XMAW.L vs. XDEQ.L
Compare and contrast key facts about Xtrackers MSCI AC World ESG Screened UCITS ETF 1C (XMAW.L) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L).
XMAW.L and XDEQ.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XMAW.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI ACWI NR USD. It was launched on Feb 10, 2014. XDEQ.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 11, 2014. Both XMAW.L and XDEQ.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XMAW.L vs. XDEQ.L - Performance Comparison
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XMAW.L vs. XDEQ.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
XMAW.L
XDEQ.L
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.L | XDEQ.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 0.94 | +0.30 |
Sortino ratioReturn per unit of downside risk | 1.73 | 1.34 | +0.39 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.19 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.48 | 1.85 | +0.62 |
Martin ratioReturn relative to average drawdown | 9.37 | 7.13 | +2.24 |
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
| XMAW.L | XDEQ.L | Difference | |
|---|---|---|---|
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.
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.L | XDEQ.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -4.14% | -4.26% | +0.12% |
Average DrawdownAverage peak-to-trough decline | -3.87% | -3.85% | -0.02% |
Ulcer IndexDepth 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.L | XDEQ.L | Difference | |
|---|---|---|---|
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% |