XDEV.DE vs. XWEB.DE

Last updated Jun 4, 2026

XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) and XWEB.DE (Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C) are both Global Equities funds - XDEV.DE tracks the MSCI ACWI Value NR USD while XWEB.DE tracks the MSCI World Minimum Volatility Low Carbon SRI Screened Select. Both are passively managed. Over the past year, XDEV.DE returned 64.43% vs 2.75% for XWEB.DE. A 0.60 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.

Performance

XDEV.DE vs. XWEB.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 ESG UCITS ETF 1C (XWEB.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XDEV.DE achieves a 36.28% return, which is significantly higher than XWEB.DE's 1.26% 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%

XWEB.DE

• 1D: 0.08%
• 1M: 0.96%
• YTD: 1.26%
• 6M: 1.59%
• 1Y: 2.75%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XDEV.DE vs. XWEB.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%	8.27%
XWEB.DE Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C	1.26%	1.61%	16.94%	4.70%

Correlation

The correlation between XDEV.DE and XWEB.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.46
Correlation (All Time) Calculated using the full available price history since Jul 18, 2023	0.60

The correlation between XDEV.DE and XWEB.DE shifts across timeframes, from 0.46 (1 year) to 0.60 (all time), reflecting how their relationship changes across market environments.

Return for Risk

XDEV.DE vs. XWEB.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: 97
XDEV.DE Sharpe Ratio Rank: 97
XDEV.DE Sortino Ratio Rank: 97
XDEV.DE Omega Ratio Rank: 96
XDEV.DE Calmar Ratio Rank: 97
XDEV.DE Martin Ratio Rank: 96

XWEB.DE

XWEB.DE Risk / Return Rank: 14
XWEB.DE Sharpe Ratio Rank: 14
XWEB.DE Sortino Ratio Rank: 13
XWEB.DE Omega Ratio Rank: 13
XWEB.DE Calmar Ratio Rank: 16
XWEB.DE Martin Ratio Rank: 15

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. XWEB.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 ESG UCITS ETF 1C (XWEB.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	XWEB.DE	Difference
Sharpe ratio: Return per unit of total volatility	4.63	0.35	+4.28
Sortino ratio: Return per unit of downside risk	6.27	0.54	+5.73
Omega ratio: Gain probability vs. loss probability	1.83	1.06	+0.77
Calmar ratio: Return relative to maximum drawdown	10.60	0.54	+10.06
Martin ratio: Return relative to average drawdown	39.99	1.31	+38.68
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current XDEV.DE Sharpe Ratio is 4.63, which is higher than the XWEB.DE Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of XDEV.DE and XWEB.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.

Sharpe Ratios by Period

	XDEV.DE	XWEB.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	4.63	0.35	+4.28
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	0.87	-0.16

Drawdowns

XDEV.DE vs. XWEB.DE - Drawdown Comparison

The maximum XDEV.DE drawdown since its inception was -35.28%, which is greater than XWEB.DE's maximum drawdown of -14.46%. Use the drawdown chart below to compare losses from any high point for XDEV.DE and XWEB.DE.

Drawdown Indicators

	XDEV.DE	XWEB.DE	Difference
Max Drawdown Largest peak-to-trough decline	-35.28%	-14.46%	-20.82%
Max Drawdown (1Y) Largest decline over 1 year	-6.05%	-5.03%	-1.02%
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 Drawdown Current decline from peak	-0.18%	-3.46%	+3.28%
Average Drawdown Average peak-to-trough decline	-5.56%	-3.02%	-2.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.61%	2.09%	-0.48%

Volatility

XDEV.DE vs. XWEB.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 ESG UCITS ETF 1C (XWEB.DE) at 2.21%. This indicates that XDEV.DE's price experiences larger fluctuations and is considered to be riskier than XWEB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XDEV.DE	XWEB.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.66%	2.21%	+3.45%
Volatility (6M) Calculated over the trailing 6-month period	11.16%	5.36%	+5.80%
Volatility (1Y) Calculated over the trailing 1-year period	13.87%	7.78%	+6.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.96%	9.50%	+4.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.90%	9.50%	+6.40%

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

Both XDEV.DE and XWEB.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. XWEB.DE - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both XDEV.DE and XWEB.DE in my portfolio?

XDEV.DE and XWEB.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XDEV.DE or XWEB.DE?

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

Which ETF is cheaper, XDEV.DE or XWEB.DE?

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

What is the main difference between XDEV.DE and XWEB.DE?

XDEV.DE tracks MSCI ACWI Value NR USD, while XWEB.DE tracks MSCI World Minimum Volatility Low Carbon SRI Screened Select. They also come from different issuers: DWS and Xtrackers.