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XDEV.DE vs. XDEB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDEV.DE vs. XDEB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) and Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.DE). The values are adjusted to include any dividend payments, if applicable.

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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 XDEB.DE's 1.77% return. Over the past 10 years, XDEV.DE has outperformed XDEB.DE with an annualized return of 12.54%, while XDEB.DE has yielded a comparatively lower 6.88% 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%

XDEB.DE

1D
0.27%
1M
1.39%
YTD
1.77%
6M
1.85%
1Y
-0.13%
3Y*
6.65%
5Y*
6.22%
10Y*
6.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDEV.DE vs. XDEB.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
XDEB.DE
Xtrackers MSCI World Minimum Volatility UCITS ETF 1C
1.77%-1.27%17.83%3.66%-4.06%24.01%-6.66%26.17%1.99%3.04%

Correlation

The correlation between XDEV.DE and XDEB.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.48

Correlation (5Y)
Calculated over the trailing 5-year period

0.56

Correlation (10Y)
Calculated over the trailing 10-year period

0.60

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2014

0.57

Over the past year, the correlation between XDEV.DE and XDEB.DE has dropped to 0.28 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.

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Return for Risk

XDEV.DE vs. XDEB.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XDEV.DE
XDEV.DE Risk / Return Rank: 9797
Overall Rank
XDEV.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
XDEV.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
XDEV.DE Omega Ratio Rank: 9696
Omega Ratio Rank
XDEV.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
XDEV.DE Martin Ratio Rank: 9696
Martin Ratio Rank

XDEB.DE
XDEB.DE Risk / Return Rank: 88
Overall Rank
XDEB.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
XDEB.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
XDEB.DE Omega Ratio Rank: 88
Omega Ratio Rank
XDEB.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
XDEB.DE Martin Ratio Rank: 88
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XDEV.DE vs. XDEB.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 Minimum Volatility UCITS ETF 1C (XDEB.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.DEXDEB.DEDifference
Sharpe ratioReturn per unit of total volatility

+4.65

Sortino ratioReturn per unit of downside risk

+6.24

Omega ratioGain probability vs. loss probability

1.83

1.00

+0.83

Calmar ratioReturn relative to maximum drawdown

10.60

-0.02

+10.62

Martin ratioReturn relative to average drawdown

39.99

-0.05

+40.05

XDEV.DE vs. XDEB.DE - Sharpe Ratio Comparison

The current XDEV.DE Sharpe Ratio is 4.63, which is higher than the XDEB.DE Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of XDEV.DE and XDEB.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XDEV.DEXDEB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.63

-0.02

+4.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.24

0.61

+0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.62

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.70

+0.02

Drawdowns

XDEV.DE vs. XDEB.DE - Drawdown Comparison

The maximum XDEV.DE drawdown since its inception was -35.28%, which is greater than XDEB.DE's maximum drawdown of -28.57%. Use the drawdown chart below to compare losses from any high point for XDEV.DE and XDEB.DE.


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Drawdown Indicators


XDEV.DEXDEB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.28%

-28.57%

-6.71%

Max Drawdown (1Y)

Largest decline over 1 year

-6.05%

-5.31%

-0.74%

Max Drawdown (3Y)

Largest decline over 3 years

-18.02%

-13.02%

-5.00%

Max Drawdown (5Y)

Largest decline over 5 years

-18.02%

-13.02%

-5.00%

Max Drawdown (10Y)

Largest decline over 10 years

-35.28%

-28.57%

-6.71%

Current Drawdown

Current decline from peak

-0.18%

-6.50%

+6.32%

Average Drawdown

Average peak-to-trough decline

-5.56%

-5.03%

-0.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

2.37%

-0.76%

Volatility

XDEV.DE vs. XDEB.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 Minimum Volatility UCITS ETF 1C (XDEB.DE) at 2.65%. This indicates that XDEV.DE's price experiences larger fluctuations and is considered to be riskier than XDEB.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.DEXDEB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.66%

2.65%

+3.01%

Volatility (6M)

Calculated over the trailing 6-month period

11.16%

5.56%

+5.60%

Volatility (1Y)

Calculated over the trailing 1-year period

13.87%

7.88%

+5.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.96%

10.16%

+3.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.90%

12.03%

+3.87%

XDEV.DE vs. XDEB.DE - Expense Ratio Comparison

Both XDEV.DE and XDEB.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XDEV.DE vs. XDEB.DE - Dividend Comparison

Neither XDEV.DE nor XDEB.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XDEV.DE and XDEB.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XDEV.DE and XDEB.DE have the same expense ratio: 0.25% per year.

XDEV.DE tracks MSCI ACWI Value NR USD, while XDEB.DE tracks MSCI ACWI NR USD.

Portfolio Optimizer

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