XDEV.DE vs. XDW0.DE
XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) and XDW0.DE (Xtrackers MSCI World Energy UCITS ETF 1C) are both exchange-traded funds - XDEV.DE is a Global Equities fund tracking the MSCI ACWI Value NR USD, while XDW0.DE is a Energy Equities fund tracking the MSCI World/Energy NR USD. Both are passively managed. Over the past 10 years, XDEV.DE returned 12.54%/yr vs 9.47%/yr for XDW0.DE. A 0.57 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.
Performance
XDEV.DE vs. XDW0.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XDEV.DE achieves a 36.28% return, which is significantly higher than XDW0.DE's 33.37% return. Over the past 10 years, XDEV.DE has outperformed XDW0.DE with an annualized return of 12.54%, while XDW0.DE has yielded a comparatively lower 9.47% 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%
XDW0.DE
- 1D
- 2.04%
- 1M
- -0.37%
- YTD
- 33.37%
- 6M
- 30.76%
- 1Y
- 43.26%
- 3Y*
- 15.97%
- 5Y*
- 20.45%
- 10Y*
- 9.47%
XDEV.DE vs. XDW0.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% |
XDW0.DE Xtrackers MSCI World Energy UCITS ETF 1C | 33.37% | 2.24% | 7.48% | 0.18% | 53.95% | 52.18% | -36.97% | 14.05% | -12.13% | -7.68% |
Correlation
The correlation between XDEV.DE and XDW0.DE is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.57 |
Over the past year, the correlation between XDEV.DE and XDW0.DE has dropped to 0.03 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XDEV.DE vs. XDW0.DE — Risk / Return Rank
XDEV.DE
XDW0.DE
XDEV.DE vs. XDW0.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 Energy UCITS ETF 1C (XDW0.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 | XDW0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.62 | ||
| Sortino ratioReturn per unit of downside risk | +3.79 | ||
| Omega ratioGain probability vs. loss probability | 1.83 | 1.35 | +0.48 |
| Calmar ratioReturn relative to maximum drawdown | 10.60 | 2.86 | +7.74 |
| Martin ratioReturn relative to average drawdown | 39.99 | 9.57 | +30.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XDEV.DE | XDW0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.63 | 2.01 | +2.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.24 | 0.84 | +0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.36 | +0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.37 | +0.34 |
Drawdowns
XDEV.DE vs. XDW0.DE - Drawdown Comparison
The maximum XDEV.DE drawdown since its inception was -35.28%, smaller than the maximum XDW0.DE drawdown of -61.44%. Use the drawdown chart below to compare losses from any high point for XDEV.DE and XDW0.DE.
Loading charts...
Drawdown Indicators
| XDEV.DE | XDW0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.28% | -61.44% | +26.16% |
Max Drawdown (1Y)Largest decline over 1 year | -6.05% | -15.05% | +9.00% |
Max Drawdown (3Y)Largest decline over 3 years | -18.02% | -23.71% | +5.69% |
Max Drawdown (5Y)Largest decline over 5 years | -18.02% | -23.71% | +5.69% |
Max Drawdown (10Y)Largest decline over 10 years | -35.28% | -61.44% | +26.16% |
Current DrawdownCurrent decline from peak | -0.18% | -6.95% | +6.77% |
Average DrawdownAverage peak-to-trough decline | -5.56% | -13.84% | +8.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 4.51% | -2.90% |
Volatility
XDEV.DE vs. XDW0.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) is 5.66%, while Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) has a volatility of 8.12%. This indicates that XDEV.DE experiences smaller price fluctuations and is considered to be less risky than XDW0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XDEV.DE | XDW0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.66% | 8.12% | -2.46% |
Volatility (6M)Calculated over the trailing 6-month period | 11.16% | 18.44% | -7.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.87% | 21.56% | -7.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.96% | 24.03% | -10.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.90% | 26.03% | -10.13% |
XDEV.DE vs. XDW0.DE - Expense Ratio Comparison
Both XDEV.DE and XDW0.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. XDW0.DE - Dividend Comparison
Neither XDEV.DE nor XDW0.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEV.DE and XDW0.DE have a correlation of 0.03, 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 XDW0.DE have the same expense ratio: 0.25% per year.
XDEV.DE is categorized as Global Equities, while XDW0.DE is Energy Equities. XDEV.DE tracks MSCI ACWI Value NR USD, while XDW0.DE tracks MSCI World/Energy NR USD. They also come from different issuers: DWS and Xtrackers.
Find the right allocation for XDEV.DE and XDW0.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer