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XG12.DE vs. XDEV.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XG12.DE vs. XDEV.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C (XG12.DE) and Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XG12.DE vs. XDEV.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
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

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

XG12.DE
XG12.DE Risk / Return Rank: 9393
Overall Rank
XG12.DE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
XG12.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
XG12.DE Omega Ratio Rank: 9191
Omega Ratio Rank
XG12.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
XG12.DE Martin Ratio Rank: 9393
Martin Ratio Rank

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

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.DEXDEV.DEDifference
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

XG12.DE vs. XDEV.DE - Sharpe Ratio Comparison

The current XG12.DE Sharpe Ratio is 3.33, which is comparable to the XDEV.DE Sharpe Ratio of 4.52. The chart below compares the historical Sharpe Ratios of XG12.DE and XDEV.DE, 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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Sharpe Ratios by Period


XG12.DEXDEV.DEDifference

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.DEXDEV.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.67%

-1.07%

-0.60%

Average Drawdown

Average peak-to-trough decline

-14.28%

-5.56%

-8.72%

Ulcer Index

Depth 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.DEXDEV.DEDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

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