XWEQ.DE vs. XDEQ.DE
XWEQ.DE (Xtrackers MSCI World Quality ESG UCITS ETF 1C) and XDEQ.DE (Xtrackers MSCI World Quality Factor UCITS ETF 1C) are both Global Equities funds from Xtrackers - XWEQ.DE tracks the MSCI World Quality Low Carbon SRI Screened Select while XDEQ.DE tracks the MSCI ACWI NR USD. Both are passively managed. Over the past year, XWEQ.DE returned 23.57% vs 19.01% for XDEQ.DE. With a 0.97 correlation, they move nearly in lockstep. Both charge a 0.25% expense ratio.
Performance
XWEQ.DE vs. XDEQ.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with XWEQ.DE having a 9.71% return and XDEQ.DE slightly lower at 9.48%.
XWEQ.DE
- 1D
- 0.77%
- 1M
- 2.68%
- YTD
- 9.71%
- 6M
- 11.10%
- 1Y
- 23.57%
- 3Y*
- —
- 5Y*
- —
- 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%
XWEQ.DE vs. XDEQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XWEQ.DE Xtrackers MSCI World Quality ESG UCITS ETF 1C | 9.71% | 4.46% | 25.97% | 0.47% |
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 9.48% | 2.87% | 23.81% | 8.09% |
Correlation
The correlation between XWEQ.DE and XDEQ.DE is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2023 | 0.97 |
The correlation between XWEQ.DE and XDEQ.DE has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.
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Return for Risk
XWEQ.DE vs. XDEQ.DE — Risk / Return Rank
XWEQ.DE
XDEQ.DE
XWEQ.DE vs. XDEQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Quality ESG UCITS ETF 1C (XWEQ.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.
| XWEQ.DE | XDEQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.34 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.27 | 3.04 | +0.23 |
| Martin ratioReturn relative to average drawdown | 12.77 | 12.17 | +0.59 |
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
| XWEQ.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.02 | 1.78 | +0.24 |
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 | 0.89 | 0.80 | +0.09 |
Drawdowns
XWEQ.DE vs. XDEQ.DE - Drawdown Comparison
The maximum XWEQ.DE drawdown since its inception was -22.80%, smaller than the maximum XDEQ.DE drawdown of -32.16%. Use the drawdown chart below to compare losses from any high point for XWEQ.DE and XDEQ.DE.
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Drawdown Indicators
| XWEQ.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.80% | -32.16% | +9.36% |
Max Drawdown (1Y)Largest decline over 1 year | -7.24% | -6.22% | -1.02% |
Max Drawdown (3Y)Largest decline over 3 years | — | -20.59% | — |
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 | -0.73% | 0.00% | -0.73% |
Average DrawdownAverage peak-to-trough decline | -4.52% | -4.75% | +0.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.86% | 1.56% | +0.30% |
Volatility
XWEQ.DE vs. XDEQ.DE - Volatility Comparison
Xtrackers MSCI World Quality ESG UCITS ETF 1C (XWEQ.DE) has a higher volatility of 2.76% compared to Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) at 2.36%. This indicates that XWEQ.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
| XWEQ.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.76% | 2.36% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 8.36% | 7.32% | +1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.73% | 10.64% | +1.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.18% | 14.12% | +1.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.18% | 15.35% | -0.17% |
XWEQ.DE vs. XDEQ.DE - Expense Ratio Comparison
Both XWEQ.DE and XDEQ.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
XWEQ.DE vs. XDEQ.DE - Dividend Comparison
Neither XWEQ.DE nor XDEQ.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.95, XWEQ.DE and XDEQ.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XWEQ.DE and XDEQ.DE have the same expense ratio: 0.25% per year.
XWEQ.DE tracks MSCI World Quality Low Carbon SRI Screened Select, while XDEQ.DE tracks MSCI ACWI NR USD.
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