XDWD.DE's Sortino Ratio of 3.03 indicates that for each unit of downside volatility, it generates 3.03 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 26, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
XDWD.DE Sortino Ratio Rank
XDWD.DE ranks above 78.5% of all investments in our database based on Sortino Ratio over the past 12 months, indicating above-average returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Above-average downside protection with room for improvement
- Compare against category peers to gauge relative positioning
- Monitor for movement toward top tier or decline toward median
- Consider pairing with top-tier holdings to improve portfolio risk profile
XDWD.DE Sortino Ratio Market Positioning
The chart shows XDWD.DE's Sortino Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.32 or lower
- Yellow zone (middle 50%): 1.32 to 2.96
- Green zone (top 25%): 2.96 or higher
- Top 1%: 14.84+
- Median: 2.22 — half of all investments score higher
How it compares to other similar ETFs
The table compares Xtrackers MSCI World UCITS ETF 1C's Sortino Ratio with other ETFs in the Global Equities category across multiple time periods, showing how XDWD.DE's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 26, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| XDEV.DE | Xtrackers MSCI World Value Factor UCITS ETF 1C | 6.20 | |||
| IS3S.DE | iShares Edge MSCI World Value Factor UCITS ETF | 6.06 | |||
| ISPA.DE | iShares STOXX Global Select Dividend 100 UCITS ETF (DE) | 4.93 | |||
| CBUI.DE | iShares MSCI World Value Factor ESG UCITS ETF USD Acc | 4.84 | |||
| VGWD.DE | Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 4.37 | |||
| VDIV.DE | VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | 4.23 | |||
| PSWD.DE | Invesco FTSE RAFI All World 3000 UCITS ETF | 4.22 | |||
| JPGL.DE | JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 4.08 | |||
| H41C.DE | HSBC Developed World Sustainable Equity UCITS ETF USD | 4.06 | |||
| OPEN.DE | iShares Refinitiv Inclusion and Diversity UCITS ETF USD (Acc) | 4.03 | |||
| XDWD.DE | Xtrackers MSCI World UCITS ETF 1C | 3.03 |
Historical Sortino Ratio
The chart shows XDWD.DE's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when XDWD.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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