XQUI.DE vs. XDEQ.DE
XQUI.DE (Xtrackers Portfolio UCITS ETF 1C) and XDEQ.DE (Xtrackers MSCI World Quality Factor UCITS ETF 1C) are both exchange-traded funds - XQUI.DE is a Diversified Portfolio fund actively managed by Xtrackers, while XDEQ.DE is a Global Equities fund tracking the MSCI ACWI NR USD. XQUI.DE is actively managed, while XDEQ.DE is passively managed. Over the past 10 years, XQUI.DE returned 6.80%/yr vs 12.38%/yr for XDEQ.DE. A 0.64 correlation means they provide meaningful diversification when combined. XQUI.DE charges 0.70%/yr vs 0.25%/yr for XDEQ.DE.
Performance
XQUI.DE vs. XDEQ.DE - Performance Comparison
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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%
XQUI.DE vs. XDEQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
XQUI.DE
XDEQ.DE
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.DE | XDEQ.DE | Difference | |
|---|---|---|---|
| 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 |
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
| XQUI.DE | XDEQ.DE | Difference | |
|---|---|---|---|
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.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.51% | 0.00% | -1.51% |
Average DrawdownAverage peak-to-trough decline | -4.55% | -4.75% | +0.20% |
Ulcer IndexDepth 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.DE | XDEQ.DE | Difference | |
|---|---|---|---|
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.
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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