XDUK.DE vs. XDEQ.DE
XDUK.DE (Xtrackers FTSE 100 UCITS ETF 1C) and XDEQ.DE (Xtrackers MSCI World Quality Factor UCITS ETF 1C) are both exchange-traded funds - XDUK.DE is a Europe Equities fund tracking the FTSE AllSh TR GBP, while XDEQ.DE is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 10 years, XDUK.DE returned 7.99%/yr vs 12.38%/yr for XDEQ.DE. A 0.66 correlation means they provide meaningful diversification when combined. XDUK.DE charges 0.09%/yr vs 0.25%/yr for XDEQ.DE.
Performance
XDUK.DE vs. XDEQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDUK.DE achieves a 6.84% return, which is significantly lower than XDEQ.DE's 9.48% return. Over the past 10 years, XDUK.DE has underperformed XDEQ.DE with an annualized return of 7.99%, while XDEQ.DE has yielded a comparatively higher 12.38% annualized return.
XDUK.DE
- 1D
- 0.16%
- 1M
- -0.51%
- YTD
- 6.84%
- 6M
- 9.86%
- 1Y
- 17.54%
- 3Y*
- 14.66%
- 5Y*
- 11.55%
- 10Y*
- 7.99%
XDEQ.DE
- 1D
- 0.79%
- 1M
- 3.10%
- YTD
- 9.48%
- 6M
- 9.63%
- 1Y
- 19.01%
- 3Y*
- 15.18%
- 5Y*
- 11.42%
- 10Y*
- 12.38%
XDUK.DE vs. XDEQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDUK.DE Xtrackers FTSE 100 UCITS ETF 1C | 6.84% | 20.16% | 14.10% | 9.87% | -1.71% | 25.10% | -15.31% | 25.14% | -10.59% | 7.62% |
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 9.48% | 2.87% | 23.81% | 21.83% | -14.94% | 34.64% | 4.47% | 34.18% | -3.32% | 7.04% |
Correlation
The correlation between XDUK.DE and XDEQ.DE is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2014 | 0.66 |
The correlation between XDUK.DE and XDEQ.DE has been stable across timeframes, ranging from 0.60 to 0.68 - a consistent structural relationship.
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Return for Risk
XDUK.DE vs. XDEQ.DE — Risk / Return Rank
XDUK.DE
XDEQ.DE
XDUK.DE vs. XDEQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE 100 UCITS ETF 1C (XDUK.DE) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.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.
| XDUK.DE | XDEQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.34 | ||
| Sortino ratioReturn per unit of downside risk | -0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.34 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.24 | 3.04 | -0.80 |
| Martin ratioReturn relative to average drawdown | 7.89 | 12.17 | -4.29 |
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
| XDUK.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.44 | 1.78 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.80 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.85 | -0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.80 | -0.37 |
Drawdowns
XDUK.DE vs. XDEQ.DE - Drawdown Comparison
The maximum XDUK.DE drawdown since its inception was -39.87%, which is greater than XDEQ.DE's maximum drawdown of -32.16%. Use the drawdown chart below to compare losses from any high point for XDUK.DE and XDEQ.DE.
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Drawdown Indicators
| XDUK.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.87% | -32.16% | -7.71% |
Max Drawdown (1Y)Largest decline over 1 year | -7.81% | -6.22% | -1.59% |
Max Drawdown (3Y)Largest decline over 3 years | -17.05% | -20.59% | +3.54% |
Max Drawdown (5Y)Largest decline over 5 years | -17.05% | -20.59% | +3.54% |
Max Drawdown (10Y)Largest decline over 10 years | -39.87% | -32.16% | -7.71% |
Current DrawdownCurrent decline from peak | -2.86% | 0.00% | -2.86% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -4.75% | -1.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.22% | 1.56% | +0.66% |
Volatility
XDUK.DE vs. XDEQ.DE - Volatility Comparison
Xtrackers FTSE 100 UCITS ETF 1C (XDUK.DE) has a higher volatility of 4.93% compared to Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) at 2.36%. This indicates that XDUK.DE's price experiences larger fluctuations and is considered to be riskier than XDEQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDUK.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.93% | 2.36% | +2.57% |
Volatility (6M)Calculated over the trailing 6-month period | 10.33% | 7.32% | +3.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.17% | 10.64% | +1.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.12% | 14.12% | 0.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.78% | 15.35% | +1.43% |
XDUK.DE vs. XDEQ.DE - Expense Ratio Comparison
XDUK.DE has a 0.09% expense ratio, which is lower than XDEQ.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XDUK.DE vs. XDEQ.DE - Dividend Comparison
Neither XDUK.DE nor XDEQ.DE has paid dividends to shareholders.
Frequently Asked Questions
XDUK.DE and XDEQ.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDUK.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDUK.DE is cheaper with a 0.09% expense ratio, compared with 0.25% for XDEQ.DE.
XDUK.DE is categorized as Europe Equities, while XDEQ.DE is Global Equities. XDUK.DE tracks FTSE AllSh TR GBP, while XDEQ.DE tracks MSCI ACWI NR USD. Their fees differ too: 0.09% for XDUK.DE and 0.25% for XDEQ.DE.
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