XDEV.L vs. FRXT.L
Compare and contrast key facts about Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L) and Franklin FTSE Taiwan UCITS ETF (FRXT.L).
XDEV.L and FRXT.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDEV.L is a passively managed fund by DWS that tracks the performance of the MSCI ACWI Value NR USD. It was launched on Sep 11, 2014. FRXT.L is a passively managed fund by Franklin Templeton that tracks the performance of the MSCI Taiwan NR USD. It was launched on Mar 21, 2022. Both XDEV.L and FRXT.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XDEV.L vs. FRXT.L - Performance Comparison
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XDEV.L vs. FRXT.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XDEV.L Xtrackers MSCI World Value Factor UCITS ETF 1C | 3.87% | 30.51% | 6.79% | 13.25% | 0.59% |
FRXT.L Franklin FTSE Taiwan UCITS ETF | 11.16% | 25.34% | 25.66% | 22.61% | -17.25% |
Different Trading Currencies
XDEV.L is traded in GBp, while FRXT.L is traded in GBP. To make them comparable, the FRXT.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, XDEV.L achieves a 3.87% return, which is significantly lower than FRXT.L's 11.16% return.
XDEV.L
- 1D
- -0.01%
- 1M
- -6.53%
- YTD
- 3.87%
- 6M
- 14.59%
- 1Y
- 31.21%
- 3Y*
- 16.84%
- 5Y*
- 12.32%
- 10Y*
- 10.70%
FRXT.L
- 1D
- -0.59%
- 1M
- -7.79%
- YTD
- 11.16%
- 6M
- 19.64%
- 1Y
- 60.29%
- 3Y*
- 24.67%
- 5Y*
- —
- 10Y*
- —
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XDEV.L vs. FRXT.L - Expense Ratio Comparison
XDEV.L has a 0.25% expense ratio, which is higher than FRXT.L's 0.19% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
XDEV.L vs. FRXT.L — Risk / Return Rank
XDEV.L
FRXT.L
XDEV.L vs. FRXT.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L) and Franklin FTSE Taiwan UCITS ETF (FRXT.L). 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.L | FRXT.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.15 | 2.52 | -0.37 |
Sortino ratioReturn per unit of downside risk | 2.76 | 3.10 | -0.34 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.45 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.77 | 3.43 | -0.65 |
Martin ratioReturn relative to average drawdown | 12.39 | 14.65 | -2.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XDEV.L | FRXT.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.15 | 2.52 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.96 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.77 | -0.05 |
Correlation
The correlation between XDEV.L and FRXT.L is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
XDEV.L vs. FRXT.L - Dividend Comparison
Neither XDEV.L nor FRXT.L has paid dividends to shareholders.
Drawdowns
XDEV.L vs. FRXT.L - Drawdown Comparison
The maximum XDEV.L drawdown since its inception was -28.20%, roughly equal to the maximum FRXT.L drawdown of -28.86%. Use the drawdown chart below to compare losses from any high point for XDEV.L and FRXT.L.
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Drawdown Indicators
| XDEV.L | FRXT.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.20% | -28.86% | +0.66% |
Max Drawdown (1Y)Largest decline over 1 year | -11.39% | -16.68% | +5.29% |
Max Drawdown (5Y)Largest decline over 5 years | -14.00% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -28.20% | — | — |
Current DrawdownCurrent decline from peak | -6.53% | -8.94% | +2.41% |
Average DrawdownAverage peak-to-trough decline | -4.40% | -7.20% | +2.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 3.90% | -1.45% |
Volatility
XDEV.L vs. FRXT.L - Volatility Comparison
The current volatility for Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L) is 5.87%, while Franklin FTSE Taiwan UCITS ETF (FRXT.L) has a volatility of 8.71%. This indicates that XDEV.L experiences smaller price fluctuations and is considered to be less risky than FRXT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDEV.L | FRXT.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.87% | 8.71% | -2.84% |
Volatility (6M)Calculated over the trailing 6-month period | 9.52% | 15.61% | -6.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.48% | 23.87% | -9.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.84% | 20.06% | -7.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.91% | 20.06% | -5.15% |