4MMR.DE vs. XDWU.DE
4MMR.DE (Global X Defence Tech UCITS ETF USD Accumulating) and XDWU.DE (Xtrackers MSCI World Utilities UCITS ETF 1C) are both exchange-traded funds - 4MMR.DE is a Aerospace & Defense fund managed by Global X, while XDWU.DE is a Utilities Equities fund tracking the MSCI World/Utilities NR USD. Over the past year, 4MMR.DE returned 3.66% vs 20.90% for XDWU.DE. At a 0.28 correlation, their price movements are largely independent.
Performance
4MMR.DE vs. XDWU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 4MMR.DE achieves a -4.78% return, which is significantly lower than XDWU.DE's 11.81% return.
4MMR.DE
- 1D
- 0.00%
- 1M
- -3.19%
- 6M
- -19.19%
- YTD
- -4.78%
- 1Y
- 3.66%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XDWU.DE
- 1D
- -0.67%
- 1M
- 2.22%
- 6M
- 8.35%
- YTD
- 11.81%
- 1Y
- 20.90%
- 3Y*
- 14.64%
- 5Y*
- 10.33%
- 10Y*
- 8.26%
4MMR.DE vs. XDWU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
4MMR.DE Global X Defence Tech UCITS ETF USD Accumulating | -4.78% | 58.75% | 12.12% |
XDWU.DE Xtrackers MSCI World Utilities UCITS ETF 1C | 11.81% | 11.38% | 0.47% |
Correlation
The correlation between 4MMR.DE and XDWU.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Sep 16, 2024 | 0.28 |
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Return for Risk
4MMR.DE vs. XDWU.DE — Risk / Return Rank
4MMR.DE
XDWU.DE
4MMR.DE vs. XDWU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Defence Tech UCITS ETF USD Accumulating (4MMR.DE) and Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.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.
| 4MMR.DE | XDWU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.43 | ||
| Sortino ratioReturn per unit of downside risk | -1.81 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.26 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.15 | 2.85 | -2.70 |
| Martin ratioReturn relative to average drawdown | 0.36 | 7.10 | -6.75 |
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Drawdowns
4MMR.DE vs. XDWU.DE - Drawdown Comparison
The maximum 4MMR.DE drawdown since its inception was -23.72%, smaller than the maximum XDWU.DE drawdown of -42.00%. Use the drawdown chart below to compare losses from any high point for 4MMR.DE and XDWU.DE.
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Drawdown Indicators
| 4MMR.DE | XDWU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.72% | -42.00% | +18.28% |
Max Drawdown (1Y)Largest decline over 1 year | -23.72% | -7.30% | -16.42% |
Max Drawdown (3Y)Largest decline over 3 years | — | -12.69% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.26% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.61% | — |
Current DrawdownCurrent decline from peak | -21.23% | -2.06% | -19.17% |
Average DrawdownAverage peak-to-trough decline | -5.24% | -12.43% | +7.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.29% | 2.94% | +7.35% |
Volatility
4MMR.DE vs. XDWU.DE - Volatility Comparison
Global X Defence Tech UCITS ETF USD Accumulating (4MMR.DE) has a higher volatility of 7.74% compared to Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.DE) at 3.44%. This indicates that 4MMR.DE's price experiences larger fluctuations and is considered to be riskier than XDWU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 4MMR.DE | XDWU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.74% | 3.44% | +4.30% |
Volatility (6M)Calculated over the trailing 6-month period | 17.13% | 10.25% | +6.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.10% | 13.14% | +9.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.75% | 14.26% | +10.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.75% | 18.01% | +6.74% |
Dividends
4MMR.DE vs. XDWU.DE - Dividend Comparison
Neither 4MMR.DE nor XDWU.DE has paid dividends to shareholders.
Frequently Asked Questions
4MMR.DE and XDWU.DE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
4MMR.DE is categorized as Aerospace & Defense, while XDWU.DE is Utilities Equities. They also come from different issuers: Global X and Xtrackers.
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