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XQUI.DE vs. XDEQ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XQUI.DE vs. XDEQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Portfolio UCITS ETF 1C (XQUI.DE) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with XQUI.DE having a 9.30% return and XDEQ.DE slightly higher at 9.48%. Over the past 10 years, XQUI.DE has underperformed XDEQ.DE with an annualized return of 6.80%, while XDEQ.DE has yielded a comparatively higher 12.38% annualized return.


XQUI.DE

1D
-0.53%
1M
3.70%
YTD
9.30%
6M
9.67%
1Y
17.39%
3Y*
11.47%
5Y*
5.69%
10Y*
6.80%

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

XQUI.DE vs. XDEQ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XQUI.DE
Xtrackers Portfolio UCITS ETF 1C
9.30%8.51%11.29%11.79%-14.62%14.16%3.47%22.69%-9.09%7.66%
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 XQUI.DE and XDEQ.DE is 0.69, 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

0.69

Correlation (3Y)
Calculated over the trailing 3-year period

0.65

Correlation (5Y)
Calculated over the trailing 5-year period

0.70

Correlation (10Y)
Calculated over the trailing 10-year period

0.66

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2014

0.64

The correlation between XQUI.DE and XDEQ.DE has been stable across timeframes, ranging from 0.64 to 0.70 - a consistent structural relationship.

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Return for Risk

XQUI.DE vs. XDEQ.DE — Risk / Return Rank

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

XQUI.DE
XQUI.DE Risk / Return Rank: 6060
Overall Rank
XQUI.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
XQUI.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
XQUI.DE Omega Ratio Rank: 5353
Omega Ratio Rank
XQUI.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
XQUI.DE Martin Ratio Rank: 7171
Martin Ratio Rank

XDEQ.DE
XDEQ.DE Risk / Return Rank: 5858
Overall Rank
XDEQ.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
XDEQ.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
XDEQ.DE Omega Ratio Rank: 5555
Omega Ratio Rank
XDEQ.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
XDEQ.DE 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.

XQUI.DE vs. XDEQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Portfolio UCITS ETF 1C (XQUI.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.


XQUI.DEXDEQ.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.32

1.34

-0.01

Calmar ratioReturn relative to maximum drawdown

3.39

3.04

+0.34

Martin ratioReturn relative to average drawdown

12.94

12.17

+0.76

XQUI.DE vs. XDEQ.DE - Sharpe Ratio Comparison

The current XQUI.DE Sharpe Ratio is 1.79, which is comparable to the XDEQ.DE Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of XQUI.DE and XDEQ.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


XQUI.DEXDEQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

1.78

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.80

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.85

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.80

-0.15

Drawdowns

XQUI.DE vs. XDEQ.DE - Drawdown Comparison

The maximum XQUI.DE drawdown since its inception was -27.36%, smaller than the maximum XDEQ.DE drawdown of -32.16%. Use the drawdown chart below to compare losses from any high point for XQUI.DE and XDEQ.DE.


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Drawdown Indicators


XQUI.DEXDEQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.36%

-32.16%

+4.80%

Max Drawdown (1Y)

Largest decline over 1 year

-5.12%

-6.22%

+1.10%

Max Drawdown (3Y)

Largest decline over 3 years

-11.94%

-20.59%

+8.65%

Max Drawdown (5Y)

Largest decline over 5 years

-17.16%

-20.59%

+3.43%

Max Drawdown (10Y)

Largest decline over 10 years

-27.36%

-32.16%

+4.80%

Current Drawdown

Current decline from peak

-1.51%

0.00%

-1.51%

Average Drawdown

Average peak-to-trough decline

-4.55%

-4.75%

+0.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.34%

1.56%

-0.22%

Volatility

XQUI.DE vs. XDEQ.DE - Volatility Comparison

Xtrackers Portfolio UCITS ETF 1C (XQUI.DE) has a higher volatility of 3.89% compared to Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) at 2.36%. This indicates that XQUI.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


XQUI.DEXDEQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.89%

2.36%

+1.53%

Volatility (6M)

Calculated over the trailing 6-month period

7.60%

7.32%

+0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

9.70%

10.64%

-0.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.18%

14.12%

-3.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.19%

15.35%

-4.16%

XQUI.DE vs. XDEQ.DE - Expense Ratio Comparison

XQUI.DE has a 0.70% expense ratio, which is higher than XDEQ.DE's 0.25% expense ratio.


Dividends

XQUI.DE vs. XDEQ.DE - Dividend Comparison

Neither XQUI.DE nor XDEQ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XQUI.DE and XDEQ.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDEQ.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDEQ.DE is cheaper with a 0.25% expense ratio, compared with 0.70% for XQUI.DE.

XQUI.DE is categorized as Diversified Portfolio, while XDEQ.DE is Global Equities. Their fees differ too: 0.70% for XQUI.DE and 0.25% for XDEQ.DE.

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