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XDEV.DE vs. XDW0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDEV.DE vs. XDW0.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 Energy UCITS ETF 1C (XDW0.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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDEV.DE vs. XDW0.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%
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.

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Return for Risk

XDEV.DE vs. XDW0.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

XDW0.DE
XDW0.DE Risk / Return Rank: 5656
Overall Rank
XDW0.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
XDW0.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
XDW0.DE Omega Ratio Rank: 5757
Omega Ratio Rank
XDW0.DE Calmar Ratio Rank: 5858
Calmar Ratio Rank
XDW0.DE Martin Ratio Rank: 5555
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. 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.DEXDW0.DEDifference
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

XDEV.DE vs. XDW0.DE - Sharpe Ratio Comparison

The current XDEV.DE Sharpe Ratio is 4.63, which is higher than the XDW0.DE Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of XDEV.DE and XDW0.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.DEXDW0.DEDifference

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.


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Drawdown Indicators


XDEV.DEXDW0.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.18%

-6.95%

+6.77%

Average Drawdown

Average peak-to-trough decline

-5.56%

-13.84%

+8.28%

Ulcer Index

Depth 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.


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Volatility by Period


XDEV.DEXDW0.DEDifference

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.


Tickers have no history of dividend payments

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.

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