XWEV.L vs. XU61.DE
XWEV.L (Xtrackers MSCI World Value ESG UCITS ETF 1C) and XU61.DE (BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR) are both Global Equities funds - XWEV.L tracks the MSCI World Value Low Carbon SRI Screened Select while XU61.DE tracks the ECPI Global ESG Infrastructure Equity Index. Both are passively managed. Over the past 3 years, XWEV.L returned 22.60%/yr vs 15.95%/yr for XU61.DE. A 0.64 correlation means they provide meaningful diversification when combined. XWEV.L charges 0.25%/yr vs 0.31%/yr for XU61.DE.
Performance
XWEV.L vs. XU61.DE - Performance Comparison
Loading charts...
Different Trading Currencies
XWEV.L is traded in USD, while XU61.DE is traded in EUR. To make them comparable, the XU61.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, XWEV.L achieves a 17.47% return, which is significantly higher than XU61.DE's 9.94% return.
XWEV.L
- 1D
- 0.00%
- 1M
- 0.58%
- 6M
- 14.54%
- YTD
- 17.47%
- 1Y
- 40.36%
- 3Y*
- 22.60%
- 5Y*
- —
- 10Y*
- —
XU61.DE
- 1D
- 0.35%
- 1M
- -1.22%
- 6M
- 9.70%
- YTD
- 9.94%
- 1Y
- 24.04%
- 3Y*
- 15.95%
- 5Y*
- 7.90%
- 10Y*
- 7.40%
XWEV.L vs. XU61.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XWEV.L Xtrackers MSCI World Value ESG UCITS ETF 1C | 17.47% | 38.58% | 6.98% | 7.84% |
XU61.DE BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR | 9.94% | 32.16% | 3.96% | 3.99% |
Correlation
The correlation between XWEV.L and XU61.DE is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Jul 5, 2023 | 0.64 |
The correlation between XWEV.L and XU61.DE has been stable across timeframes, ranging from 0.60 to 0.64 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XWEV.L vs. XU61.DE — Risk / Return Rank
XWEV.L
XU61.DE
XWEV.L vs. XU61.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Value ESG UCITS ETF 1C (XWEV.L) and BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR (XU61.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XWEV.L | XU61.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.60 | ||
| Sortino ratioReturn per unit of downside risk | +0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.34 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.87 | 2.89 | +0.98 |
| Martin ratioReturn relative to average drawdown | 14.68 | 9.98 | +4.70 |
Loading charts...
Drawdowns
XWEV.L vs. XU61.DE - Drawdown Comparison
The maximum XWEV.L drawdown since its inception was -14.23%, smaller than the maximum XU61.DE drawdown of -51.52%. Use the drawdown chart below to compare losses from any high point for XWEV.L and XU61.DE.
Loading charts...
Drawdown Indicators
| XWEV.L | XU61.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.23% | -51.52% | +37.29% |
Max Drawdown (1Y)Largest decline over 1 year | -10.37% | -8.28% | -2.09% |
Max Drawdown (3Y)Largest decline over 3 years | -14.23% | -12.56% | -1.67% |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.95% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.29% | — |
Current DrawdownCurrent decline from peak | -1.52% | -3.27% | +1.75% |
Average DrawdownAverage peak-to-trough decline | -2.33% | -10.19% | +7.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.74% | 2.40% | +0.34% |
Volatility
XWEV.L vs. XU61.DE - Volatility Comparison
Xtrackers MSCI World Value ESG UCITS ETF 1C (XWEV.L) has a higher volatility of 4.46% compared to BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR (XU61.DE) at 2.48%. This indicates that XWEV.L's price experiences larger fluctuations and is considered to be riskier than XU61.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XWEV.L | XU61.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.46% | 2.48% | +1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 12.80% | 9.20% | +3.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.39% | 11.93% | +3.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.09% | 13.93% | +1.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.09% | 15.42% | -0.33% |
XWEV.L vs. XU61.DE - Expense Ratio Comparison
XWEV.L has a 0.25% expense ratio, which is lower than XU61.DE's 0.31% expense ratio.
Dividends
XWEV.L vs. XU61.DE - Dividend Comparison
Neither XWEV.L nor XU61.DE has paid dividends to shareholders.
Frequently Asked Questions
XWEV.L and XU61.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XWEV.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XWEV.L is cheaper with a 0.25% expense ratio, compared with 0.31% for XU61.DE.
XWEV.L tracks MSCI World Value Low Carbon SRI Screened Select, while XU61.DE tracks ECPI Global ESG Infrastructure Equity Index. They also come from different issuers: Xtrackers and BNP Paribas Easy. Their fees differ too: 0.25% for XWEV.L and 0.31% for XU61.DE.
Find the right allocation for XWEV.L and XU61.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer