XG12.DE vs. XDEV.DE
XG12.DE (Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C) and XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) are both Global Equities funds - XG12.DE tracks the MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select while XDEV.DE tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past 3 years, XG12.DE returned 12.73%/yr vs 26.76%/yr for XDEV.DE. A 0.76 correlation means they provide meaningful diversification when combined. XG12.DE charges 0.35%/yr vs 0.25%/yr for XDEV.DE.
Performance
XG12.DE vs. XDEV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XG12.DE achieves a 39.92% return, which is significantly higher than XDEV.DE's 35.07% return.
XG12.DE
- 1D
- -0.39%
- 1M
- 8.41%
- YTD
- 39.92%
- 6M
- 37.25%
- 1Y
- 53.56%
- 3Y*
- 12.73%
- 5Y*
- —
- 10Y*
- —
XDEV.DE
- 1D
- -0.89%
- 1M
- 11.02%
- YTD
- 35.07%
- 6M
- 38.05%
- 1Y
- 63.16%
- 3Y*
- 26.76%
- 5Y*
- 17.35%
- 10Y*
- 12.35%
XG12.DE vs. XDEV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XG12.DE Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C | 39.92% | 8.69% | -4.44% | -8.34% | -5.33% |
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 35.07% | 24.76% | 11.62% | 15.67% | -3.38% |
Correlation
The correlation between XG12.DE and XDEV.DE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2022 | 0.76 |
The correlation between XG12.DE and XDEV.DE has been stable across timeframes, ranging from 0.76 to 0.83 - a consistent structural relationship.
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Return for Risk
XG12.DE vs. XDEV.DE — Risk / Return Rank
XG12.DE
XDEV.DE
XG12.DE vs. XDEV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C (XG12.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.
| XG12.DE | XDEV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.19 | ||
| Sortino ratioReturn per unit of downside risk | -1.56 | ||
| Omega ratioGain probability vs. loss probability | 1.59 | 1.81 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 7.95 | 10.38 | -2.42 |
| Martin ratioReturn relative to average drawdown | 25.46 | 39.12 | -13.67 |
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
| XG12.DE | XDEV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.33 | 4.52 | -1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.23 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.71 | -0.31 |
Drawdowns
XG12.DE vs. XDEV.DE - Drawdown Comparison
The maximum XG12.DE drawdown since its inception was -32.01%, smaller than the maximum XDEV.DE drawdown of -35.28%. Use the drawdown chart below to compare losses from any high point for XG12.DE and XDEV.DE.
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Drawdown Indicators
| XG12.DE | XDEV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.01% | -35.28% | +3.27% |
Max Drawdown (1Y)Largest decline over 1 year | -6.77% | -6.05% | -0.72% |
Max Drawdown (3Y)Largest decline over 3 years | -24.98% | -18.02% | -6.96% |
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 | -1.67% | -1.07% | -0.60% |
Average DrawdownAverage peak-to-trough decline | -14.28% | -5.56% | -8.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 1.61% | +0.51% |
Volatility
XG12.DE vs. XDEV.DE - Volatility Comparison
Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C (XG12.DE) has a higher volatility of 6.86% compared to Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) at 5.77%. This indicates that XG12.DE's price experiences larger fluctuations and is considered to be riskier than XDEV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XG12.DE | XDEV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.86% | 5.77% | +1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 12.62% | 11.20% | +1.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.18% | 13.89% | +2.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.44% | 13.96% | +3.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.44% | 15.90% | +1.54% |
XG12.DE vs. XDEV.DE - Expense Ratio Comparison
XG12.DE has a 0.35% expense ratio, which is higher than XDEV.DE's 0.25% expense ratio.
Dividends
XG12.DE vs. XDEV.DE - Dividend Comparison
Neither XG12.DE nor XDEV.DE has paid dividends to shareholders.
Frequently Asked Questions
XG12.DE and XDEV.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEV.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEV.DE is cheaper with a 0.25% expense ratio, compared with 0.35% for XG12.DE.
XG12.DE tracks MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select, while XDEV.DE tracks MSCI ACWI Value NR USD. They also come from different issuers: Xtrackers and DWS. Their fees differ too: 0.35% for XG12.DE and 0.25% for XDEV.DE.
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