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XSLR.DE vs. XDEQ.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XSLR.DE vs. XDEQ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers IE Physical Silver ETC Securities (XSLR.DE) 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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XSLR.DE vs. XDEQ.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XSLR.DE
Xtrackers IE Physical Silver ETC Securities
-3.75%129.87%30.90%-4.25%10.74%-6.08%32.02%
XDEQ.L
Xtrackers MSCI World Quality Factor UCITS ETF 1C
0.06%1.91%24.64%21.75%-14.11%33.55%10.26%
Different Trading Currencies

XSLR.DE is traded in EUR, while XDEQ.L is traded in GBp. To make them comparable, the XDEQ.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XSLR.DE achieves a -3.75% return, which is significantly lower than XDEQ.L's 0.06% return.


XSLR.DE

1D
-4.10%
1M
-12.80%
YTD
-3.75%
6M
58.38%
1Y
99.45%
3Y*
41.19%
5Y*
24.05%
10Y*

XDEQ.L

1D
0.18%
1M
-2.81%
YTD
0.06%
6M
2.78%
1Y
8.03%
3Y*
13.72%
5Y*
10.11%
10Y*
11.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XSLR.DE vs. XDEQ.L - Expense Ratio Comparison

XSLR.DE has a 0.20% expense ratio, which is lower than XDEQ.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

XSLR.DE vs. XDEQ.L — Risk / Return Rank

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

XSLR.DE
XSLR.DE Risk / Return Rank: 8282
Overall Rank
XSLR.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
XSLR.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
XSLR.DE Omega Ratio Rank: 8585
Omega Ratio Rank
XSLR.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
XSLR.DE Martin Ratio Rank: 7373
Martin Ratio Rank

XDEQ.L
XDEQ.L Risk / Return Rank: 6161
Overall Rank
XDEQ.L Sharpe Ratio Rank: 4949
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: 7979
Calmar Ratio Rank
XDEQ.L Martin Ratio Rank: 8282
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.

XSLR.DE vs. XDEQ.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers IE Physical Silver ETC Securities (XSLR.DE) 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.


XSLR.DEXDEQ.LDifference

Sharpe ratio

Return per unit of total volatility

1.90

0.54

+1.36

Sortino ratio

Return per unit of downside risk

2.24

0.80

+1.43

Omega ratio

Gain probability vs. loss probability

1.36

1.12

+0.24

Calmar ratio

Return relative to maximum drawdown

3.01

2.18

+0.82

Martin ratio

Return relative to average drawdown

9.20

8.00

+1.20

XSLR.DE vs. XDEQ.L - Sharpe Ratio Comparison

The current XSLR.DE Sharpe Ratio is 1.90, which is higher than the XDEQ.L Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of XSLR.DE 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


XSLR.DEXDEQ.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.90

0.54

+1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.72

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.97

-0.19

Correlation

The correlation between XSLR.DE and XDEQ.L is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

XSLR.DE vs. XDEQ.L - Dividend Comparison

Neither XSLR.DE nor XDEQ.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XSLR.DE vs. XDEQ.L - Drawdown Comparison

The maximum XSLR.DE drawdown since its inception was -38.56%, which is greater than XDEQ.L's maximum drawdown of -31.39%. Use the drawdown chart below to compare losses from any high point for XSLR.DE and XDEQ.L.


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Drawdown Indicators


XSLR.DEXDEQ.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.56%

-23.79%

-14.77%

Max Drawdown (1Y)

Largest decline over 1 year

-38.56%

-6.90%

-31.66%

Max Drawdown (5Y)

Largest decline over 5 years

-38.56%

-17.96%

-20.60%

Max Drawdown (10Y)

Largest decline over 10 years

-23.79%

Current Drawdown

Current decline from peak

-34.51%

-4.05%

-30.46%

Average Drawdown

Average peak-to-trough decline

-11.74%

-3.85%

-7.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.59%

1.70%

+10.89%

Volatility

XSLR.DE vs. XDEQ.L - Volatility Comparison

Xtrackers IE Physical Silver ETC Securities (XSLR.DE) has a higher volatility of 17.78% compared to Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L) at 4.09%. This indicates that XSLR.DE'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


XSLR.DEXDEQ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.78%

4.09%

+13.69%

Volatility (6M)

Calculated over the trailing 6-month period

50.27%

7.79%

+42.48%

Volatility (1Y)

Calculated over the trailing 1-year period

52.15%

14.78%

+37.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.32%

14.20%

+18.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.56%

17.82%

+14.74%