XUFN.DE vs. XDEQ.DE
XUFN.DE (Xtrackers MSCI USA Financials UCITS ETF 1D) and XDEQ.DE (Xtrackers MSCI World Quality Factor UCITS ETF 1C) are both exchange-traded funds - XUFN.DE is a Financials Equities fund tracking the MSCI USA Financials, while XDEQ.DE is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 5 years, XUFN.DE returned 9.47%/yr vs 11.42%/yr for XDEQ.DE. A 0.69 correlation means they provide meaningful diversification when combined. XUFN.DE charges 0.12%/yr vs 0.25%/yr for XDEQ.DE.
Performance
XUFN.DE vs. XDEQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XUFN.DE achieves a -4.69% return, which is significantly lower than XDEQ.DE's 9.48% return.
XUFN.DE
- 1D
- 3.20%
- 1M
- 1.29%
- YTD
- -4.69%
- 6M
- -2.50%
- 1Y
- 2.59%
- 3Y*
- 16.27%
- 5Y*
- 9.47%
- 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%
XUFN.DE vs. XDEQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XUFN.DE Xtrackers MSCI USA Financials UCITS ETF 1D | -4.69% | 3.41% | 38.69% | 10.96% | -7.89% | 49.37% | -12.55% | 36.23% | -11.22% | 14.21% |
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% | 7.40% |
Correlation
The correlation between XUFN.DE and XDEQ.DE is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2017 | 0.69 |
The correlation between XUFN.DE and XDEQ.DE has been stable across timeframes, ranging from 0.63 to 0.71 - a consistent structural relationship.
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Return for Risk
XUFN.DE vs. XDEQ.DE — Risk / Return Rank
XUFN.DE
XDEQ.DE
XUFN.DE vs. XDEQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Financials UCITS ETF 1D (XUFN.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.
| XUFN.DE | XDEQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.65 | ||
| Sortino ratioReturn per unit of downside risk | -2.28 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.34 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.14 | 3.04 | -2.90 |
| Martin ratioReturn relative to average drawdown | 0.33 | 12.17 | -11.84 |
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
| XUFN.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.13 | 1.78 | -1.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.80 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.80 | -0.29 |
Drawdowns
XUFN.DE vs. XDEQ.DE - Drawdown Comparison
The maximum XUFN.DE drawdown since its inception was -43.39%, 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 XUFN.DE and XDEQ.DE.
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Drawdown Indicators
| XUFN.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.39% | -32.16% | -11.23% |
Max Drawdown (1Y)Largest decline over 1 year | -13.24% | -6.22% | -7.02% |
Max Drawdown (3Y)Largest decline over 3 years | -23.03% | -20.59% | -2.44% |
Max Drawdown (5Y)Largest decline over 5 years | -23.03% | -20.59% | -2.44% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.16% | — |
Current DrawdownCurrent decline from peak | -9.49% | 0.00% | -9.49% |
Average DrawdownAverage peak-to-trough decline | -7.81% | -4.75% | -3.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.77% | 1.56% | +4.21% |
Volatility
XUFN.DE vs. XDEQ.DE - Volatility Comparison
Xtrackers MSCI USA Financials UCITS ETF 1D (XUFN.DE) has a higher volatility of 4.40% compared to Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) at 2.36%. This indicates that XUFN.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
| XUFN.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 2.36% | +2.04% |
Volatility (6M)Calculated over the trailing 6-month period | 10.85% | 7.32% | +3.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.00% | 10.64% | +4.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.60% | 14.12% | +4.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.59% | 15.35% | +6.24% |
XUFN.DE vs. XDEQ.DE - Expense Ratio Comparison
XUFN.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
XUFN.DE vs. XDEQ.DE - Dividend Comparison
XUFN.DE's dividend yield for the trailing twelve months is around 1.15%, while XDEQ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XUFN.DE Xtrackers MSCI USA Financials UCITS ETF 1D | 1.15% | 1.17% | 1.08% | 1.66% | 2.69% | 1.25% | 1.34% | 3.46% | 0.66% |
Frequently Asked Questions
XUFN.DE and XDEQ.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XUFN.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XUFN.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for XDEQ.DE.
XUFN.DE is categorized as Financials Equities, while XDEQ.DE is Global Equities. XUFN.DE tracks MSCI USA Financials, while XDEQ.DE tracks MSCI ACWI NR USD. Their fees differ too: 0.12% for XUFN.DE and 0.25% for XDEQ.DE.
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