Xtrackers MSCI World Value UCITS ETF

10-Year Study

XDEV.LSE · · GB · ETF

Executive Summary: Xtrackers MSCI World Value UCITS ETF has compounded at 11.6% annually over the last 10 years, with a maximum drawdown of 21.5% and an annualized volatility of 15.3%.

1Y CAGR
+43.2%
3Y CAGR
+21.0%
5Y CAGR
+13.7%
10Y CAGR
+11.6%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
21.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.62
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.83
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +30.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -9.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.76.1-6.57.1————————11.3%
20255.40.7-2.7-2.53.72.23.33.53.65.71.92.430.5%
20240.31.75.3-2.91.2-0.72.1-1.8-0.60.83.0-1.66.8%
20234.40.3-1.9-0.7-1.34.32.9-1.32.4-4.23.14.813.3%
2022-0.2-0.42.5-1.02.2-6.42.31.1-4.73.84.0-1.61.0%
20211.54.17.00.51.00.4-0.81.71.1-1.20.04.821.7%
2020-3.6-7.0-12.45.14.21.1-7.53.70.4-3.913.51.9-6.9%
20195.30.11.21.8-4.85.94.2-4.84.4-2.02.80.414.6%
2018-0.1-0.5-4.65.00.5-1.13.4-0.51.6-5.3-0.1-7.1-9.2%
2017-0.33.7-0.2-2.61.20.41.61.8-0.83.80.82.111.9%
2016———0.00.36.85.32.11.54.8-0.23.826.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 15.3%. The dominant macroeconomic risk driver is VEA.US, accounting for 46.5% of variance. Idiosyncratic stock-specific factors contribute 4.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110002.901494269548
2016-05-0110029.014942695489
2016-06-0110715.218337443785
2016-07-0111288.263455679675
2016-08-0111524.735238647903
2016-09-0111698.824894820831
2016-10-0112261.714783113304
2016-11-0112232.699840417816
2016-12-0112694.037429276077
2017-01-0112659.219498041492
2017-02-0113124.909328304077
2017-03-0113097.345132743363
2017-04-0112759.321050340926
2017-05-0112908.74800522269
2017-06-0112959.524154939794
2017-07-0113171.333236616858
2017-08-0113403.452778180763
2017-09-0113298.998984477006
2017-10-0113802.408240243727
2017-11-0113917.017263890903
2017-12-0114205.71594371101
2018-01-0114191.208472363269
2018-02-0114124.474104163644
2018-03-0113473.088640649936
2018-04-0114140.432322646164
2018-05-0114204.265196576236
2018-06-0114046.133758885826
2018-07-0114520.528071957056
2018-08-0114452.34295662266
2018-09-0114678.659509647468
2018-10-0113895.256056869288
2018-11-0113883.650079791092
2018-12-0112894.240533874945
2019-01-0113571.739445814595
2019-02-0113583.34542289279
2019-03-0113742.927607717975
2019-04-0113983.751632090527
2019-05-0113307.703467285652
2019-06-0114095.459161468156
2019-07-0114687.363992456116
2019-08-0113982.300884955752
2019-09-0114600.31916436965
2019-10-0114314.521978819092
2019-11-0114713.477440882054
2019-12-0114771.50732627303
2020-01-0114236.181633541273
2020-02-0113239.518351951254
2020-03-0111600.174089656171
2020-04-0112192.078920644131
2020-05-0112708.544900623821
2020-06-0112844.915131292615
2020-07-0111877.266792398084
2020-08-0112318.293921369504
2020-09-0112370.520818221385
2020-10-0111887.422022341505
2020-11-0113491.948353402002
2020-12-0113754.533584796169
2021-01-0113956.187436529812
2021-02-0114530.683301900477
2021-03-0115543.304801973018
2021-04-0115615.842158711737
2021-05-0115775.42434353692
2021-06-0115833.454228927896
2021-07-0115702.886986798201
2021-08-0115975.62744813579
2021-09-0116158.421587117366
2021-10-0115966.922965327143
2021-11-0115966.922965327143
2021-12-0116735.81894675758
2022-01-0116698.099521253444
2022-02-0116637.16814159292
2022-03-0117049.180327868853
2022-04-0116875.09067169592
2022-05-0117246.481938198172
2022-06-0116146.81561003917
2022-07-0116518.20687654142
2022-08-0116701.001015522994
2022-09-0115911.794574205715
2022-10-0116512.40388800232
2022-11-0117171.043087189904
2022-12-0116904.10561439141
2023-01-0117646.888147395908
2023-02-0117707.819527056436
2023-03-0117377.049180327867
2023-04-0117263.890903815463
2023-05-0117034.67285652111
2023-06-0117768.75090671696
2023-07-0118288.1183809662
2023-08-0118047.294356593648
2023-09-0118488.321485565066
2023-10-0117710.721021325982
2023-11-0118262.004932540258
2023-12-0119144.059190483098
2024-01-0119196.28608733498
2024-02-0119527.056434063543
2024-03-0120571.594371101117
2024-04-0119979.68954011316
2024-05-0120217.61207021616
2024-06-0120078.34034527782
2024-07-0120507.761497171043
2024-08-0120139.271724938342
2024-09-0120011.605977078198
2024-10-0120176.991150442478
2024-11-0120783.40345277818
2024-12-0120443.92862324097
2025-01-0121555.200928478167
2025-02-0121711.881619033804
2025-03-0121122.878282315392
2025-04-0120589.003336718408
2025-05-0121357.899318148848
2025-06-0121836.6458726244
2025-07-0122556.21645147251
2025-08-0123336.718409981142
2025-09-0124186.856230958943
2025-10-0125562.164514725082
2025-11-0126058.32003481793
2025-12-0126682.141302770924
2026-01-0127935.586827216015
2026-02-0129650.36994051937
2026-03-0127715.073262730304
2026-04-0129688.0893660235
Annual Return Matrix
YearAnnual Return
20170.11908571428571424
2018-0.0923202614379085
20190.14558955895589554
2020-0.06884698487527008
20210.21674928804978388
20220.01005547850208055
20230.1325094404394096
20240.0678993634434677
20250.30513766676128307
20260.11265767725097864
Total Factor Risk
0.15297502055998746
VTI.US Exposure
0.012659980710376623
VEA.US Exposure
0.46488569952545655
VWO.US Exposure
-0.007954711479352288
QQQ.US Exposure
0.029350610852693117
VTV.US Exposure
0.16286075029495212
IJR.US Exposure
0.02730039804981953
QUAL.US Exposure
-0.10441290933283824
SHV.US Exposure
0.33577800456859164
TLT.US Exposure
0.01615934576469396
LQD.US Exposure
-0.013302810256163346
HYG.US Exposure
-0.019909341448364728
GLD.US Exposure
-0.004507307552599774
USO.US Exposure
0.0034714878363581755
VNQ.US Exposure
-0.0174295561883918
BTC-USD.CC Exposure
-0.003377883359939144
CPER.US Exposure
-0.004818131349002941
VIX.INDX Exposure
-0.0060176712254217625
UUP.US Exposure
0.08527320820921178
TIP.US Exposure
-0.00023718287558457496
Idiosyncratic Exposure
0.044228019255504965
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
15.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.3%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+15.0%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Xtrackers MSCI World Value UCITS ETF a high-risk investment?

Xtrackers MSCI World Value UCITS ETF (XDEV.LSE) has an annualized volatility of 15.3% and experienced a maximum drawdown of 21.5% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of XDEV.LSE?

Over the past 10 years, XDEV.LSE has generated a Compound Annual Growth Rate (CAGR) of 11.6%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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