XDEV.DE vs. XU61.DE
XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) and XU61.DE (BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR) are both Global Equities funds - XDEV.DE tracks the MSCI ACWI Value NR USD while XU61.DE tracks the ECPI Global ESG Infrastructure Equity Index. Both are passively managed. Over the past year, XDEV.DE returned 61.89% vs 25.34% for XU61.DE. A 0.69 correlation means they provide meaningful diversification when combined. XDEV.DE charges 0.25%/yr vs 0.31%/yr for XU61.DE.
Performance
XDEV.DE vs. XU61.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XDEV.DE achieves a 35.07% return, which is significantly higher than XU61.DE's 12.67% return.
XDEV.DE
- 1D
- -0.89%
- 1M
- 9.96%
- YTD
- 35.07%
- 6M
- 38.05%
- 1Y
- 61.89%
- 3Y*
- 26.76%
- 5Y*
- 17.35%
- 10Y*
- 12.35%
XU61.DE
- 1D
- -0.72%
- 1M
- 0.91%
- YTD
- 12.67%
- 6M
- 13.88%
- 1Y
- 25.34%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XDEV.DE vs. XU61.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 35.07% | 24.76% | 11.62% | 5.99% |
XU61.DE BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR | 12.67% | 17.07% | 10.27% | 7.93% |
Correlation
The correlation between XDEV.DE and XU61.DE is 0.63, 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 | 0.63 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2023 | 0.69 |
The correlation between XDEV.DE and XU61.DE has been stable across timeframes, ranging from 0.63 to 0.69 - a consistent structural relationship.
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. XU61.DE — Risk / Return Rank
XDEV.DE
XU61.DE
XDEV.DE vs. XU61.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 BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR (XU61.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 | XU61.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.99 | ||
| Sortino ratioReturn per unit of downside risk | +2.56 | ||
| Omega ratioGain probability vs. loss probability | 1.81 | 1.46 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 10.38 | 4.31 | +6.06 |
| Martin ratioReturn relative to average drawdown | 39.12 | 17.45 | +21.68 |
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 | XU61.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.52 | 2.53 | +1.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.23 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 1.80 | -1.09 |
Drawdowns
XDEV.DE vs. XU61.DE - Drawdown Comparison
The maximum XDEV.DE drawdown since its inception was -35.28%, which is greater than XU61.DE's maximum drawdown of -12.73%. Use the drawdown chart below to compare losses from any high point for XDEV.DE and XU61.DE.
Loading charts...
Drawdown Indicators
| XDEV.DE | XU61.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.28% | -12.73% | -22.55% |
Max Drawdown (1Y)Largest decline over 1 year | -6.05% | -5.90% | -0.15% |
Max Drawdown (3Y)Largest decline over 3 years | -18.02% | — | — |
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 | -1.07% | -1.75% | +0.68% |
Average DrawdownAverage peak-to-trough decline | -5.56% | -1.39% | -4.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 1.46% | +0.15% |
Volatility
XDEV.DE vs. XU61.DE - Volatility Comparison
Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a higher volatility of 5.77% compared to BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR (XU61.DE) at 3.30%. This indicates that XDEV.DE's price experiences larger fluctuations and is considered to be riskier than XU61.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XDEV.DE | XU61.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.77% | 3.30% | +2.47% |
Volatility (6M)Calculated over the trailing 6-month period | 11.20% | 7.78% | +3.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.89% | 10.06% | +3.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.96% | 10.63% | +3.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.90% | 10.63% | +5.27% |
XDEV.DE vs. XU61.DE - Expense Ratio Comparison
XDEV.DE has a 0.25% expense ratio, which is lower than XU61.DE's 0.31% expense ratio.
Dividends
XDEV.DE vs. XU61.DE - Dividend Comparison
Neither XDEV.DE nor XU61.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEV.DE and XU61.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEV.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEV.DE is cheaper with a 0.25% expense ratio, compared with 0.31% for XU61.DE.
XDEV.DE tracks MSCI ACWI Value NR USD, while XU61.DE tracks ECPI Global ESG Infrastructure Equity Index. They also come from different issuers: DWS and BNP Paribas Easy. Their fees differ too: 0.25% for XDEV.DE and 0.31% for XU61.DE.
Find the right allocation for XDEV.DE and XU61.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