AIL.DE vs. XWEB.DE
AIL.DE (Air Liquide SA) is a stock, while XWEB.DE (Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C) is Global Equities fund tracking the MSCI World Minimum Volatility Low Carbon SRI Screened Select. Over the past year, AIL.DE returned 1.30% vs 3.08% for XWEB.DE. At a 0.36 correlation, their price movements are largely independent.
Performance
AIL.DE vs. XWEB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AIL.DE achieves a 15.64% return, which is significantly higher than XWEB.DE's 1.64% return.
AIL.DE
- 1D
- 1.02%
- 1M
- 6.10%
- YTD
- 15.64%
- 6M
- 13.85%
- 1Y
- 1.30%
- 3Y*
- 10.18%
- 5Y*
- 11.38%
- 10Y*
- 13.46%
XWEB.DE
- 1D
- 0.38%
- 1M
- 1.50%
- YTD
- 1.64%
- 6M
- 1.64%
- 1Y
- 3.08%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AIL.DE vs. XWEB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
AIL.DE Air Liquide SA | 15.64% | 5.45% | -1.53% | 10.35% |
XWEB.DE Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C | 1.64% | 1.61% | 16.94% | 4.70% |
Correlation
The correlation between AIL.DE and XWEB.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2023 | 0.36 |
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Return for Risk
AIL.DE vs. XWEB.DE — Risk / Return Rank
AIL.DE
XWEB.DE
AIL.DE vs. XWEB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Air Liquide SA (AIL.DE) and Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C (XWEB.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.
| AIL.DE | XWEB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.07 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.05 | 0.63 | -0.58 |
| Martin ratioReturn relative to average drawdown | 0.10 | 1.53 | -1.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AIL.DE | XWEB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.05 | 0.41 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.89 | -0.44 |
Drawdowns
AIL.DE vs. XWEB.DE - Drawdown Comparison
The maximum AIL.DE drawdown since its inception was -39.86%, which is greater than XWEB.DE's maximum drawdown of -14.46%. Use the drawdown chart below to compare losses from any high point for AIL.DE and XWEB.DE.
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Drawdown Indicators
| AIL.DE | XWEB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.86% | -14.46% | -25.40% |
Max Drawdown (1Y)Largest decline over 1 year | -15.87% | -5.03% | -10.84% |
Max Drawdown (3Y)Largest decline over 3 years | -16.33% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.46% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -30.48% | — | — |
Current DrawdownCurrent decline from peak | -1.48% | -3.10% | +1.62% |
Average DrawdownAverage peak-to-trough decline | -7.34% | -3.02% | -4.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.99% | 2.10% | +5.89% |
Volatility
AIL.DE vs. XWEB.DE - Volatility Comparison
Air Liquide SA (AIL.DE) has a higher volatility of 6.63% compared to Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C (XWEB.DE) at 2.21%. This indicates that AIL.DE's price experiences larger fluctuations and is considered to be riskier than XWEB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AIL.DE | XWEB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.63% | 2.21% | +4.42% |
Volatility (6M)Calculated over the trailing 6-month period | 14.02% | 5.37% | +8.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.42% | 7.78% | +9.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.34% | 9.49% | +9.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.44% | 9.49% | +10.95% |
Dividends
AIL.DE vs. XWEB.DE - Dividend Comparison
AIL.DE's dividend yield for the trailing twelve months is around 2.04%, while XWEB.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AIL.DE Air Liquide SA | 2.04% | 2.06% | 1.88% | 1.67% | 1.97% | 1.79% | 2.00% | 1.90% | 2.49% | 2.24% | 2.49% | 2.49% |
XWEB.DE Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AIL.DE and XWEB.DE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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