XUCM.DE vs. XDEQ.DE
XUCM.DE (Xtrackers MSCI USA Communication Services UCITS ETF 1D) and XDEQ.DE (Xtrackers MSCI World Quality Factor UCITS ETF 1C) are both exchange-traded funds - XUCM.DE is a Communications Equities fund tracking the MSCI World/Comm Services NR USD, while XDEQ.DE is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 5 years, XUCM.DE returned 11.09%/yr vs 11.42%/yr for XDEQ.DE. A 0.74 correlation means they provide meaningful diversification when combined. XUCM.DE charges 0.12%/yr vs 0.25%/yr for XDEQ.DE.
Performance
XUCM.DE vs. XDEQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XUCM.DE achieves a 2.35% return, which is significantly lower than XDEQ.DE's 9.48% return.
XUCM.DE
- 1D
- 1.39%
- 1M
- -2.88%
- YTD
- 2.35%
- 6M
- -0.01%
- 1Y
- 15.97%
- 3Y*
- 22.36%
- 5Y*
- 11.09%
- 10Y*
- —
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%
XUCM.DE vs. XDEQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XUCM.DE Xtrackers MSCI USA Communication Services UCITS ETF 1D | 2.35% | 10.39% | 45.87% | 50.47% | -38.22% | 26.16% |
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 9.48% | 2.87% | 23.81% | 21.83% | -14.94% | 32.79% |
Correlation
The correlation between XUCM.DE and XDEQ.DE is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2021 | 0.74 |
Over the past year, the correlation between XUCM.DE and XDEQ.DE has dropped to 0.53 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.
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Return for Risk
XUCM.DE vs. XDEQ.DE — Risk / Return Rank
XUCM.DE
XDEQ.DE
XUCM.DE vs. XDEQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Communication Services UCITS ETF 1D (XUCM.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.
| XUCM.DE | XDEQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | -0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.34 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.04 | 3.04 | -1.00 |
| Martin ratioReturn relative to average drawdown | 6.97 | 12.17 | -5.21 |
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
| XUCM.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 1.78 | -0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.80 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.80 | -0.13 |
Drawdowns
XUCM.DE vs. XDEQ.DE - Drawdown Comparison
The maximum XUCM.DE drawdown since its inception was -40.85%, which is greater than XDEQ.DE's maximum drawdown of -32.16%. Use the drawdown chart below to compare losses from any high point for XUCM.DE and XDEQ.DE.
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Drawdown Indicators
| XUCM.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.85% | -32.16% | -8.69% |
Max Drawdown (1Y)Largest decline over 1 year | -8.34% | -6.22% | -2.12% |
Max Drawdown (3Y)Largest decline over 3 years | -25.07% | -20.59% | -4.48% |
Max Drawdown (5Y)Largest decline over 5 years | -40.85% | -20.59% | -20.26% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.16% | — |
Current DrawdownCurrent decline from peak | -4.13% | 0.00% | -4.13% |
Average DrawdownAverage peak-to-trough decline | -10.96% | -4.75% | -6.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 1.56% | +0.89% |
Volatility
XUCM.DE vs. XDEQ.DE - Volatility Comparison
Xtrackers MSCI USA Communication Services UCITS ETF 1D (XUCM.DE) has a higher volatility of 4.25% compared to Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) at 2.36%. This indicates that XUCM.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
| XUCM.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 2.36% | +1.89% |
Volatility (6M)Calculated over the trailing 6-month period | 9.71% | 7.32% | +2.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.07% | 10.64% | +3.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.62% | 14.12% | +5.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.44% | 15.35% | +4.09% |
XUCM.DE vs. XDEQ.DE - Expense Ratio Comparison
XUCM.DE has a 0.12% 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
XUCM.DE vs. XDEQ.DE - Dividend Comparison
XUCM.DE's dividend yield for the trailing twelve months is around 0.70%, while XDEQ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XUCM.DE Xtrackers MSCI USA Communication Services UCITS ETF 1D | 0.70% | 0.77% | 0.60% | 0.60% | 0.54% |
Frequently Asked Questions
XUCM.DE and XDEQ.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XUCM.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XUCM.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for XDEQ.DE.
XUCM.DE is categorized as Communications Equities, while XDEQ.DE is Global Equities. XUCM.DE tracks MSCI World/Comm Services NR USD, while XDEQ.DE tracks MSCI ACWI NR USD. Their fees differ too: 0.12% for XUCM.DE and 0.25% for XDEQ.DE.
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