CCC3.DE vs. XMAW.DE

Last updated Jun 5, 2026

CCC3.DE (The Coca-Cola Company) is a stock, while XMAW.DE (Xtrackers MSCI AC World ESG Screened UCITS ETF 1C) is Global Equities fund tracking the MSCI ACWI NR USD. Over the past 10 years, CCC3.DE returned 8.26%/yr vs 12.33%/yr for XMAW.DE. At a 0.38 correlation, their price movements are largely independent.

Performance

CCC3.DE vs. XMAW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in The Coca-Cola Company (CCC3.DE) and Xtrackers MSCI AC World ESG Screened UCITS ETF 1C (XMAW.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CCC3.DE achieves a 13.92% return, which is significantly higher than XMAW.DE's 12.49% return. Over the past 10 years, CCC3.DE has underperformed XMAW.DE with an annualized return of 8.26%, while XMAW.DE has yielded a comparatively higher 12.33% annualized return.

CCC3.DE

• 1D: -0.21%
• 1M: 0.79%
• YTD: 13.92%
• 6M: 12.02%
• 1Y: 10.75%
• 3Y*: 8.62%
• 5Y*: 10.63%
• 10Y*: 8.26%

XMAW.DE

• 1D: -0.19%
• 1M: 5.38%
• YTD: 12.49%
• 6M: 13.08%
• 1Y: 26.98%
• 3Y*: 18.18%
• 5Y*: 12.21%
• 10Y*: 12.33%

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

CCC3.DE vs. XMAW.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CCC3.DE The Coca-Cola Company	13.92%	2.29%	15.41%	-8.86%	17.77%	20.98%	-7.79%	21.70%	11.99%	-0.66%
XMAW.DE Xtrackers MSCI AC World ESG Screened UCITS ETF 1C	12.49%	8.98%	25.39%	19.46%	-15.01%	28.71%	5.50%	30.15%	-6.20%	9.14%

Correlation

The correlation between CCC3.DE and XMAW.DE is -0.04, 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	-0.04
Correlation (3Y) Calculated over the trailing 3-year period	0.05
Correlation (5Y) Calculated over the trailing 5-year period	0.18
Correlation (10Y) Calculated over the trailing 10-year period	0.33
Correlation (All Time) Calculated using the full available price history since Mar 6, 2014	0.38

The correlation between CCC3.DE and XMAW.DE shifts across timeframes, from -0.04 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.

Return for Risk

CCC3.DE vs. XMAW.DE — Risk / Return Rank

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

CCC3.DE

CCC3.DE Risk / Return Rank: 59
CCC3.DE Sharpe Ratio Rank: 62
CCC3.DE Sortino Ratio Rank: 56
CCC3.DE Omega Ratio Rank: 53
CCC3.DE Calmar Ratio Rank: 62
CCC3.DE Martin Ratio Rank: 62

XMAW.DE

XMAW.DE Risk / Return Rank: 72
XMAW.DE Sharpe Ratio Rank: 68
XMAW.DE Sortino Ratio Rank: 69
XMAW.DE Omega Ratio Rank: 70
XMAW.DE Calmar Ratio Rank: 74
XMAW.DE Martin Ratio Rank: 78

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.

CCC3.DE vs. XMAW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Coca-Cola Company (CCC3.DE) and Xtrackers MSCI AC World ESG Screened UCITS ETF 1C (XMAW.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.

	CCC3.DE	XMAW.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.62	2.22	-1.60
Sortino ratio: Return per unit of downside risk	1.06	3.11	-2.05
Omega ratio: Gain probability vs. loss probability	1.12	1.41	-0.29
Calmar ratio: Return relative to maximum drawdown	1.03	3.68	-2.65
Martin ratio: Return relative to average drawdown	2.24	14.79	-12.55
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CCC3.DE vs. XMAW.DE - Sharpe Ratio Comparison

The current CCC3.DE Sharpe Ratio is 0.62, which is lower than the XMAW.DE Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of CCC3.DE and XMAW.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

	CCC3.DE	XMAW.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.62	2.22	-1.60
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.64	0.84	-0.21
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.46	0.80	-0.35
Sharpe Ratio (All Time) Calculated using the full available price history	0.25	0.77	-0.51

Drawdowns

CCC3.DE vs. XMAW.DE - Drawdown Comparison

The maximum CCC3.DE drawdown since its inception was -63.64%, which is greater than XMAW.DE's maximum drawdown of -33.49%. Use the drawdown chart below to compare losses from any high point for CCC3.DE and XMAW.DE.

Drawdown Indicators

	CCC3.DE	XMAW.DE	Difference
Max Drawdown Largest peak-to-trough decline	-63.64%	-33.49%	-30.15%
Max Drawdown (1Y) Largest decline over 1 year	-10.43%	-7.30%	-3.13%
Max Drawdown (3Y) Largest decline over 3 years	-16.88%	-22.10%	+5.22%
Max Drawdown (5Y) Largest decline over 5 years	-21.31%	-22.10%	+0.79%
Max Drawdown (10Y) Largest decline over 10 years	-37.02%	-33.49%	-3.53%
Current Drawdown Current decline from peak	-4.63%	-0.67%	-3.96%
Average Drawdown Average peak-to-trough decline	-25.24%	-4.90%	-20.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.79%	1.82%	+2.97%

Volatility

CCC3.DE vs. XMAW.DE - Volatility Comparison

The Coca-Cola Company (CCC3.DE) has a higher volatility of 5.38% compared to Xtrackers MSCI AC World ESG Screened UCITS ETF 1C (XMAW.DE) at 3.16%. This indicates that CCC3.DE's price experiences larger fluctuations and is considered to be riskier than XMAW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CCC3.DE	XMAW.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.38%	3.16%	+2.22%
Volatility (6M) Calculated over the trailing 6-month period	13.03%	8.70%	+4.33%
Volatility (1Y) Calculated over the trailing 1-year period	17.29%	12.11%	+5.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.52%	14.30%	+2.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.98%	15.23%	+2.75%

Dividends

CCC3.DE vs. XMAW.DE - Dividend Comparison

CCC3.DE's dividend yield for the trailing twelve months is around 2.27%, while XMAW.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CCC3.DE The Coca-Cola Company	2.27%	2.57%	2.58%	2.77%	2.42%	2.35%	2.77%	2.49%	2.74%	2.91%	2.74%	2.60%
XMAW.DE Xtrackers MSCI AC World ESG Screened 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 CCC3.DE and XMAW.DE in my portfolio?

CCC3.DE and XMAW.DE have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.