XIEE.DE vs. XDEQ.DE
XIEE.DE (Xtrackers MSCI Europe UCITS ETF) and XDEQ.DE (Xtrackers MSCI World Quality Factor UCITS ETF 1C) are both exchange-traded funds - XIEE.DE is a Europe Equities fund tracking the MSCI Europe, while XDEQ.DE is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 10 years, XIEE.DE returned 9.16%/yr vs 12.38%/yr for XDEQ.DE. A 0.74 correlation means they provide meaningful diversification when combined. XIEE.DE charges 0.12%/yr vs 0.25%/yr for XDEQ.DE.
Performance
XIEE.DE vs. XDEQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XIEE.DE achieves a 7.68% return, which is significantly lower than XDEQ.DE's 9.48% return. Over the past 10 years, XIEE.DE has underperformed XDEQ.DE with an annualized return of 9.16%, while XDEQ.DE has yielded a comparatively higher 12.38% annualized return.
XIEE.DE
- 1D
- 0.61%
- 1M
- 1.14%
- YTD
- 7.68%
- 6M
- 9.97%
- 1Y
- 15.94%
- 3Y*
- 13.74%
- 5Y*
- 9.99%
- 10Y*
- 9.16%
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%
XIEE.DE vs. XDEQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XIEE.DE Xtrackers MSCI Europe UCITS ETF | 7.68% | 20.34% | 8.08% | 15.72% | -9.15% | 24.96% | -3.13% | 27.82% | -11.03% | 10.26% |
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 XIEE.DE and XDEQ.DE is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Oct 15, 2015 | 0.74 |
The correlation between XIEE.DE and XDEQ.DE has been stable across timeframes, ranging from 0.70 to 0.77 - a consistent structural relationship.
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Return for Risk
XIEE.DE vs. XDEQ.DE — Risk / Return Rank
XIEE.DE
XDEQ.DE
XIEE.DE vs. XDEQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe UCITS ETF (XIEE.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.
| XIEE.DE | XDEQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.34 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.67 | 3.04 | -1.37 |
| Martin ratioReturn relative to average drawdown | 6.35 | 12.17 | -5.82 |
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
| XIEE.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 1.78 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.80 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.85 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.80 | -0.28 |
Drawdowns
XIEE.DE vs. XDEQ.DE - Drawdown Comparison
The maximum XIEE.DE drawdown since its inception was -35.51%, 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 XIEE.DE and XDEQ.DE.
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Drawdown Indicators
| XIEE.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.51% | -32.16% | -3.35% |
Max Drawdown (1Y)Largest decline over 1 year | -9.61% | -6.22% | -3.39% |
Max Drawdown (3Y)Largest decline over 3 years | -16.52% | -20.59% | +4.07% |
Max Drawdown (5Y)Largest decline over 5 years | -19.30% | -20.59% | +1.29% |
Max Drawdown (10Y)Largest decline over 10 years | -35.51% | -32.16% | -3.35% |
Current DrawdownCurrent decline from peak | -1.61% | 0.00% | -1.61% |
Average DrawdownAverage peak-to-trough decline | -5.02% | -4.75% | -0.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 1.56% | +0.97% |
Volatility
XIEE.DE vs. XDEQ.DE - Volatility Comparison
Xtrackers MSCI Europe UCITS ETF (XIEE.DE) has a higher volatility of 4.32% compared to Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) at 2.36%. This indicates that XIEE.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
| XIEE.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.32% | 2.36% | +1.96% |
Volatility (6M)Calculated over the trailing 6-month period | 10.51% | 7.32% | +3.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.72% | 10.64% | +2.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 14.12% | +0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.54% | 15.35% | +0.19% |
XIEE.DE vs. XDEQ.DE - Expense Ratio Comparison
XIEE.DE has a 0.12% 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
XIEE.DE vs. XDEQ.DE - Dividend Comparison
XIEE.DE's dividend yield for the trailing twelve months is around 2.43%, while XDEQ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XIEE.DE Xtrackers MSCI Europe UCITS ETF | 2.43% | 2.49% | 3.26% | 2.85% | 5.70% | 1.50% | 3.74% | 0.30% | 3.19% | 0.92% | 0.09% |
Frequently Asked Questions
XIEE.DE and XDEQ.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XIEE.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XIEE.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for XDEQ.DE.
XIEE.DE is categorized as Europe Equities, while XDEQ.DE is Global Equities. XIEE.DE tracks MSCI Europe, while XDEQ.DE tracks MSCI ACWI NR USD. Their fees differ too: 0.12% for XIEE.DE and 0.25% for XDEQ.DE.
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