XYPL.DE vs. XDEQ.DE
XYPL.DE (Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF) and XDEQ.DE (Xtrackers MSCI World Quality Factor UCITS ETF 1C) are both exchange-traded funds - XYPL.DE is a European Corporate Bonds fund tracking the iBoxx® EUR Corporates Yield Plus, while XDEQ.DE is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 3 years, XYPL.DE returned 5.49%/yr vs 15.18%/yr for XDEQ.DE. At a 0.33 correlation, their price movements are largely independent. Both charge a 0.25% expense ratio.
Performance
XYPL.DE vs. XDEQ.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XYPL.DE achieves a 0.59% return, which is significantly lower than XDEQ.DE's 9.48% return.
XYPL.DE
- 1D
- 0.11%
- 1M
- 0.81%
- YTD
- 0.59%
- 6M
- 0.39%
- 1Y
- 2.23%
- 3Y*
- 5.49%
- 5Y*
- —
- 10Y*
- —
XDEQ.DE
- 1D
- 0.79%
- 1M
- 4.30%
- YTD
- 9.48%
- 6M
- 10.18%
- 1Y
- 19.01%
- 3Y*
- 15.18%
- 5Y*
- 11.42%
- 10Y*
- 12.38%
XYPL.DE vs. XDEQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XYPL.DE Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF | 0.59% | 3.49% | 5.30% | 9.38% | -0.01% |
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 9.48% | 2.87% | 23.81% | 21.83% | 0.27% |
Correlation
The correlation between XYPL.DE and XDEQ.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2022 | 0.33 |
The correlation between XYPL.DE and XDEQ.DE shifts across timeframes, from 0.32 (3 years) to 0.47 (1 year), reflecting how their relationship changes across market environments.
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
XYPL.DE vs. XDEQ.DE — Risk / Return Rank
XYPL.DE
XDEQ.DE
XYPL.DE vs. XDEQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF (XYPL.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.
| XYPL.DE | XDEQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.15 | ||
| Sortino ratioReturn per unit of downside risk | -1.59 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.34 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | 3.04 | -2.32 |
| Martin ratioReturn relative to average drawdown | 2.50 | 12.17 | -9.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XYPL.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 1.78 | -1.15 |
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 | 1.01 | 0.80 | +0.21 |
Drawdowns
XYPL.DE vs. XDEQ.DE - Drawdown Comparison
The maximum XYPL.DE drawdown since its inception was -9.99%, smaller than the maximum XDEQ.DE drawdown of -32.16%. Use the drawdown chart below to compare losses from any high point for XYPL.DE and XDEQ.DE.
Loading charts...
Drawdown Indicators
| XYPL.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.99% | -32.16% | +22.17% |
Max Drawdown (1Y)Largest decline over 1 year | -3.09% | -6.22% | +3.13% |
Max Drawdown (3Y)Largest decline over 3 years | -3.09% | -20.59% | +17.50% |
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 | -0.88% | 0.00% | -0.88% |
Average DrawdownAverage peak-to-trough decline | -1.98% | -4.75% | +2.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.89% | 1.56% | -0.67% |
Volatility
XYPL.DE vs. XDEQ.DE - Volatility Comparison
The current volatility for Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF (XYPL.DE) is 1.39%, while Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) has a volatility of 2.36%. This indicates that XYPL.DE experiences smaller price fluctuations and is considered to be less risky than XDEQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XYPL.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.39% | 2.36% | -0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 3.10% | 7.32% | -4.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.51% | 10.64% | -7.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.63% | 14.12% | -9.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.63% | 15.35% | -10.72% |
XYPL.DE vs. XDEQ.DE - Expense Ratio Comparison
Both XYPL.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
XYPL.DE vs. XDEQ.DE - Dividend Comparison
Neither XYPL.DE nor XDEQ.DE has paid dividends to shareholders.
Frequently Asked Questions
XYPL.DE and XDEQ.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XYPL.DE and XDEQ.DE have the same expense ratio: 0.25% per year.
XYPL.DE is categorized as European Corporate Bonds, while XDEQ.DE is Global Equities. XYPL.DE tracks iBoxx® EUR Corporates Yield Plus, while XDEQ.DE tracks MSCI ACWI NR USD.
Find the right allocation for XYPL.DE and XDEQ.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