XDEV.L vs. IWVG.L
Compare and contrast key facts about Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L) and iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVG.L).
XDEV.L and IWVG.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 Investment S.A. (ETF) that tracks the performance of the MSCI ACWI Value NR USD. It was launched on Sep 11, 2014. IWVG.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI Value NR USD. It was launched on Feb 23, 2018. Both XDEV.L and IWVG.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XDEV.L or IWVG.L.
Key characteristics
| XDEV.L | IWVG.L | |
|---|---|---|
| YTD Return | 3.83% | 3.85% |
| 1Y Return | 6.40% | 6.20% |
| 3Y Return (Ann) | 7.73% | 7.56% |
| 5Y Return (Ann) | 6.48% | 6.38% |
| Sharpe Ratio | 0.65 | 0.63 |
| Daily Std Dev | 10.80% | 10.56% |
| Max Drawdown | -28.20% | -28.07% |
| Current Drawdown | -3.37% | -3.42% |
Correlation
The correlation between XDEV.L and IWVG.L is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
XDEV.L vs. IWVG.L - Performance Comparison
The year-to-date returns for both investments are quite close, with XDEV.L having a 3.83% return and IWVG.L slightly higher at 3.85%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XDEV.L vs. IWVG.L - Expense Ratio Comparison
XDEV.L has a 0.25% expense ratio, which is lower than IWVG.L's 0.30% expense ratio.
Risk-Adjusted Performance
XDEV.L vs. IWVG.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L) and iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVG.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.
Dividends
XDEV.L vs. IWVG.L - Dividend Comparison
XDEV.L has not paid dividends to shareholders, while IWVG.L's dividend yield for the trailing twelve months is around 3.07%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.74% |
IWVG.L iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) | 3.07% | 3.23% | 3.12% | 2.61% | 2.37% | 2.90% | 2.48% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XDEV.L vs. IWVG.L - Drawdown Comparison
The maximum XDEV.L drawdown since its inception was -28.20%, roughly equal to the maximum IWVG.L drawdown of -28.07%. Use the drawdown chart below to compare losses from any high point for XDEV.L and IWVG.L. For additional features, visit the drawdowns tool.
Volatility
XDEV.L vs. IWVG.L - Volatility Comparison
Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L) has a higher volatility of 4.25% compared to iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVG.L) at 3.98%. This indicates that XDEV.L's price experiences larger fluctuations and is considered to be riskier than IWVG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.