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XMAW.L vs. XDEQ.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XMAW.L vs. XDEQ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI AC World ESG Screened UCITS ETF 1C (XMAW.L) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L). The values are adjusted to include any dividend payments, if applicable.

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XMAW.L vs. XDEQ.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XMAW.L
Xtrackers MSCI AC World ESG Screened UCITS ETF 1C
-1.69%13.86%20.55%16.87%-10.40%20.70%12.24%21.60%-4.56%13.26%
XDEQ.L
Xtrackers MSCI World Quality Factor UCITS ETF 1C
-0.29%7.52%18.91%19.22%-9.44%24.28%11.14%30.48%-5.16%12.25%

Returns By Period

In the year-to-date period, XMAW.L achieves a -1.69% return, which is significantly lower than XDEQ.L's -0.29% return. Both investments have delivered pretty close results over the past 10 years, with XMAW.L having a 12.16% annualized return and XDEQ.L not far ahead at 12.68%.


XMAW.L

1D
2.37%
1M
-3.71%
YTD
-1.69%
6M
2.21%
1Y
18.17%
3Y*
14.63%
5Y*
10.27%
10Y*
12.16%

XDEQ.L

1D
1.66%
1M
-4.14%
YTD
-0.29%
6M
3.38%
1Y
12.71%
3Y*
13.43%
5Y*
10.58%
10Y*
12.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XMAW.L vs. XDEQ.L - Expense Ratio Comparison

Both XMAW.L and XDEQ.L 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%.


Return for Risk

XMAW.L vs. XDEQ.L — Risk / Return Rank

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

XMAW.L
XMAW.L Risk / Return Rank: 7272
Overall Rank
XMAW.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
XMAW.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
XMAW.L Omega Ratio Rank: 6767
Omega Ratio Rank
XMAW.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
XMAW.L Martin Ratio Rank: 8080
Martin Ratio Rank

XDEQ.L
XDEQ.L Risk / Return Rank: 5656
Overall Rank
XDEQ.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
XDEQ.L Sortino Ratio Rank: 4747
Sortino Ratio Rank
XDEQ.L Omega Ratio Rank: 4848
Omega Ratio Rank
XDEQ.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
XDEQ.L Martin Ratio Rank: 6767
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.

XMAW.L vs. XDEQ.L - 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.L) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L). 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.LXDEQ.LDifference

Sharpe ratio

Return per unit of total volatility

1.24

0.94

+0.30

Sortino ratio

Return per unit of downside risk

1.73

1.34

+0.39

Omega ratio

Gain probability vs. loss probability

1.26

1.19

+0.06

Calmar ratio

Return relative to maximum drawdown

2.48

1.85

+0.62

Martin ratio

Return relative to average drawdown

9.37

7.13

+2.24

XMAW.L vs. XDEQ.L - Sharpe Ratio Comparison

The current XMAW.L Sharpe Ratio is 1.24, which is higher than the XDEQ.L Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of XMAW.L and XDEQ.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XMAW.LXDEQ.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

0.94

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.80

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

1.05

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

1.15

-0.36

Correlation

The correlation between XMAW.L and XDEQ.L is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XMAW.L vs. XDEQ.L - Dividend Comparison

Neither XMAW.L nor XDEQ.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XMAW.L vs. XDEQ.L - Drawdown Comparison

The maximum XMAW.L drawdown since its inception was -25.05%, which is greater than XDEQ.L's maximum drawdown of -23.79%. Use the drawdown chart below to compare losses from any high point for XMAW.L and XDEQ.L.


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Drawdown Indicators


XMAW.LXDEQ.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.05%

-23.79%

-1.26%

Max Drawdown (1Y)

Largest decline over 1 year

-10.44%

-9.93%

-0.51%

Max Drawdown (5Y)

Largest decline over 5 years

-18.92%

-17.96%

-0.96%

Max Drawdown (10Y)

Largest decline over 10 years

-25.05%

-23.79%

-1.26%

Current Drawdown

Current decline from peak

-4.14%

-4.26%

+0.12%

Average Drawdown

Average peak-to-trough decline

-3.87%

-3.85%

-0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

1.79%

+0.16%

Volatility

XMAW.L vs. XDEQ.L - Volatility Comparison

Xtrackers MSCI AC World ESG Screened UCITS ETF 1C (XMAW.L) has a higher volatility of 4.84% compared to Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L) at 4.14%. This indicates that XMAW.L's price experiences larger fluctuations and is considered to be riskier than XDEQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XMAW.LXDEQ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.84%

4.14%

+0.70%

Volatility (6M)

Calculated over the trailing 6-month period

8.83%

7.62%

+1.21%

Volatility (1Y)

Calculated over the trailing 1-year period

14.61%

13.52%

+1.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.41%

13.46%

-0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.59%

17.02%

-2.43%