XTIP.DE vs. XDEV.DE
XTIP.DE (Xtrackers II TIPS US Inflation-Linked Bond UCITS ETF 1C) and XDEV.DE (Xtrackers MSCI World Value 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 XDEV.DE is a Global Equities fund tracking the MSCI ACWI Value NR USD. Both are passively managed. Over the past 3 years, XTIP.DE returned 1.04%/yr vs 26.76%/yr for XDEV.DE. At a 0.06 correlation, their price movements are largely independent. XTIP.DE charges 0.07%/yr vs 0.25%/yr for XDEV.DE.
Performance
XTIP.DE vs. XDEV.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 XDEV.DE's 35.07% return.
XTIP.DE
- 1D
- -0.02%
- 1M
- 0.81%
- YTD
- 2.69%
- 6M
- 1.65%
- 1Y
- 2.81%
- 3Y*
- 1.04%
- 5Y*
- —
- 10Y*
- —
XDEV.DE
- 1D
- -0.89%
- 1M
- 12.68%
- YTD
- 35.07%
- 6M
- 38.48%
- 1Y
- 63.09%
- 3Y*
- 26.76%
- 5Y*
- 17.35%
- 10Y*
- 12.35%
XTIP.DE vs. XDEV.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% |
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 35.07% | 24.76% | 11.62% | 15.67% | 3.48% |
Correlation
The correlation between XTIP.DE and XDEV.DE is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2022 | 0.06 |
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Return for Risk
XTIP.DE vs. XDEV.DE — Risk / Return Rank
XTIP.DE
XDEV.DE
XTIP.DE vs. XDEV.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 Value Factor UCITS ETF 1C (XDEV.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 | XDEV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.05 | ||
| Sortino ratioReturn per unit of downside risk | -5.43 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.81 | -0.72 |
| Calmar ratioReturn relative to maximum drawdown | 0.74 | 10.38 | -9.64 |
| Martin ratioReturn relative to average drawdown | 1.83 | 39.12 | -37.30 |
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 | XDEV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.47 | 4.52 | -4.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.23 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.06 | 0.71 | -0.77 |
Drawdowns
XTIP.DE vs. XDEV.DE - Drawdown Comparison
The maximum XTIP.DE drawdown since its inception was -10.79%, smaller than the maximum XDEV.DE drawdown of -35.28%. Use the drawdown chart below to compare losses from any high point for XTIP.DE and XDEV.DE.
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Drawdown Indicators
| XTIP.DE | XDEV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.79% | -35.28% | +24.49% |
Max Drawdown (1Y)Largest decline over 1 year | -3.81% | -6.05% | +2.24% |
Max Drawdown (3Y)Largest decline over 3 years | -10.79% | -18.02% | +7.23% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.02% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.28% | — |
Current DrawdownCurrent decline from peak | -5.92% | -1.07% | -4.85% |
Average DrawdownAverage peak-to-trough decline | -5.84% | -5.56% | -0.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.54% | 1.61% | -0.07% |
Volatility
XTIP.DE vs. XDEV.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 Value Factor UCITS ETF 1C (XDEV.DE) has a volatility of 5.77%. This indicates that XTIP.DE experiences smaller price fluctuations and is considered to be less risky than XDEV.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 | XDEV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.05% | 5.77% | -4.72% |
Volatility (6M)Calculated over the trailing 6-month period | 4.07% | 11.20% | -7.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.00% | 13.89% | -7.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.60% | 13.96% | -6.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.60% | 15.90% | -8.30% |
XTIP.DE vs. XDEV.DE - Expense Ratio Comparison
XTIP.DE has a 0.07% expense ratio, which is lower than XDEV.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. XDEV.DE - Dividend Comparison
Neither XTIP.DE nor XDEV.DE has paid dividends to shareholders.
Frequently Asked Questions
XTIP.DE and XDEV.DE have a correlation of 0.03, 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 XDEV.DE.
XTIP.DE is categorized as Inflation-Protected Bonds, while XDEV.DE is Global Equities. XTIP.DE tracks Bloomberg Gbl Infl Linked US TIPS TR USD, while XDEV.DE tracks MSCI ACWI Value NR USD. They also come from different issuers: Xtrackers and DWS. Their fees differ too: 0.07% for XTIP.DE and 0.25% for XDEV.DE.
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