XDEQ: Xtrackers MSCI World Quality UCITS ETF 1C returns, drawdowns and risk
Funds that select stocks by a single characteristic: low volatility, quality, momentum, value or durable competitive advantages.
Data updated October 2026
XDEQ · Xetra · EURCategory: Factor ETFs (min vol, quality, momentum, value)Data from September 2014
From September 2014 to October 2026 XDEQ returned 9.8% a year on average with dividends reinvested, in euros: €10,000 invested at the start grew to €31,033.
Its deepest fall was 32.2%, from February 2020 to March 2020, and it took about 11 months to get back to the previous high. Annual volatility was 28.0%; at the last close it was 0.8% below its high.
Against VWCE (Vanguard FTSE All-World UCITS ETF (Acc)), over the 87 months both have data, the correlation of monthly returns was 0.96: they moved almost in lockstep. Beta was 1.00. In months when VWCE rose, XDEQ moved 103% as much on average; in months when VWCE fell, 105% as much.
Key figures
- Annual return (CAGR)
- +9.8%
- 1-year return
- +23.2%
- 5 years, a year
- +10.9%
- 10 years, a year
- +12.7%
- Annual volatility
- 28.0%
- Maximum drawdown
- −32.2%
- Sharpe ratio
- 0.46
- Worst year
- 2022: −14.8%
Trailing returns
| Period | XDEQ | VWCE |
|---|---|---|
| 1 year | +23.2% | +22.0% |
| 3 years, a year | +17.2% | +19.5% |
| 5 years, a year | +10.9% | +11.5% |
| 10 years, a year | +12.7% | — |
To the last close of October 2026. Periods longer than a year are annualised.
Growth of €10,000: XDEQ vs VWCE
Month-end values from August 2019, the first month both funds have data.
XDEQ drawdowns
Percentage below the previous high, weekly.
Returns by calendar year
| Year | XDEQ | VWCE |
|---|---|---|
| 2026(partial) | +18.3% | +17.5% |
| 2025 | +2.9% | +9.2% |
| 2024 | +23.8% | +24.4% |
| 2023 | +21.8% | +18.2% |
| 2022 | −14.8% | −13.5% |
| 2021 | +34.4% | +28.6% |
| 2020 | +4.5% | +5.4% |
| 2019 | +34.2% | +7.6% |
| 2018 | −3.3% | — |
| 2017 | +8.2% | — |
| 2016 | +11.8% | — |
| 2015 | +9.9% | — |
| 2014(partial) | −18.1% | — |
How the figures are calculated
Total return in the fund’s trading currency, from end-of-day prices with dividends reinvested on the ex-date. The fund’s own ongoing charges are already reflected in its price; trading costs, taxes and currency conversion are not included. Past returns do not predict future returns.
Sharpe ratio uses the return of short-term government bills in the same currency as the risk-free rate. The growth chart uses month-end values; drawdowns and volatility use daily closes.
Questions
What is the average annual return of XDEQ?
From September 2014 to October 2026 XDEQ returned 9.8% a year on average (CAGR) with dividends reinvested, in EUR. Over the last 5 years: +10.9% a year. Over the last 12 months: +23.2%.
What was the worst drawdown of XDEQ?
32.2%, from February 2020 to March 2020; it took about 11 months from the previous high to get back to it.
How volatile is XDEQ?
Annual volatility was 28.0% over the period. Its worst month was −8.8% and 66% of months were positive. Worst calendar year: 2022 (−14.8%).
How closely does XDEQ follow VWCE?
Over 87 months the correlation of monthly returns was 0.96, so they moved almost in lockstep, with a beta of 1.00.
Use XDEQ in a free tool
Other Factor ETFs (min vol, quality, momentum, value)
- All Factor ETFs (min vol, quality, momentum, value)Returns and risk side by side
- USMV — iShares MSCI USA Min Vol Factor ETFCAGR +9.8%
- QUAL — iShares MSCI USA Quality Factor ETFCAGR +12.4%
- MTUM — iShares MSCI USA Momentum Factor ETFCAGR +15.2%
- SPLV — Invesco S&P 500 Low Volatility ETFCAGR +8.3%
- VLUE — iShares MSCI USA Value Factor ETFCAGR +19.4%
- MOAT — VanEck Morningstar Wide Moat ETFCAGR +13.7%
- XDEM — Xtrackers MSCI World Momentum UCITS ETF 1CCAGR +11.4%
- XDEV — Xtrackers MSCI World Value UCITS ETF 1CCAGR +9.1%
- IWVL — iShares Edge MSCI World Value Factor UCITS ETFCAGR +10.1%
Source: MarketStack end-of-day prices, total return with dividends reinvested. Figures are historical and descriptive; they are not forecasts and not investment advice. MEDGE Capital does not recommend buying or selling any instrument. Risk disclaimer.