XMAW.DE vs. XDEV.DE
XMAW.DE (Xtrackers MSCI AC World ESG Screened UCITS ETF 1C) and XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) are both Global Equities funds - XMAW.DE tracks the MSCI ACWI NR USD while XDEV.DE tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past 10 years, XMAW.DE returned 12.33%/yr vs 12.35%/yr for XDEV.DE. Their correlation of 0.85 suggests significant overlap in exposure. Both charge a 0.25% expense ratio.
Performance
XMAW.DE vs. XDEV.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XMAW.DE achieves a 12.49% return, which is significantly lower than XDEV.DE's 35.07% return. Both investments have delivered pretty close results over the past 10 years, with XMAW.DE having a 12.33% annualized return and XDEV.DE not far ahead at 12.35%.
XMAW.DE
- 1D
- -0.19%
- 1M
- 3.99%
- YTD
- 12.49%
- 6M
- 12.66%
- 1Y
- 26.81%
- 3Y*
- 18.18%
- 5Y*
- 12.21%
- 10Y*
- 12.33%
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%
XMAW.DE vs. XDEV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XMAW.DE Xtrackers MSCI AC World ESG Screened UCITS ETF 1C | 12.49% | 8.98% | 25.39% | 19.46% | -15.01% | 28.71% | 5.50% | 30.15% | -6.20% | 9.14% |
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 35.07% | 24.76% | 11.62% | 15.67% | -4.96% | 30.90% | -12.53% | 22.09% | -10.42% | 7.82% |
Correlation
The correlation between XMAW.DE and XDEV.DE is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2014 | 0.85 |
The correlation between XMAW.DE and XDEV.DE has been stable across timeframes, ranging from 0.78 to 0.85 - 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
XMAW.DE vs. XDEV.DE — Risk / Return Rank
XMAW.DE
XDEV.DE
XMAW.DE vs. XDEV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI AC World ESG Screened UCITS ETF 1C (XMAW.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.
| XMAW.DE | XDEV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.30 | ||
| Sortino ratioReturn per unit of downside risk | -3.02 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.81 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | 3.68 | 10.38 | -6.70 |
| Martin ratioReturn relative to average drawdown | 14.79 | 39.12 | -24.34 |
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
| XMAW.DE | XDEV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.22 | 4.52 | -2.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 1.23 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.78 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.71 | +0.06 |
Drawdowns
XMAW.DE vs. XDEV.DE - Drawdown Comparison
The maximum XMAW.DE drawdown since its inception was -33.49%, smaller than the maximum XDEV.DE drawdown of -35.28%. Use the drawdown chart below to compare losses from any high point for XMAW.DE and XDEV.DE.
Loading charts...
Drawdown Indicators
| XMAW.DE | XDEV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.49% | -35.28% | +1.79% |
Max Drawdown (1Y)Largest decline over 1 year | -7.30% | -6.05% | -1.25% |
Max Drawdown (3Y)Largest decline over 3 years | -22.10% | -18.02% | -4.08% |
Max Drawdown (5Y)Largest decline over 5 years | -22.10% | -18.02% | -4.08% |
Max Drawdown (10Y)Largest decline over 10 years | -33.49% | -35.28% | +1.79% |
Current DrawdownCurrent decline from peak | -0.67% | -1.07% | +0.40% |
Average DrawdownAverage peak-to-trough decline | -4.90% | -5.56% | +0.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 1.61% | +0.21% |
Volatility
XMAW.DE vs. XDEV.DE - Volatility Comparison
The current volatility for Xtrackers MSCI AC World ESG Screened UCITS ETF 1C (XMAW.DE) is 3.16%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a volatility of 5.77%. This indicates that XMAW.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
| XMAW.DE | XDEV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | 5.77% | -2.61% |
Volatility (6M)Calculated over the trailing 6-month period | 8.70% | 11.20% | -2.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.11% | 13.89% | -1.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.30% | 13.96% | +0.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.23% | 15.90% | -0.67% |
XMAW.DE vs. XDEV.DE - Expense Ratio Comparison
Both XMAW.DE and XDEV.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
XMAW.DE vs. XDEV.DE - Dividend Comparison
Neither XMAW.DE nor XDEV.DE has paid dividends to shareholders.
Frequently Asked Questions
XMAW.DE and XDEV.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XMAW.DE and XDEV.DE have the same expense ratio: 0.25% per year.
XMAW.DE tracks MSCI ACWI NR USD, while XDEV.DE tracks MSCI ACWI Value NR USD. They also come from different issuers: Xtrackers and DWS.
Find the right allocation for XMAW.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