BAYN.DE vs. XDWT.DE

Last updated Jun 5, 2026

BAYN.DE (Bayer Aktiengesellschaft) is a stock, while XDWT.DE (Xtrackers MSCI World Information Technology UCITS ETF 1C) is Technology Equities fund tracking the MSCI World/Information Tech NR USD. Over the past 10 years, BAYN.DE returned -6.17%/yr vs 24.00%/yr for XDWT.DE. At a 0.28 correlation, their price movements are largely independent.

Performance

BAYN.DE vs. XDWT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Bayer Aktiengesellschaft (BAYN.DE) and Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BAYN.DE achieves a -3.64% return, which is significantly lower than XDWT.DE's 25.23% return. Over the past 10 years, BAYN.DE has underperformed XDWT.DE with an annualized return of -6.17%, while XDWT.DE has yielded a comparatively higher 24.00% annualized return.

BAYN.DE

• 1D: 2.48%
• 1M: -6.17%
• YTD: -3.64%
• 6M: 6.22%
• 1Y: 40.84%
• 3Y*: -11.62%
• 5Y*: -5.97%
• 10Y*: -6.17%

XDWT.DE

• 1D: -2.03%
• 1M: 14.75%
• YTD: 25.23%
• 6M: 23.98%
• 1Y: 48.86%
• 3Y*: 29.29%
• 5Y*: 22.52%
• 10Y*: 24.00%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BAYN.DE vs. XDWT.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BAYN.DE Bayer Aktiengesellschaft	-3.64%	92.54%	-42.34%	-27.50%	6.20%	1.34%	-30.79%	25.96%	-39.17%	7.50%
XDWT.DE Xtrackers MSCI World Information Technology UCITS ETF 1C	25.23%	9.56%	41.11%	50.00%	-28.10%	41.76%	30.98%	51.77%	0.78%	21.03%

Correlation

The correlation between BAYN.DE and XDWT.DE is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.03
Correlation (3Y) Calculated over the trailing 3-year period	0.04
Correlation (5Y) Calculated over the trailing 5-year period	0.14
Correlation (10Y) Calculated over the trailing 10-year period	0.28
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016	0.28

Over the past year, the correlation between BAYN.DE and XDWT.DE has dropped to 0.03 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.

Return for Risk

BAYN.DE vs. XDWT.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BAYN.DE

BAYN.DE Risk / Return Rank: 69
BAYN.DE Sharpe Ratio Rank: 73
BAYN.DE Sortino Ratio Rank: 71
BAYN.DE Omega Ratio Rank: 68
BAYN.DE Calmar Ratio Rank: 67
BAYN.DE Martin Ratio Rank: 69

XDWT.DE

XDWT.DE Risk / Return Rank: 64
XDWT.DE Sharpe Ratio Rank: 75
XDWT.DE Sortino Ratio Rank: 69
XDWT.DE Omega Ratio Rank: 65
XDWT.DE Calmar Ratio Rank: 63
XDWT.DE Martin Ratio Rank: 50

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BAYN.DE vs. XDWT.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bayer Aktiengesellschaft (BAYN.DE) and Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.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.

	BAYN.DE	XDWT.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.05	2.38	-1.33
Sortino ratio: Return per unit of downside risk	1.73	3.10	-1.37
Omega ratio: Gain probability vs. loss probability	1.21	1.38	-0.17
Calmar ratio: Return relative to maximum drawdown	1.33	3.12	-1.79
Martin ratio: Return relative to average drawdown	3.32	8.24	-4.92
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BAYN.DE vs. XDWT.DE - Sharpe Ratio Comparison

The current BAYN.DE Sharpe Ratio is 1.05, which is lower than the XDWT.DE Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of BAYN.DE and XDWT.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BAYN.DE	XDWT.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.05	2.38	-1.33
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.18	0.99	-1.17
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.20	1.11	-1.31
Sharpe Ratio (All Time) Calculated using the full available price history	0.15	1.09	-0.94

Drawdowns

BAYN.DE vs. XDWT.DE - Drawdown Comparison

The maximum BAYN.DE drawdown since its inception was -82.29%, which is greater than XDWT.DE's maximum drawdown of -31.61%. Use the drawdown chart below to compare losses from any high point for BAYN.DE and XDWT.DE.

Drawdown Indicators

	BAYN.DE	XDWT.DE	Difference
Max Drawdown Largest peak-to-trough decline	-82.29%	-31.61%	-50.68%
Max Drawdown (1Y) Largest decline over 1 year	-30.65%	-15.59%	-15.06%
Max Drawdown (3Y) Largest decline over 3 years	-64.35%	-29.46%	-34.89%
Max Drawdown (5Y) Largest decline over 5 years	-70.42%	-29.46%	-40.96%
Max Drawdown (10Y) Largest decline over 10 years	-80.34%	-31.61%	-48.73%
Current Drawdown Current decline from peak	-66.36%	-2.61%	-63.75%
Average Drawdown Average peak-to-trough decline	-29.34%	-5.82%	-23.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.25%	5.91%	+6.34%

Volatility

BAYN.DE vs. XDWT.DE - Volatility Comparison

Bayer Aktiengesellschaft (BAYN.DE) has a higher volatility of 9.20% compared to Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) at 7.11%. This indicates that BAYN.DE's price experiences larger fluctuations and is considered to be riskier than XDWT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BAYN.DE	XDWT.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.20%	7.11%	+2.09%
Volatility (6M) Calculated over the trailing 6-month period	29.11%	14.96%	+14.15%
Volatility (1Y) Calculated over the trailing 1-year period	38.64%	20.39%	+18.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.42%	22.55%	+9.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.08%	21.46%	+9.62%

Dividends

BAYN.DE vs. XDWT.DE - Dividend Comparison

BAYN.DE's dividend yield for the trailing twelve months is around 0.31%, while XDWT.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BAYN.DE Bayer Aktiengesellschaft	0.31%	0.30%	0.57%	7.14%	4.14%	4.26%	5.81%	3.85%	4.55%	2.63%	2.52%	1.94%
XDWT.DE Xtrackers MSCI World Information Technology 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

Can I hold both BAYN.DE and XDWT.DE in my portfolio?

BAYN.DE and XDWT.DE have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.