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XDEV.L vs. IDIN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDEV.L vs. IDIN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L) and iShares Global Infrastructure UCITS ETF USD (Dist) (IDIN.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XDEV.L is traded in GBp, while IDIN.L is traded in USD. To make them comparable, the IDIN.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 28.34% return, which is significantly higher than IDIN.L's 13.03% return. Over the past 10 years, XDEV.L has outperformed IDIN.L with an annualized return of 11.78%, while IDIN.L has yielded a comparatively lower 6.96% annualized return.


XDEV.L

1D
-0.32%
1M
-4.84%
6M
23.50%
YTD
28.34%
1Y
54.70%
3Y*
24.59%
5Y*
16.91%
10Y*
11.78%

IDIN.L

1D
0.81%
1M
1.65%
6M
11.64%
YTD
13.03%
1Y
17.92%
3Y*
11.25%
5Y*
7.13%
10Y*
6.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDEV.L vs. IDIN.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDEV.L
Xtrackers MSCI World Value Factor UCITS ETF 1C
28.34%30.51%6.79%13.25%1.01%21.67%-6.88%14.56%-9.23%11.91%
IDIN.L
iShares Global Infrastructure UCITS ETF USD (Dist)
13.03%4.93%10.69%-5.02%5.26%18.27%-4.84%19.26%3.77%4.93%

Correlation

The correlation between XDEV.L and IDIN.L is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.37

Correlation (5Y)
Calculated over the trailing 5-year period

0.45

Correlation (10Y)
Calculated over the trailing 10-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2014

0.55

Over the past year, the correlation between XDEV.L and IDIN.L has dropped to 0.15 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.

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Return for Risk

XDEV.L vs. IDIN.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XDEV.L
XDEV.L Risk / Return Rank: 9696
Overall Rank
XDEV.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
XDEV.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
XDEV.L Omega Ratio Rank: 9696
Omega Ratio Rank
XDEV.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
XDEV.L Martin Ratio Rank: 9696
Martin Ratio Rank

IDIN.L
IDIN.L Risk / Return Rank: 6969
Overall Rank
IDIN.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IDIN.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
IDIN.L Omega Ratio Rank: 6262
Omega Ratio Rank
IDIN.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
IDIN.L Martin Ratio Rank: 6767
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.L vs. IDIN.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 iShares Global Infrastructure UCITS ETF USD (Dist) (IDIN.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XDEV.LIDIN.LDifference
Sharpe ratioReturn per unit of total volatility

+2.10

Sortino ratioReturn per unit of downside risk

+2.68

Omega ratioGain probability vs. loss probability

1.66

1.27

+0.40

Calmar ratioReturn relative to maximum drawdown

7.87

3.58

+4.29

Martin ratioReturn relative to average drawdown

24.91

8.07

+16.83

XDEV.L vs. IDIN.L - Sharpe Ratio Comparison

The current XDEV.L Sharpe Ratio is 3.63, which is higher than the IDIN.L Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of XDEV.L and IDIN.L, 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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Drawdowns

XDEV.L vs. IDIN.L - Drawdown Comparison

The maximum XDEV.L drawdown since its inception was -45.89%, which is greater than IDIN.L's maximum drawdown of -36.86%. Use the drawdown chart below to compare losses from any high point for XDEV.L and IDIN.L.


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Drawdown Indicators


XDEV.LIDIN.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.89%

-36.86%

-9.03%

Max Drawdown (1Y)

Largest decline over 1 year

-6.92%

-4.98%

-1.94%

Max Drawdown (3Y)

Largest decline over 3 years

-19.90%

-11.31%

-8.59%

Max Drawdown (5Y)

Largest decline over 5 years

-19.90%

-23.50%

+3.60%

Max Drawdown (10Y)

Largest decline over 10 years

-35.20%

-27.06%

-8.14%

Current Drawdown

Current decline from peak

-6.81%

-0.94%

-5.87%

Average Drawdown

Average peak-to-trough decline

-15.27%

-7.25%

-8.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

2.21%

-0.02%

Volatility

XDEV.L vs. IDIN.L - Volatility Comparison

Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L) has a higher volatility of 5.91% compared to iShares Global Infrastructure UCITS ETF USD (Dist) (IDIN.L) at 3.33%. This indicates that XDEV.L's price experiences larger fluctuations and is considered to be riskier than IDIN.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.LIDIN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.91%

3.33%

+2.58%

Volatility (6M)

Calculated over the trailing 6-month period

13.06%

9.62%

+3.44%

Volatility (1Y)

Calculated over the trailing 1-year period

15.00%

11.67%

+3.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.11%

13.10%

+6.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.02%

14.46%

+6.56%

XDEV.L vs. IDIN.L - Expense Ratio Comparison

XDEV.L has a 0.25% expense ratio, which is lower than IDIN.L's 0.65% expense ratio.


Dividends

XDEV.L vs. IDIN.L - Dividend Comparison

XDEV.L has not paid dividends to shareholders, while IDIN.L's dividend yield for the trailing twelve months is around 2.02%.


PositionTTM20252024202320222021202020192018201720162015
IDIN.L
iShares Global Infrastructure UCITS ETF USD (Dist)
2.02%2.20%2.36%2.37%2.11%1.93%2.08%2.05%2.34%2.60%2.80%3.20%
XDEV.L
Xtrackers MSCI World Value Factor UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XDEV.L and IDIN.L have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDEV.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDEV.L is cheaper with a 0.25% expense ratio, compared with 0.65% for IDIN.L.

XDEV.L is categorized as Global Equities, while IDIN.L is Mid Cap Value Equities. XDEV.L tracks MSCI ACWI Value NR USD, while IDIN.L tracks FTSE Global Core Infrastructure Index (USD). They also come from different issuers: DWS and iShares. Their fees differ too: 0.25% for XDEV.L and 0.65% for IDIN.L.

Portfolio Optimizer

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