XDEV.DE vs. XCTW.DE
XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) and XCTW.DE (Xtrackers MSCI World Climate Transition UCITS ETF) are both Global Equities funds from DWS - XDEV.DE tracks the MSCI ACWI Value NR USD while XCTW.DE tracks the MSCI ACWI NR USD. Both are passively managed. Over the past 3 years, XDEV.DE returned 27.19%/yr vs 16.77%/yr for XCTW.DE. A 0.76 correlation means they provide meaningful diversification when combined. XDEV.DE charges 0.25%/yr vs 0.19%/yr for XCTW.DE.
Performance
XDEV.DE vs. XCTW.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 XCTW.DE's 9.80% 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%
XCTW.DE
- 1D
- -0.36%
- 1M
- 5.66%
- YTD
- 9.80%
- 6M
- 10.53%
- 1Y
- 22.86%
- 3Y*
- 16.77%
- 5Y*
- —
- 10Y*
- —
XDEV.DE vs. XCTW.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% |
XCTW.DE Xtrackers MSCI World Climate Transition UCITS ETF | 9.80% | 7.28% | 25.26% | 12.68% |
Correlation
The correlation between XDEV.DE and XCTW.DE is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2023 | 0.76 |
The correlation between XDEV.DE and XCTW.DE has been stable across timeframes, ranging from 0.75 to 0.76 - a consistent structural relationship.
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Return for Risk
XDEV.DE vs. XCTW.DE — Risk / Return Rank
XDEV.DE
XCTW.DE
XDEV.DE vs. XCTW.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 World Climate Transition UCITS ETF (XCTW.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 | XCTW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.66 | ||
| Sortino ratioReturn per unit of downside risk | +3.47 | ||
| Omega ratioGain probability vs. loss probability | 1.83 | 1.37 | +0.46 |
| Calmar ratioReturn relative to maximum drawdown | 10.60 | 2.95 | +7.65 |
| Martin ratioReturn relative to average drawdown | 39.99 | 11.89 | +28.10 |
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 | XCTW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.63 | 1.97 | +2.66 |
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 | 1.29 | -0.57 |
Drawdowns
XDEV.DE vs. XCTW.DE - Drawdown Comparison
The maximum XDEV.DE drawdown since its inception was -35.28%, which is greater than XCTW.DE's maximum drawdown of -21.64%. Use the drawdown chart below to compare losses from any high point for XDEV.DE and XCTW.DE.
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Drawdown Indicators
| XDEV.DE | XCTW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.28% | -21.64% | -13.64% |
Max Drawdown (1Y)Largest decline over 1 year | -6.05% | -7.72% | +1.67% |
Max Drawdown (3Y)Largest decline over 3 years | -18.02% | -21.64% | +3.62% |
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% | -0.36% | +0.18% |
Average DrawdownAverage peak-to-trough decline | -5.56% | -2.65% | -2.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 1.92% | -0.31% |
Volatility
XDEV.DE vs. XCTW.DE - Volatility Comparison
Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a higher volatility of 5.66% compared to Xtrackers MSCI World Climate Transition UCITS ETF (XCTW.DE) at 2.95%. This indicates that XDEV.DE's price experiences larger fluctuations and is considered to be riskier than XCTW.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 | XCTW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.66% | 2.95% | +2.71% |
Volatility (6M)Calculated over the trailing 6-month period | 11.16% | 8.12% | +3.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.87% | 11.60% | +2.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.96% | 13.17% | +0.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.90% | 13.17% | +2.73% |
XDEV.DE vs. XCTW.DE - Expense Ratio Comparison
XDEV.DE has a 0.25% expense ratio, which is higher than XCTW.DE's 0.19% 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. XCTW.DE - Dividend Comparison
Neither XDEV.DE nor XCTW.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEV.DE and XCTW.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XCTW.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XCTW.DE is cheaper with a 0.19% expense ratio, compared with 0.25% for XDEV.DE.
XDEV.DE tracks MSCI ACWI Value NR USD, while XCTW.DE tracks MSCI ACWI NR USD. Their fees differ too: 0.25% for XDEV.DE and 0.19% for XCTW.DE.
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