XECT.DE vs. XDEV.DE
XECT.DE (Xtrackers MSCI Europe Climate Transition UCITS ETF 1C) and XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) are both exchange-traded funds - XECT.DE is a Europe Equities fund tracking the MSCI Europe NR EUR, while XDEV.DE is a Global Equities fund tracking the MSCI ACWI Value NR USD. Both are passively managed. Over the past 3 years, XECT.DE returned 11.71%/yr vs 27.19%/yr for XDEV.DE. A 0.72 correlation means they provide meaningful diversification when combined. XECT.DE charges 0.12%/yr vs 0.25%/yr for XDEV.DE.
Performance
XECT.DE vs. XDEV.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XECT.DE achieves a 6.46% return, which is significantly lower than XDEV.DE's 36.28% return.
XECT.DE
- 1D
- -0.56%
- 1M
- 4.21%
- YTD
- 6.46%
- 6M
- 9.40%
- 1Y
- 14.72%
- 3Y*
- 11.71%
- 5Y*
- —
- 10Y*
- —
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%
XECT.DE vs. XDEV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XECT.DE Xtrackers MSCI Europe Climate Transition UCITS ETF 1C | 6.46% | 16.87% | 7.18% | 7.63% |
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 36.28% | 24.76% | 11.62% | 7.90% |
Correlation
The correlation between XECT.DE and XDEV.DE is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2023 | 0.72 |
The correlation between XECT.DE and XDEV.DE has been stable across timeframes, ranging from 0.67 to 0.72 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XECT.DE vs. XDEV.DE — Risk / Return Rank
XECT.DE
XDEV.DE
XECT.DE vs. XDEV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Climate Transition UCITS ETF 1C (XECT.DE) and Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.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.
| XECT.DE | XDEV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.54 | ||
| Sortino ratioReturn per unit of downside risk | -4.70 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.83 | -0.63 |
| Calmar ratioReturn relative to maximum drawdown | 1.31 | 10.60 | -9.29 |
| Martin ratioReturn relative to average drawdown | 4.80 | 39.99 | -35.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XECT.DE | XDEV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 4.63 | -3.54 |
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 | 0.90 | 0.71 | +0.19 |
Drawdowns
XECT.DE vs. XDEV.DE - Drawdown Comparison
The maximum XECT.DE drawdown since its inception was -16.63%, smaller than the maximum XDEV.DE drawdown of -35.28%. Use the drawdown chart below to compare losses from any high point for XECT.DE and XDEV.DE.
Loading charts...
Drawdown Indicators
| XECT.DE | XDEV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.63% | -35.28% | +18.65% |
Max Drawdown (1Y)Largest decline over 1 year | -11.20% | -6.05% | -5.15% |
Max Drawdown (3Y)Largest decline over 3 years | -16.63% | -18.02% | +1.39% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.02% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.28% | — |
Current DrawdownCurrent decline from peak | -2.31% | -0.18% | -2.13% |
Average DrawdownAverage peak-to-trough decline | -2.28% | -5.56% | +3.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 1.61% | +1.45% |
Volatility
XECT.DE vs. XDEV.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Europe Climate Transition UCITS ETF 1C (XECT.DE) is 5.02%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a volatility of 5.66%. This indicates that XECT.DE experiences smaller price fluctuations and is considered to be less risky than XDEV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XECT.DE | XDEV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.02% | 5.66% | -0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 11.30% | 11.16% | +0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.52% | 13.87% | -0.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.06% | 13.96% | -0.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.06% | 15.90% | -2.84% |
XECT.DE vs. XDEV.DE - Expense Ratio Comparison
XECT.DE has a 0.12% expense ratio, which is lower than XDEV.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
XECT.DE vs. XDEV.DE - Dividend Comparison
Neither XECT.DE nor XDEV.DE has paid dividends to shareholders.
Frequently Asked Questions
XECT.DE and XDEV.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XECT.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XECT.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for XDEV.DE.
XECT.DE is categorized as Europe Equities, while XDEV.DE is Global Equities. XECT.DE tracks MSCI Europe NR EUR, while XDEV.DE tracks MSCI ACWI Value NR USD. Their fees differ too: 0.12% for XECT.DE and 0.25% for XDEV.DE.
Find the right allocation for XECT.DE and XDEV.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer