relationship.
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Return for Risk
XDEV.DE vs. XCEU.DE — Risk / Return Rank
XDEV.DE
XCEU.DE
XDEV.DE vs. XCEU.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 Xtrackers MSCI EMU Climate Transition UCITS ETF 1C (XCEU.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 | XCEU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.51 | ||
| Sortino ratioReturn per unit of downside risk | +4.58 | ||
| Omega ratioGain probability vs. loss probability | 1.83 | 1.21 | +0.62 |
| Calmar ratioReturn relative to maximum drawdown | 10.60 | 1.55 | +9.05 |
| Martin ratioReturn relative to average drawdown | 39.99 | 5.56 | +34.43 |
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 | XCEU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.63 | 1.12 | +3.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.24 | — | — |
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 | 0.93 | -0.22 |
Drawdowns
XDEV.DE vs. XCEU.DE - Drawdown Comparison
The maximum XDEV.DE drawdown since its inception was -35.28%, which is greater than XCEU.DE's maximum drawdown of -14.98%. Use the drawdown chart below to compare losses from any high point for XDEV.DE and XCEU.DE.
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Drawdown Indicators
| XDEV.DE | XCEU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.28% | -14.98% | -20.30% |
Max Drawdown (1Y)Largest decline over 1 year | -6.05% | -10.79% | +4.74% |
Max Drawdown (3Y)Largest decline over 3 years | -18.02% | -14.98% | -3.04% |
Max Drawdown (5Y)Largest decline over 5 years | -18.02% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.28% | — | — |
Current DrawdownCurrent decline from peak | -0.18% | -0.96% | +0.78% |
Average DrawdownAverage peak-to-trough decline | -5.56% | -2.48% | -3.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 3.01% | -1.40% |
Volatility
XDEV.DE vs. XCEU.DE - Volatility Comparison
Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a higher volatility of 5.66% compared to Xtrackers MSCI EMU Climate Transition UCITS ETF 1C (XCEU.DE) at 5.37%. This indicates that XDEV.DE's price experiences larger fluctuations and is considered to be riskier than XCEU.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 | XCEU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.66% | 5.37% | +0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 11.16% | 12.25% | -1.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.87% | 14.90% | -1.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.96% | 14.45% | -0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.90% | 14.45% | +1.45% |
XDEV.DE vs. XCEU.DE - Expense Ratio Comparison
XDEV.DE has a 0.25% expense ratio, which is higher than XCEU.DE's 0.12% 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. XCEU.DE - Dividend Comparison
Neither XDEV.DE nor XCEU.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEV.DE and XCEU.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XCEU.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XCEU.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for XDEV.DE.
XDEV.DE is categorized as Global Equities, while XCEU.DE is Europe Equities. XDEV.DE tracks MSCI ACWI Value NR USD, while XCEU.DE tracks MSCI EMU NR EUR. Their fees differ too: 0.25% for XDEV.DE and 0.12% for XCEU.DE.
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