XTIP.DE vs. XDEQ.DE
XTIP.DE (Xtrackers II TIPS US Inflation-Linked Bond UCITS ETF 1C) and XDEQ.DE (Xtrackers MSCI World Quality Factor UCITS ETF 1C) are both exchange-traded funds - XTIP.DE is a Inflation-Protected Bonds fund tracking the Bloomberg Gbl Infl Linked US TIPS TR USD, while XDEQ.DE is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 3 years, XTIP.DE returned 1.04%/yr vs 15.18%/yr for XDEQ.DE. At a 0.14 correlation, their price movements are largely independent. XTIP.DE charges 0.07%/yr vs 0.25%/yr for XDEQ.DE.
Performance
XTIP.DE vs. XDEQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XTIP.DE achieves a 2.69% return, which is significantly lower than XDEQ.DE's 9.48% return.
XTIP.DE
- 1D
- -0.02%
- 1M
- 0.81%
- YTD
- 2.69%
- 6M
- 1.65%
- 1Y
- 2.81%
- 3Y*
- 1.04%
- 5Y*
- —
- 10Y*
- —
XDEQ.DE
- 1D
- 0.79%
- 1M
- 4.30%
- YTD
- 9.48%
- 6M
- 10.18%
- 1Y
- 19.01%
- 3Y*
- 15.18%
- 5Y*
- 11.42%
- 10Y*
- 12.38%
XTIP.DE vs. XDEQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XTIP.DE Xtrackers II TIPS US Inflation-Linked Bond UCITS ETF 1C | 2.69% | -5.01% | 7.81% | 0.02% | -6.46% |
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 9.48% | 2.87% | 23.81% | 21.83% | -0.34% |
Correlation
The correlation between XTIP.DE and XDEQ.DE is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2022 | 0.14 |
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Return for Risk
XTIP.DE vs. XDEQ.DE — Risk / Return Rank
XTIP.DE
XDEQ.DE
XTIP.DE vs. XDEQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II TIPS US Inflation-Linked Bond UCITS ETF 1C (XTIP.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.
| XTIP.DE | XDEQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.31 | ||
| Sortino ratioReturn per unit of downside risk | -1.86 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.34 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.74 | 3.04 | -2.31 |
| Martin ratioReturn relative to average drawdown | 1.83 | 12.17 | -10.35 |
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
| XTIP.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.47 | 1.78 | -1.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.80 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.06 | 0.80 | -0.86 |
Drawdowns
XTIP.DE vs. XDEQ.DE - Drawdown Comparison
The maximum XTIP.DE drawdown since its inception was -10.79%, smaller than the maximum XDEQ.DE drawdown of -32.16%. Use the drawdown chart below to compare losses from any high point for XTIP.DE and XDEQ.DE.
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Drawdown Indicators
| XTIP.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.79% | -32.16% | +21.37% |
Max Drawdown (1Y)Largest decline over 1 year | -3.81% | -6.22% | +2.41% |
Max Drawdown (3Y)Largest decline over 3 years | -10.79% | -20.59% | +9.80% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.59% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.16% | — |
Current DrawdownCurrent decline from peak | -5.92% | 0.00% | -5.92% |
Average DrawdownAverage peak-to-trough decline | -5.84% | -4.75% | -1.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.54% | 1.56% | -0.02% |
Volatility
XTIP.DE vs. XDEQ.DE - Volatility Comparison
The current volatility for Xtrackers II TIPS US Inflation-Linked Bond UCITS ETF 1C (XTIP.DE) is 1.05%, while Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) has a volatility of 2.36%. This indicates that XTIP.DE experiences smaller price fluctuations and is considered to be less risky 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
| XTIP.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.05% | 2.36% | -1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 4.07% | 7.32% | -3.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.00% | 10.64% | -4.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.60% | 14.12% | -6.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.60% | 15.35% | -7.75% |
XTIP.DE vs. XDEQ.DE - Expense Ratio Comparison
XTIP.DE has a 0.07% expense ratio, which is lower than XDEQ.DE'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%.
Dividends
XTIP.DE vs. XDEQ.DE - Dividend Comparison
Neither XTIP.DE nor XDEQ.DE has paid dividends to shareholders.
Frequently Asked Questions
XTIP.DE and XDEQ.DE have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XTIP.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XTIP.DE is cheaper with a 0.07% expense ratio, compared with 0.25% for XDEQ.DE.
XTIP.DE is categorized as Inflation-Protected Bonds, while XDEQ.DE is Global Equities. XTIP.DE tracks Bloomberg Gbl Infl Linked US TIPS TR USD, while XDEQ.DE tracks MSCI ACWI NR USD. Their fees differ too: 0.07% for XTIP.DE and 0.25% for XDEQ.DE.
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